Results 121 to 130 of about 794,789 (182)

A novel method to select time-varying multivariate time series models for the surveillance of infectious diseases. [PDF]

open access: yesBMC Infect Dis
Yu J   +11 more
europepmc   +1 more source

General value functions for fault detection in multivariate time series data. [PDF]

open access: yesFront Robot AI
Wong A   +4 more
europepmc   +1 more source

Multivariate Time Series

2017
In this chapter vector time series models are considered for stationary processes. There is a brief discussion of stationarity, but we leave the reader to refer for further detail to Patterson (2010) and (2011). The models are decomposed into VAR, VMA and mixed models with both characteristics (VARMA).
John Hunter   +2 more
openaire   +1 more source

Multivariate Time Series

1987
Many time series arising in practice are best considered as components of some vector-valued (multivariate) time series {X t } whose specification includes not only the serial dependence of each component series {X tj } but also the interdependence between different component series {X ti } and {X tj }.
Peter J. Brockwell, Richard A. Davis
openaire   +1 more source

Modeling multivariate time series

2023
This thesis deals with the construction of multivariate Integer Generalized Au toregressive Conditional Heteroskedastic(INGARCH) and Conditional Autoregres sive Range(CARR) time series processes. The INGARCH(1,1) model has been alsostudied in multivariate case and implementations in 2 dimensions have been also pre sented recent years.
openaire   +1 more source

Home - About - Disclaimer - Privacy