Results 101 to 110 of about 361,494 (239)

Describing and Forecasting Video Access Patterns [PDF]

, 2010
Computer systems are increasingly driven by workloads that reflect large-scale social behavior, such as rapid changes in the popularity of media items like videos.
Crovella, Mark, Gursun, Gonca, Matta, Ibrahim   +2 more
core   +1 more source

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Risco de suicídio e comportamentos de risco à saúde em jovens de 18 a 24 anos: um estudo descritivo Suicide risk and health risk behavior among youth between the ages of 18 and 24 years: a descriptive study

Cadernos de Saúde Pública, 2012
O objetivo foi avaliar risco de suicídio e comportamentos de risco em jovens. Estudo transversal na zona urbana de Pelotas, Rio Grande do Sul, Brasil, realizado por amostragem sistemática.
Liliane da Costa Ores, Luciana de Avila Quevedo, Karen Jansen, Adriana Bezerra de Carvalho, Taiane Azevedo Cardoso, Luciano Dias de Mattos Souza, Ricardo Tavares Pinheiro, Ricardo Azevedo da Silva   +7 more
doaj   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Sensitivity Analysis of Start Point of Extreme Daily Rainfall Using CRHUDA and Stochastic Models

Stats
Forecasting extreme precipitation is one of the basic actions of warning systems in Latin America and the Caribbean (LAC). With thousands of economic losses and severe damage caused by floods in urban areas, hydrometeorological monitoring is a priority ...
Martin Muñoz-Mandujano, Alfonso Gutierrez-Lopez, Jose Alfredo Acuña-Garcia, Mauricio Arturo Ibarra-Corona, Isaac Carpintero Aguilar, José Alejandro Vargas-Diaz   +5 more
doaj   +1 more source

Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a moving sum methodology for detecting multiple change points in high‐dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We establish the asymptotic null distribution of the proposed test for family‐wise error control and show the
Matteo Barigozzi, Haeran Cho, Lorenzo Trapani   +2 more
wiley   +1 more source

Uso de la función de correlación cruzada en la identificación de modelos ARMA

Revista Colombiana de Estadística, 2008
La función de correlación cruzada muestral (FCCM) ha sido empleada para estudiar la fortaleza y la dirección de la relación lineal entre dos procesos estocásticos conjuntamente estacionarios.
ELKIN CASTAÑO, JORGE MARTÍNEZ
doaj  

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source