搜索结果: 46-60 共查到“管理学 time series”相关记录77条 . 查询时间(0.082 秒)
A Hierarchical Bayes Approach to Estimation and Prediction for Time Series of Counts
A Hierarchical Bayes Approach Estimation Prediction Time Series of Counts
2009/9/17
A Hierarchical Bayes Approach to Estimation and Prediction for Time Series of Counts。
SiZer for time series: A new approach to the analysis of trends
Autocovariance function estimation Local linear fit Scale-space method SiZer Time series
2009/9/16
Smoothing methods and SiZer are a useful statistical tool for discovering statistically significant structure in data. Based on scale space ideas originally developed in the computer vision literature...
Structural shrinkage of nonparametric spectral estimators for multivariate time series
structural shrinkage nonparametric spectral estimators multivariate time series
2009/9/16
In this paper we investigate the performance of periodogram based estimators of the spectral density matrix of possibly high-dimensional time series. We suggest and study shrinkage as a remedy against...
Timescale effect estimation in time-series studies of air pollution and health: A Singular Spectrum Analysis approach
Airborne particulate matter PM10 Singular Spectrum Analysis - SSA Generalized additive models - GAM
2009/9/16
A wealth of epidemiological data suggests an association between mortality/morbidity from pulmonary and cardiovascular adverse events and air pollution, but uncertainty remains as to the extent implie...
Estimation in a class of nonlinear heteroscedastic time series models
Conditional least-squares estimation Conditional likelihood estimation Heteroscedastic models Kernel density estimation LATEX2ε
2009/9/16
Parameter estimation in a class of heteroscedastic time series models is investigated. The existence of conditional least-squares and conditional likelihood estimators is proved. Their consistency and...
Modeling threshold exceedance probabilities of spatially correlated time series
threshold exceedance probability PM10 smoothing spatial interpolation spatial time series visualization
2009/9/16
The Commission of the European Union, as well the United States Environmental Protection Agency, have set limit values for some pollutants in the ambient air that have been shown to have adverse effec...
The notion of ψ-weak dependence and its applications to bootstrapping time series
Autoregressive processes autoregressive bootstrap mixing weak dependence.
2009/5/18
We give an introduction to a notion of weak dependence which is more general than mixing and allows to treat for example processes driven by discrete innovations as they appear with time series bootst...
Trend Extraction from Time Series with Structural Breaks and Missing Observations
Break point break point location dummies gaps Hodrick-Prescott filter interpolation Leser filter missing observations smoothing spline structural breaks time-series trend
2009/3/5
Trend extraction from time series is often performed by using the filter proposed by Leser (1961), also known as the Hodrick-Prescott filter. Practical problems arise, however, if the time series cont...
CHANGES OF STRUCTURE IN FINANCIAL TIME SERIES AND THE GARCH MODEL
integrated periodogram spectral distribution functional central limit theorem Kiefer-Muller process Brownian bridge sample autocorrelation change point GARCH process long range dependence IGARCH non-stationarity
2009/2/26
In this paper we propose a goodness of fit test that checks the resemblance of the spectral density of a GARCH process to that of the log-returns. The asymptotic behavior of the test statistics are gi...
A NEW DEPENDENCE CONDITION FOR TIME SERIES AND THE EXTREMAL INDEX OF HIGHER-ORDER MARKOV CHAINS
extremal coefficient dependence extremes extremal index higher-order stationary Markov sequences
2009/2/25
We present a new dependence condition for time series and extend the extremal types
theorem.The dependence structure of a stationary sequence is described by a sequence of
extremal functions. Under ...
ON THE EXTREMES OF RANDOMLY SUB-SAMPLED TIME SERIES
extreme value theory integer-valued stationary sequences sub-sampling failure extremal index
2009/2/25
In this paper, we investigate the extremal properties of randomly sub-sampled stationary
sequences. Motivation comes from the need to account for the effect of missing
values on the analysis of time...
Ultrametric Wavelet Regression of Multivariate Time Series：Application to Colombian Conflict Analysis
Ultrametric Wavelet Regression Multivariate Time Series Colombian Conflict Analysis
2010/3/18
We first pursue the study of how hierarchy provides a well-adapted tool
for the analysis of change. Then, using a time sequence-constrained hi-
erarchical clustering, we develop the practical aspect...
Empirical spectral processes for locally stationary time series
asymptotic normality empirical spectral process locally stationary processes non-stationary time series quadratic forms
2010/3/18
A time-varying empirical spectral process indexed by classes of functions is defined for locally stationary time series. We derive weak convergence in a function space, and prove a maximal exponential...
Modeling threshold exceedance probabilities of spatially correlated time series
threshold exceedance probability PM10 smoothing spatial interpolation spatial time series visualization
2010/3/17
The Commission of the European Union, as well the United
States Environmental Protection Agency, have set limit values for some
pollutants in the ambient air that have been shown to have adverse eff...
Nonparametric spectral analysis with applications to seizure characterization using EEG time series
EEG epilepsy GACV GML locally stationary process permutationtest smoothing parameter smoothing spline SS ANOVA
2010/3/17
Understanding the seizure initiation process and its propagation
pattern(s) is a critical task in epilepsy research. Characteristics of the
pre-seizure electroencephalograms (EEGs) such as oscillati...