Results 141 to 150 of about 6,660,147 (290)
EU ETS Market Expectations and Rational Bubbles
Journal of Money, Credit and Banking, EarlyView.Abstract The European Union Emissions Trading System (EU ETS) experienced sharp allowance price increases from 2018 onward, prompting claims that rational bubbles were driving the surge. We reassess this hypothesis using expectations based on futures prices.
CHRISTOPH WEGENER +2 more
wiley +1 more source
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
Forecasting Wheat Production in Libya Using ARIMA Model-ARIMA
مجلة آفاق للدراسات الإنسانية والتطبيقيةThe wheat crop is a strategic crop in Libya as a food crop and a raw material for some food industries. The study aimed to predict the amount of wheat production in context of Libya during the next six years from 2023-2028. The Auto-regressive Integrated Moving Average (ARIMA) model has been used and relied on Food and Agriculture Organization data ...
openaire +1 more source
Forecasting irish inflation using ARIMA models [PDF]
, 1998 This paper outlines the practical steps which need to be undertaken to use autoregressive integrated moving average (ARIMA) time series models for forecasting Irish inflation. A framework for ARIMA forecasting is drawn up.
Kenny, Geoff +2 more
core
Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source
Ondaietas e previsão de séries de tempo: uma análise empírica
Economia Aplicada, 2003 This paper presents three case studies in time series forecasting. We try to compare the use of traditional ARIMA models with an alternative method that combines of ARIMA and Wavelets models. Two different approaches are applied.
Guilherme V. Homsy +2 more
doaj
Interrupted time series analysis using autoregressive integrated moving average (ARIMA) models: a guide for evaluating large-scale health interventions. [PDF]
BMC Med Res Methodol, 2021 Schaffer AL, Dobbins TA, Pearson SA.
europepmc +1 more source
Characterization of production in different branches of production in different branches spanish industrial activity, by means of time series analysis. [PDF]
This work presents a quantitative study of the evolution of spanish industrial activity, measured by the indices of industrial production, by means of Time Series analysis.
Rey, Pilar +2 more
core
The Journal of World Intellectual Property, EarlyView.Abstract This article provides an overview of the patent landscape in relation to PGRFA‐based inventions involving naturally occurring (“native”) traits and related Digital Sequence Information/Genetic Sequence Data (DSI/GSD). In particular, it focuses on the potential of patent claims to limit others' uses of PGRFA and related DSI/GSD on which the ...
Claudio Chiarolla +5 more
wiley +1 more source