Results 21 to 30 of about 30,999 (254)
A Novel Scheme of Control Chart Patterns Recognition in Autocorrelated Processes
Mathematics, 2023 Control chart pattern recognition (CCPR) can quickly recognize anomalies in charts, making it an important tool for narrowing the search scope of abnormal causes.
Cang Wu +4 more
doaj +1 more source
General simulation algorithm for autocorrelated binary processes [PDF]
Physical Review E, 2017 The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral ...
Serinaldi F, Lombardo F
openaire +3 more sources
The demand for money in developing countries: Assessing the role of financial innovation [PDF]
, 1991 Traditional specifications of money demand have been commonly plagU4:!d by persistent overprediction, implausible parameter estimates, and highly autocorrelated errors.
Baudry de Vaux, Marie +20 more
core +1 more source
Nonparametric performance hypothesis testing with the information ratio
Cogent Economics & Finance, 2021 This study proposes a nonparametric bootstrap-based test to compare performances between two portfolios in terms of their information ratio. This serves as an extension to the literature that tests performance between two portfolio investment strategies ...
Jacque Bon-Isaac Aboy, Joselito Magadia
doaj +1 more source
Can crude oil prices predict world tuna prices? [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2020 World tuna prices exhibit substantial fluctuations over time. We studied monthly tuna and preceding crude oil prices from 1986 to 2018, using linear regression models with autoregressive and moving average (ARMA) errors.
Boonmee Lee +3 more
doaj +1 more source
Rates and Rocks: Strengths and Weaknesses of Molecular Dating Methods
Frontiers in Genetics, 2020 I present here an in-depth, although non-exhaustive, review of two topics in molecular dating. Clock models, which describe the evolution of the rate of evolution, are considered first.
Stéphane Guindon
doaj +1 more source
Monitoring the Zero-Inflated Time Series Model of Counts with Random Coefficient
Entropy, 2021 In this research, we consider monitoring mean and correlation changes from zero-inflated autocorrelated count data based on the integer-valued time series model with random survival rate.
Cong Li, Shuai Cui, Dehui Wang
doaj +1 more source
Long memory in US real output per capita [PDF]
, 2009 This paper analyses the long memory properties of quarterly real output per capita in the US (1948Q1 – 2008Q3) using non-parametric, semi-parametric and parametric techniques. The results vary substantially depending on the methodology employed. Evidence
Caporale, GM, Gil-Alana, LA
core +4 more sources
International Journal of Mathematics and Mathematical Sciences, 2022 Fitting a time series model to the process data before applying a control chart to the residuals is essential to fulfill the basic assumptions of statistical process control (SPC).
Siaw Li Lee +3 more
doaj +1 more source
Multiple shifts and fractional integration in the us and uk unemployment rates [PDF]
, 2008 This paper analyses the long-run behaviour of the US and UK unemployment rates by testing for possibly fractional orders of integration and multiple shifts using a sample of over 100 annual observations.
A Lindbeck +39 more
core +2 more sources