Results 61 to 70 of about 794,789 (182)

MULTIVARIATE ANALYSIS IN VECTOR TIME SERIES [PDF]

This paper reviews the applications of classical multivariate techniques for discrimination, clustering and dimension reduction for time series data. It is shown that the discrimination problem can be seen as a model selection problem.
Daniel Peña, Pedro Galeano
core  

Multivariate Time Series Density Clustering Algorithm Using Shapelet Space [PDF]

Jisuanji kexue yu tansuo
Multivariate time series clustering has become an important research topic in the task of time series analysis. Compared with univariate time series, the research of multivariate time series is more complex and difficult.
SHENG Jinchao, DU Mingjing, SUN Jiarui, LI Yurui
doaj   +1 more source

Multivariate time series analysis

Journal of Multivariate Analysis, 1973
AbstractSome key theorems in the asymptotic theory for multivariate time series, using spectrl methods, are established. These theorems relate to various estimation situations including multiple systems of regressions, the determination of the frequency of a periodic signal and the determination of the velocity of a signal propagated through a ...
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Outliers in multivariate time series [PDF]

, 1998
This paper considers outliers in multivariate time series analysis. It generalizes four types of disturbances commonly used in the univariate time series analysis to the multivariate case, and investigates dynamic effects of a multivariate outlier on ...
Pankratz, Alan E., Peña, Daniel, Tsay, Ruey S.   +2 more
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Monitoring multivariate time series

Journal of Multivariate Analysis, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Forecasting Inflation Using Univariate and Multivariate Time Series

JISR Management and Social Sciences & Economics, 2009
The purpose of the study is to forecast inflation in Pakistan from January to June 2008. This study set out to redress the deficiency and explicitly use of time series techniques solely for forecasting purposes.
Azam Ali, S.M. Husnain Bokhari
doaj  

Robust exponential smoothing of multivariate time series. [PDF]

Multivariate time series may contain outliers of different types. In presence of such outliers, applying standard multivariate time series techniques becomes unreliable. A robust version of multivariate exponential smoothing is proposed.
Croux, Christophe, Gelper, Sarah, Mahieu, Koen   +2 more
core  

Identification of Common Factors in Multivariate Time Series Modeling

Revista Colombiana de Estadística, 2015
For multivariate time series modelling, it is essential to know the number of common factors that define the behaviour. The traditional approach to this problem is investigating the number of cointegration relations among the data by determining the ...
MARIANO GONZÁLEZ, JUAN M. NAVE
doaj   +1 more source

Unraveling Meteorological Dynamics: A Two-Level Clustering Algorithm for Time Series Pattern Recognition with Missing Data Handling

Stats
Identifying regions with similar meteorological features is of both socioeconomic and ecological importance. Towards that direction, useful information can be drawn from meteorological stations, and spread in a broader area.
Ekaterini Skamnia, Eleni S. Bekri, Polychronis Economou   +2 more
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Constructing ordinal partition transition networks from multivariate time series

Scientific Reports, 2017
A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition
Jiayang Zhang, Jie Zhou, Ming Tang, Heng Guo, Michael Small, Yong Zou   +5 more
doaj   +1 more source