Results 261 to 270 of about 35,745,185 (300)

Dynamic Factor Analysis of Nonstationary Multivariate Time Series

Psychometrika, 1992
A dynamic factor model is proposed for the analysis of multivariate nonstationary time series in the time domain. The nonstationarity in the series is represented by a linear time dependent mean function. This mild form of nonstationarity is often relevant in analyzing socio-economic time series met in practice.
Molenaar, P.C.M., de Gooijer, J.G., Schmitz, B.   +2 more
openaire   +3 more sources

Mining multivariate time series for product migration analysis

Third International Workshop on Advanced Computational Intelligence, 2010
As new technologies or products emerge, customer may migrate from a legacy product to a new product. One way to find out who migrate, how migrations look like, and the relationship between the legacy product and the new product is through mining the customer transaction history over time.
S. Tom Au, Rong Duan, Wei Jiang
openaire   +2 more sources

Usefulness of linear transformations in multivariate time-series analysis

Empirical Economics, 1993
Much progress has been made in recent years in multivariate time-series analysis. In this paper we summarize some of the methodological developments that are particularly relevant to empirical economics and highlight especially the usefulness of linear transformations in analyzing multivariate time series.
Tiao, George C., Tsay, Ruey S., Wang, Taychang   +2 more
openaire   +1 more source

Experiment Design for Time Series Analysis: The Multivariate Case

SIAM Journal on Applied Mathematics, 1979
This paper develops a theory of experiment design for multivariable time series analysis. The theory is based on the experiment design work for regression problems. The new results are the description of the set of all possible information matrices arising from normalized designs and a proof that optimal designs can be achieved by use of a combination ...
Zarrop, M. B., Payne, R. L., Goodwin, G. C.   +2 more
openaire   +1 more source

Scalable multivariate time series analysis

2015
Time series data have become ubiquitous in many applications such as climate science, social media, and health care. Analysis of large scale time series data collected from diverse applications has created new multi?faceted challenges and opportunities.
openaire   +1 more source

Multivariate Time Series Analysis

2022
Changquan Huang, Alla Petukhina
openaire   +1 more source

Recurrence Plot Representation for Multivariate Time-Series Analysis

2020
The analysis of time-series is a productive field, which is applied in different areas such as finance, bio-medicine, neurology, among others. However, one of the main challenges is the identification of non-linear patterns. Thus, the apparent chaotic behavior of a time-series can mean the manifestation of a dynamic system.
Dennys C. A. Mallqui, Ricardo A. S. Fernandes   +1 more
openaire   +2 more sources

A Dynamic Factor Model for the Analysis of Multivariate Time Series

Psychometrika, 1985
As a method to ascertain the structure of intra-individual variation, P-technique has met difficulties in the handling of a lagged covariance structure. A new statistical technique, coined dynamic factor analysis, is proposed, which accounts for the entire lagged covariance function of an arbitrary second order stationary time series. Moreover, dynamic
openaire   +3 more sources

Multivariate Time Series Analysis

2023
Patrick Woitschig, Wolfgang Karl Härdle
openaire   +1 more source

Elements of Multivariate Time Series Analysis

Technometrics, 1997
null DSS, Gregory C. Reinsel
  +4 more sources