Results 11 to 20 of about 35,745,185 (300)
A Novel Time-Sensitive Composite Similarity Model for Multivariate Time-Series Correlation Analysis
Entropy, 2021 Finding the correlation between stocks is an effective method for screening and adjusting investment portfolios for investors. One single temporal feature or static nontemporal features are generally used in most studies to measure the similarity between
Mengxia Liang +2 more
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Some aspects of non-standard multivariate analysis [PDF]
, 2021 A broad review is given of some areas of multivariate analysis that are not frequently emphasized. We start with situations in which underlying distributions are far from multivariate normal form, so that standard methods of multivariate analysis based ...
Battey, Heather, Cox, David R
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A Multivariate Time Series Analysis of Ground Deformation Using Persistent Scatterer Interferometry
Remote Sensing, 2023 Ground deformations in urban areas can be the result of a combination of multiple factors and pose several hazards to infrastructures and human lives. In order to monitor these phenomena, Interferometric Synthetic Aperture Radar (InSAR) techniques are ...
Serena Rigamonti +3 more
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svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis
Journal of Statistical Software, 2021 Structural vector autoregressive (SVAR) models are frequently applied to trace the contemporaneous linkages among (macroeconomic) variables back to an interplay of orthogonal structural shocks. Under Gaussianity the structural parameters are unidentified
Alexander Lange +3 more
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On Multivariate Spectral Analysis of fMRI Time Series
NeuroImage, 2001 Most of functional magnetic resonance imaging (fMRI) time series analysis is based on single voxel data evaluation using parametric statistical tests. The result of such an analysis is a statistical parametric map. Voxels with a high significance value in the parametric test are interpreted as activation regions stimulated by the experimental task ...
Karsten Mueller 0002 +3 more
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MIXED STATE ANALYSIS OF MULTIVARIATE TIME SERIES
International Journal of Bifurcation and Chaos, 2001 A method is presented for detecting weak coupling between (chaotic) dynamical systems below the threshold of (generalized) synchronization. This approach is based on reconstruction of mixed states consisting of delayed samples taken from simultaneously measured time series of both systems.
Wiesenfeldt, M. +2 more
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Investigating Deep Stock Market Forecasting with Sentiment Analysis
Entropy, 2023 When forecasting financial time series, incorporating relevant sentiment analysis data into the feature space is a common assumption to increase the capacities of the model.
Charalampos M. Liapis +2 more
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Crecimiento económico en América Latina y el rol de China. Un análisis desde el Neo-estructuralismo latinoamericano. [PDF]
Janus.net, 2022 This research aims is to analyze the role that the Chinese economy has had in the economic growth of Latin America. The methodology used consists of a multivariate approach for time series, and causal relationships are obtained through the impulse ...
Rafael Gustavo Miranda Delgado +1 more
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A novel time-frequency multilayer network for multivariate time series analysis
New Journal of Physics, 2018 Unveiling complex dynamics of natural systems from a multivariate time series represents a research hotspot in a broad variety of areas. We develop a novel multilayer network analysis framework, i.e.
Weidong Dang +5 more
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Nonparametric frequency domain analysis of nonstationary multivariate time series [PDF]
, 2002 We analyse the properties of nonparametric spectral estimates when applied to long memory and trending nonstationary multiple time series. We show that they estimate consistently a generalized or pseudo-spectral density matrix at frequencies both close ...
Velasco Gómez, Carlos +2 more
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