Results 111 to 120 of about 153,678 (301)
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
The relationship between ARIMA-GARCH and unobserved component models with GARCH disturbances [PDF]
The objective of this paper is to analyze the consequences of fitting ARIMA-GARCH models to series generated by conditionally heteroscedastic unobserved component models. Focusing on the local level model, we show that the heteroscedasticity is weaker in
Antoni Espasa +2 more
core
Online Detection of Forecast Model Inadequacies Using Forecast Errors
Journal of Time Series Analysis, EarlyView.ABSTRACT In many organizations, accurate forecasts are essential for making informed decisions in a variety of applications, from inventory management to staffing optimization. Whatever forecasting model is used, changes in the underlying process can lead to inaccurate forecasts, which will be damaging to decision‐making.
Thomas Grundy +2 more
wiley +1 more source
Open Veterinary JournalBackground: Milk considered one of the most important capital goods and essential source of animal protein in the diet of Egyptian family, as well as an effective mean to improve economic condition of farmers, considering this importance in view, the ...
Mohamed A. Omar +3 more
doaj +1 more source
Independent Process Analysis without A Priori Dimensional Information [PDF]
, 2007 Recently, several algorithms have been proposed for independent subspace analysis where hidden variables are i.i.d. processes. We show that these methods can be extended to certain AR, MA, ARMA and ARIMA tasks. Central to our paper is that we introduce a
Kiszlinger, Melinda +3 more
core +2 more sources
Sequential Outlier Detection in Nonstationary Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Outlier Detection and Missing Value Estimation in Time Series Traffic Count Data: Final Report of SERC Project GR/G23180. [PDF]
, 1993 A serious problem in analysing traffic count data is what to do when missing or extreme values occur, perhaps as a result of a breakdown in automatic counting equipment. The objectives of this current work were to attempt to look at ways of solving this
Clark, S.D. +3 more
core
Multivariate ARIMA and ARIMA-X Analysis:Package ‘marima’ [PDF]
, 2016 Multivariate arima and arima-x estimation using Spliid's algorithm.
openaire
Maternal effects on recruitment of five gadoid species
Marine Ecology, EarlyView.Abstract Commercial fishing is almost always non‐random and generally removes large and old individuals from fish stocks, thereby reducing age diversity among spawners. Reduced age diversity may result in less stable recruitment. Here, we explore the influence of age diversity (H), mean age of the spawning stock (MA) and sea surface temperature (SST ...
Ingibjörg G. Jónsdóttir +3 more
wiley +1 more source
مجله اپیدمیولوژی ایران, 2021 Background and Objectives: Investigation of child mortality is one of the most important strategies for improving childrenchr('39')s health. The purpose of this study was to investigate the age distribution, trends, and projections of mortality in ...
MT Shakeri +5 more
doaj