Results 161 to 170 of about 25,752 (301)

A robust solution for power grid management using a hybrid deterministic and probabilistic model for short term load forecasting. [PDF]

Sci Rep
Serttas F.
europepmc   +1 more source

Nonparametric Detection of a Time‐Varying Mean

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a nonparametric portmanteau test for detecting changes in the unconditional mean of a univariate time series which may display either long or short memory. Our approach is designed to have power against, among other things, cases where the mean component of the series displays abrupt level shifts, deterministic trending behaviour ...
Fabrizio Iacone, A. M. Robert Taylor
wiley   +1 more source

Seasonal adjustment and the detection of business cycle phases [PDF]

To date, there has been little investigation of the impact of seasonal adjustment on the detection of business cycle expansion and recession regimes. We study this question both analytically and through Monte Carlo simulations.
Matas Mir, Antonio, Osborn, Denise R
core  

Testing for Unspecified Periodicities in Binary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT Given random variables Y1,…,Yn$$ {Y}_1,\dots, {Y}_n $$ with Yi∈{0,1}$$ {Y}_i\in \left\{0,1\right\} $$ we test the hypothesis whether the underlying success probabilities pi$$ {p}_i $$ are constant or whether they are periodic with an unspecified period length of r≥2$$ r\ge 2 $$.
Finn Schmidtke, Mathias Vetter
wiley   +1 more source

Extreme Salinity Change Governs Microbial Community Assembly and Interactions. [PDF]

Environ Microbiol Rep
Keneally C, Gaget V, Chilton D, Dornan TN, Hensel J, Keneally AE, Kidd SP, Brookes JD.   +7 more
europepmc   +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, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Spatial Individual-Level Models for Transmission Dynamics of Seasonal Infectious Diseases. [PDF]

Stat Med
Abed A, Torabi M, Mashreghi Z.
europepmc   +1 more source

Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification [PDF]

The aim of this paper is to outline the typical characteristics of the ultra-high-frequency financial data and to present estimation methods of intraday seasonality of trading activity.
Roman Huptas
core  

The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach

Journal of Time Series Analysis, EarlyView.
ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley   +1 more source

High resolution temperature forecasting using functional time series decomposition and advanced predictive models. [PDF]

Sci Rep
Alshanbari HM, Aldhabani MS, Iqbal N, Saeed AM, Noori N.   +4 more
europepmc   +1 more source