Results 231 to 240 of about 638,996 (262)

Time Series and Dynamic Models

2004
Abstract This chapter treats the modelling of variables that are observed sequentially over time. The main focus is on univariate time series models for a single economic variable, but we also discuss regression models with lags and multivariate time series models.
Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K van Dijk   +4 more
openaire   +1 more source

Minimum cost dynamic flows: The series-parallel case

Networks, 1995
AbstractA dynamic network consists of a directed graph with capacities, costs, and integral transit times on the arcs. In the minimum‐cost dynamic flow problem (MCDFP), the goal is to compute, for a given dynamic network with source s, sink t, and two integers v and T, a feasible dynamic flow from s to t of value v, obeying the time bound T, and having
Klinz, Bettina, Woeginger, Gerhard
openaire   +2 more sources

Random dynamical models from time series

Physical Review E, 2012
In this work we formulate a consistent Bayesian approach to modeling stochastic (random) dynamical systems by time series and implement it by means of artificial neural networks. The feasibility of this approach for both creating models adequately reproducing the observed stationary regime of system evolution, and predicting changes in qualitative ...
Y I, Molkov, E M, Loskutov, D N, Mukhin, A M, Feigin   +3 more
openaire   +2 more sources

Time Series and Dynamic Models

1996
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close ...
Christian Gourieroux, Alain Monfort
openaire   +1 more source

Dynamic Time Series Model

2004
Abstract This chapter presents the finite sample analysis of the time series models used in economics and finance. It considers the autoregressive model (AR), AR with regressors, and autoregressive moving average models with regressors. The exact and approximate moments, as well as distributions of the estimators of the lag coefficients ...
openaire   +1 more source

Symbolic Dynamics from Chaotic Time Series

1989
Following the ideas of Ruelle and others [1,2], an embedding phase space can be reconstructed from experimental systems on the basis of time series data. The introduction of numerical methods for calculating dimensions, entropies, Lyapunov exponents and other related properties, has permitted extensive investigations of chaotic experimental systems ...
Destexhe, Alain, Nicolis, Grégoire, Nicolis, Catherine   +2 more
openaire   +3 more sources

Time works well: Dynamic time warping based on time weighting for time series data mining

Information Sciences, 2021
Hailin Li
exaly  

Multivariate Time Series Forecasting With Dynamic Graph Neural ODEs

IEEE Transactions on Knowledge and Data Engineering, 2023
Ming Jin, Siheng Chen, Shirui Pan
exaly  

A method for measuring similarity of time series based on series decomposition and dynamic time warping

Applied Intelligence, 2022
Lngfu Cui, Chaoqi Zhang, Zhang Qingzhen   +2 more
exaly  

International Series on Dynamics

Science, 1966
openaire   +1 more source