time series correlation analysis
Comparison of correlation analysis techniques for irregularly sampled time series
... persistence time τ ...sistence time and show a small, but constant, bias ( − 10 %) and ...LSq analysis of the original record ...LSq analysis, but differs by not much, except in the estimate ...
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Online Full Text
... a time series forecasting model by independent component analysis mechanism presents in the ...the time series directly with the traditional ARIMA forecast- ing model, the underlying ...
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Estimation of Fractal Dimension of a Noisy Time Series
... R/S analysis of a time series is used to find future patterns that might be ...this analysis there are two main inputs, rang and standard deviation of the ...
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Contagion between United States and european markets during the recent crises
... indexes. Time Series Factor Analysis (TSFA) procedure has allowed concentrating the information of the European indexes into a unique factor, which captures the underlying structure of the European ...
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Exploring the link between drought indicators and impacts
... and correlation analysis between monthly time series of indicator and impact data at the federal state level, and between spatial patterns for selected drought ...The analysis clearly ...
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NEW MODEL TRANSFORMATION USING REQUIREMENT TRACEBILITY FROM REQUIREMENT TO UML BEHAVIORAL DESIGN
... data analysis method based on time ...data analysis by using TVAR model based on unequally spaced time series with stationary correlation ...of time series ...
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Cross Correlation of Intra day Stock Prices in Comparison to Random Matrix Theory
... component analysis which is suitable for a large sized, highly random time series data, such as a set of stock prices in a stock ...the time series is random, and compare the eigenvalue ...
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Correlation between Solar Semi Diameter and Geomagnetic Time Series
... high correlation between the acceleration of the ejections and the plasma heating and particle acceleration signified by the soft and hard X-ray emissions of the associated ...same time it has made ...
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Trend analysis and estimation of hurst exponent for aerosol time series of Chennai
... of correlation, Kendall's tau will take values between ±1 and +1, with a positive correlation indicating that the ranks of both variables increase together whilst a negative correlation indicates ...
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Modeling the relationship between wind turbine failure modes and the environment
... detailed analysis was undertaken which considered the cross correlation between particular meteorological parameters and wind turbine ...correlated time series with wind turbine failures was ...
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An Empirical Analysis of the Total Retail Sales of Consumer Goods by Using Time Series Model
... DOI: 10.4236/jmf.2019.92009 176 Journal of Mathematical Finance ponding adjustment to the macro-economy. Finally, the price of consumer goods will also fluctuate. Lin Puren and Hu Xiangfei [3] (2010) summed up the ...
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Homogenization and analysis of hydrological time series
... these analysis indicate that the wavelet spectrum of stream- flow is a characteristic for a river ...coherence analysis between the discharge data in the Adige an Inn river catchments with the MOI and the ...
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Empirical Analysis of Time Series
... Time series occur in many fields of biology, physics, chemistry, ...various time series pertaining to so-called nonlinear ...Zipf-plots analysis methods will be ...out ...
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Modeling user navigation
... simplest analysis of the relationship between two time series is the lagged correlation, performed after removing any serial dependency within them ...highest correlation and the ...
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Long Range Correlation in Time Series of News Sentiments
... R/S algorithm computes the R/S-statistic for different s and plots the resulting estimates versus the s on loglog scale. Then the Hurst parameter can be estimated via the slope of the resulting log-log plot. As it ...
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Multivariate text mining for process improvement using cross-canonical correlation analysis
... Canonical Correlation approach. Two main tools are combined: Multivariate analysis via Canonical Correlation Analysis and Time Series via Cross Correlation Analysis ...
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A neural network model for short term river flow prediction
... Scope of this analysis is the sub-catchment Wernersdorf. This small catchment (about 35 km² in area) is of particular interest, because as there are no more flow meters upstream, the possibilities for high water ...
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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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Time Series Analysis: A Hydrological Prospective
... rules, Time Series Analysis (TSA) - calculates summary statistics of time series data, including hydrological metrics, and Time Series Manager - manipulates and manages ...
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An Updated Literature Review of Distance Correlation and Its Applications to Time Series
... multivariate time series at a fixed lag. Fokianos and Pitsillou (2017) relaxed this assumption by defining the ADCV in the framework of generalized spectral domain following Hong’s (1999) methodology. It ...
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