Results 281 to 290 of about 757,673 (309)

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

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

Information Sciences, 2021
Hailin Li
exaly  

Dynamic graph structure learning for multivariate time series forecasting

Pattern Recognition, 2023
Lingyu Xu
exaly  

International Series on Dynamics

Science, 1966
openaire   +1 more source

Learning Both Dynamic-Shared and Dynamic-Specific Patterns for Chaotic Time-Series Prediction

IEEE Transactions on Cybernetics, 2022
Shoubo Feng, Min Han, Jiadong Zhang
exaly  

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

Applied Intelligence, 2022
Qingzhen Zhang, Langfu Cui, Gang Xiang   +2 more
exaly  

A NOTE ON PERTURBATION SERIES IN FLUID DYNAMICS

The Quarterly Journal of Mechanics and Applied Mathematics, 1976
openaire   +1 more source

Estimating common trends in multivariate time series using dynamic factor analysis

Environmetrics, 2003
Ian T Jolliffe, R Dekker, J J Beukema
exaly  

Weighted dynamic time warping for time series classification

Pattern Recognition, 2011
Young-Seon Jeong, Myong K Jeong
exaly  

Multivariate time series classification with parametric derivative dynamic time warping

Expert Systems With Applications, 2015
Tomasz Górecki, Maciej Łuczak
exaly