Results 21 to 30 of about 638,996 (262)
Time Series Modelling With Semiparametric Factor Dynamics [PDF]
Journal of the American Statistical Association, 2007 High-dimensional regression problems which reveal dynamic behavior are typically analyzed by time propagation of a few number of factors. The inference on the whole system is then based on the low-dimensional time series analysis. Such highdimensional problems occur frequently in many different fields of science. In this paper we address the problem of
Park, Byeong U. +3 more
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Word Series for Dynamical Systems and Their Numerical Integrators [PDF]
Foundations of Computational Mathematics, 2015 We study word series and extended word series, classes of formal series for the analysis of some dynamical systems and their discretizations. These series are similar to but more compact than B-series. They may be composed among themselves by means of a simple rule.
Ander Murua, Jesús María Sanz-Serna
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Building Parsimonious Dynamic System for Time Series [PDF]
المجلة العراقية للعلوم الاحصائية, 2005 In this paper the radial basis function method is used for the generation of models of time series. It has been arrived at a model for nonlinear time series. It has also been found that the error is restricted between zero and one.
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Dynamic Multiscale Information Spillover among Crude Oil Time Series
Entropy, 2022 This study investigated information spillovers across crude oil time series at different time scales, using a network combined with a wavelet transform. It can detect the oil price, which plays an important role in the dynamic process of spillovers, and ...
Sufang An
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Time Series and the Dynamics of Demand Pacing [PDF]
Methods of Information in Medicine, 2000 Abstract:Motivated by a common practice in cardiology, we analyze the dynamics of a demand paced system where one seeks to create a stable periodic response. By using techniques originally developed for controlling chaotic systems, one can enhance the information contained in time series regarding hidden, unstable periodic orbits.
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Time-Series and Network Analysis in Quantum Dynamics: Comparison with Classical Dynamics [PDF]
International Journal of Theoretical Physics, 2020 Time-series analysis and network analysis are now used extensively in diverse areas of science. In this paper, we applythese techniques to quantum dynamics in an optomechanical system: specifically, the long-time dynamics of the mean photon number in an archetypal tripartite quantum system comprising a single-mode radiation field interacting with a two-
Pradip Laha +2 more
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Implementation of bagging in time series forecasting
Российский технологический журналObjectives. The purpose of the article is to build different models of bagging, to compare the accuracy of their forecasts for the test period against standard models, and to draw conclusions about the possibility of further use of the bagging technique ...
Ia. V. Gramovich +2 more
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Analysis of approaches to identification of trend in the structure of the time series
Российский технологический журналObjectives. The study set out to compare the forecasting quality of time series models that describe the trend in different ways and to form a conclusion about the applicability of each approach in describing the trend depending on the properties of the ...
U. S. Mokhnatkina +2 more
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Using Wavelets to Identify Linear Dynamic Models [PDF]
المجلة العراقية للعلوم الاحصائيةThe forecasting process of water cleaning in the city of Mosul was studied using the input and output variables represented by some tests performed on raw water before the filtration process, to be treated through multiple filtration stages. To determine
Youns M. Th. Al.Obeady +2 more
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Neural network analysis in time series forecasting
Российский технологический журналObjectives. To build neural network models of time series (LSTM, GRU, RNN) and compare the results of forecasting with their mutual help and the results of standard models (ARIMA, ETS), in order to ascertain in which cases a certain group of models ...
B. Pashshoev, D. A. Petrusevich
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