Time Series Factor Analysis
Contagion between United States and european markets during the recent crises
... time series. But the characteristics of the data, a set of multivariate series which exhibits serial correlation, implies that Principal Compo- nent Analysis (PCA) and Factor ...
25
Estimating the under reporting of norovirus illness in Germany utilizing enhanced awareness of diarrhoea during a large outbreak of Shiga toxin producing E coli O104:H4 in 2011 – a time series analysis
... binomial time series regression model was used to describe the weekly counts in 8 ∙ 2 age-sex strata while adjusting for secular trend and ...under-reporting factor to be ...
6
Missing data management and statistical measurement of socio-economic status: application of big data
... yearly time series data from 1993 to 2013 of IMF 2013 data set for data management ...the analysis is reasonably done based on recent 14 years time series ...each time level. ...
44
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 ...
10
Factor modeling for high dimensional time series
... component analysis in the form of computing the spectral decomposition of the empirical covariance opera ...data analysis with independent observations, the work on functional time series has ...
90
Noise reduction in nonlinear time series analysis
... deciding factor and it is this criterion that makes the Levenberg-Marquardt algorithm ideally suited to this particular minimisation problem since neither o f the other two methods have the ability to restrict the ...
152
Rainfall trends and their impacts on soil erosion in North watersheds of Iran
... (R factor) of the Revised Universal Soil Loss Equation (RUSLE) used Modified Fourier Index (MFI) for this ...R factor. Result of trend analysis showed that in all stations, annual and autumn ...
8
CRYTICAL ANALYSIS OF EXPONENTIAL SMOOTHING METHODS FOR FORECASTING
... right time in order to reap the greatest ...spending time and money developing, manufacturing, and marketing a product that will ...of Time Series analysis for forecasting, How trend ...
12
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 ...
177
Empirical Analysis of Time Series
... the time dependence of the gate voltage VG or the gate current ...(the time resolution) of VG(t), the results were found to be robust : the amplitude of the fluctuations were only multiplied by a constant ...
20
Modeling an Oil Spill along the Southern Brazilian Shelf: Forcing Characterization and Its Influence on the Oil Fate
... determinant factor controlling the oil slick be- havior, a time series analysis is ...the time, except in the first hours when the currents dominate the spreading of the spilled ...
11
TIME SERIES ANALYSIS ON EXPORTS AND ITS DETERMINANTS
... Once the cointegration is confirmed to exist between variables, then the third step entails the construction of error correction mechanism to model dynamic relationship. The purpose of the error correction model is to ...
11
Pattern of government spending in Nigeria: a time series analysis
... Nigeria has long been afflicted by severe fiscal imbalances, the misdistribution of public resources, and chronic inefficiency in the provision of public services (Akpa, 2008).Public service provision could be affected ...
7
Expectation-maximization analysis of spatial time series
... tial time series ...(EOF) analysis. The resulting weights, associating time points with component distributions, are used to distinguish physical ...ing time series. Effectively, ...
5
Time Series Analysis and Forecast of GDP in Ethiopia: Evidence from Ethiopian Data
... The analysis continued with the unit root test of the differenced ...non-stationary time series, the same tests were applied to their ...the series so as to be ...five time ...
5
A time series analysis of wastewater inflow of sewage treatment PLANT IN Mysore, India
... This study describes the importance of time series ARIMA modeling for the planning of sewage inflow into the treatment systems. The sewage inflow data of Vidyaranyapuram STP was found to be non- stationary, ...
6
Spectral analysis of high dimensional time series
... First, it is arguable that the most important ingredient in high-dimensional statistical inference, in contrast with classical ones, is the fixed-sample results. To be specific, in order to allow for high dimensions, a ...
24
Multiscale entropy analysis of electroseismic time series
... Nowadays, the efforts to develop earthquake prediction methods, have not been succesful. However, despite some pressimism, in many seismically actives zones around the world there exist research programs for the study of ...
6
The Time Series Analysis of Shanghai Composite Index
... The result shows that the time series mean is an ARMA4, 2 structure, while the ARMA model cannot explain the heteroscedasticity, which indicates that a GARCH model is needed.. Different [r] ...
6
Determinants of Business Failure: A Time Series Analysis
... ramifications for resource allocation, especially that of financial capital, physical capital and labor. There have been a number of studies of aggregate business failures (see Simpson and Anderson, 1975; Zarnowitz and ...
6