Applied Time Series Analysis
Essays in Applied Time Series Analysis
... for time-varying parameters, such as change point models, assuming few breaks (Henkel et ...or time-varying parameter models, assuming breaks each period (Dangl and Halling, 2012; Johannes et ...
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Applied Time Series Analysis Part I
... time series. Hence, a time series is—in simple terms—nothing more than a few (say, T ) numbers, which can be plotted against the time axis and which can be joined by a ...indexed ...
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Three Essays in Applied Spatial and Time Series Econometrics.
... response analysis, the dynamics of housing prices and prices of concrete, lumber, plywood, and oriented strand board are investigated in two macroeconomic conditions of the economy: during the presence of ...
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The Determinants of Employment in Jordan: A Time Series Analysis
... The Labor demand issue has been the center focus of the economic research, and as a result, a huge and a considerable body of economic research have been emerged over the few decades. The research interest focuses on the ...
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Homogenization and analysis of hydrological time series
... investigate time series to better understand their variability driven by physical forcings, we need to identify these spurious ...homogeneity analysis allows to identify those time ...
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Towards machine learning applied to time series based network traffic forecasting
... Time Series can be defined as a sorted collection of observations equally spaced in time, which can be discrete or ...continuous. Time series analysis is the study of times ...
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Bayesian Time Series Analysis
... the series before modelling it through a stationary model) is subject to many difficulties from a sampling- theoretical ...of Applied Econometrics with animated discussion around the paper by Phillips ...
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Co-occurrence Matrices of Time Series Applied to Literary Works
... Some approaches based on network and graph theory have been recently proposed for the analysis of literary works [1-5], adding in this manner new methods for the study of literatures. For instance, we have ...
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Analysis of Time Series Data Mixed With Text
... in time series by Kim et ...We applied on the time series Nikkei 225 data the technical analysis such as simple moving average (SMA), regression, ARIMA models and seasonal return ...
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Comparing Models for Time Series Analysis
... component analysis is a statistical technique that identifies hidden factors that underlie a set of random ...is applied to reduce noise from time series data and the researchers apply the ...
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Improving Performance In Pattern Discovery, Modification Applied In Algorithm For Time Series
... Time series analysis is a wide field of studies that comprehends detecting features in time series, such as trend, periodicity, seasonality, etc, in order to fit a model that depends on ...
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Nonlinear Time Series Analysis in a Nutshell
... nonlinear time series analysis comprises a wide variety of measures that allow one to extract different characteristic features of a dynamical system underlying some mea- sured signal (Kantz and ...
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Essays in Applied Time Series Econometrics.
... my analysis on the estimated probabilities of being in a given state and leave aside the estimated measures of the index of industrial ...cycle analysis as emphasized by Smith and Summers ...
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Time-Series Analyses Applied to Sequences of Nothofagus Growth- Ring Measurements
... of time-series analysis in ecological literature is not common; time-series analyses are more commonly applied in the social sciences ...most time-series techniques ...
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Clustering time series applied to energy markets
... The analysis of aggregated generation of hydro pumped storages demonstrated that the algorithm is not only applicable for Day-Ahead ...of time series data, while the lapply- function of Spark will ...
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Time Series Analysis: A Hydrological Prospective
... Time series methods for analysis of hydrological data have a history of about half a century and continue to be an intense research ...topic. Time series have already played an ...
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ARIMA: An Applied Time Series Forecasting Model for the Bovespa Stock Index
... the series, analyze the ASM one-step-ahead composed of five periods, which evaluated the forecast of each of these periods, being the MAPE constructed from the absolute percent average of the sum of these ...
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Time series analysis of ozone data
... estimate Xi in terms ofthe data known as of time t: Yq,... ,Y? we have a filtering problem, and if we estirnate .. Each of these problems can be solved using Kalman recursions. We will[r] ...
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Regression Models for Time Series Analysis
... Suppose we observe a pair of jointly distributed time series, ( X t , Y t ), t = 1 , . . . , N , where { Y t } is a response series and { X t } is a time dependent random covariate. Employing ...
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Deterministic and stochastic trends in the time series models: A guide for the applied economist
... R and SEEs of these five equations are close, equation (V) is preferred because the residuals in the other equations badly fail the normality test. Furthermore, the level coefficient of trend, which is important here, is ...
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