Results 141 to 150 of about 61,880 (163)
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Cyclical non-stationarity in commodity prices
Empirical Economics, 2016This paper applies the Hylleberg et al. (J Econom 44(1):215–238, 1990) parametric seasonal unit root test to test for cyclical non-stationarity in commodity prices. The testing procedure is simple and involves evaluating various linear restrictions on lagged price levels in an error correction model of prices, equivalent to the Augmented Dickey–Fuller ...
Atle Oglend, Frank Asche
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Non-stationarity parameters of open clusters
Astronomy Reports, 2012Estimates of a number of dynamical parameters of 103 open star clusters are presented: the density contrast in the cluster core, stellar velocity dispersion, taking into account the influence of the external field of the Galaxy and non-stationarity of the cluster, oscillation periods of the cluster and the cluster core, etc. Analytical solutions to the
Danilov, V. M., Putkov, S. I.
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On non-stationarity of dynamic systems
Chemometrics and Intelligent Laboratory Systems, 2004Abstract Past years have shown great advances in measurement instrumentation. Many chemical companies are using near infrared (NIR) instruments for process control, because they can offer various advantages compared to traditional on-line analysers.
Satu-Pia Reinikainen +2 more
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TESTING FOR CYCLICAL NON‐STATIONARITY IN AUTOREGRESSIVE PROCESSES
Journal of Time Series Analysis, 1997This paper deals with the distributions evolving from the likelihood‐ratio test for the factor 1 −Bn in the lag polynomial Φ(B) under the basic assumption that the data series is generated by the autoregressive model Φ(B)Xt = εt where {εt} denotes Gaussian white noise.
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Mapping Ultrasound Pulse--Echo Non-Stationarity
SPIE Proceedings, 1987The use of ultrasound pulse-echo signals to produce quantitative parameter mappings (or images) of an inhomogeneous medium is complicated by the presence of echo interference and transducer field effects. In this paper it is briefly discussed how the use of appropriate measurement techniques can counter the latter problem, leaving the speckle due to ...
D. A. Seggie +3 more
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Financial Risk Forecasting with Non-Stationarity
2011One important feature in all financial markets is that they are nonlinear dynamical systems (Brock 1986; Scheinkman and LeBaron 1989; Hsieh 1989; Brock et al. 1996). Under this framework, it is assumed that asset price changes may not be solely due to new information, as simply described by the random walk model, but are also governed by some ...
Humphrey K. K. Tung, Michael C. S. Wong
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Multimodal imaging, non-stationarity and BCI
2014 International Winter Workshop on Brain-Computer Interface (BCI), 2014Learning to build universal decoders for BCI is a great challenge (see [9], [2], [8] for recent reviews on Machine Learning for BCI). Usually in multimodal imaging we consider the modes to be different types of imaging devices such as EEG, NIRS or fMRI (see e.g. [1], [7], [3], [4]).
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Data Mining, Non-Stationarity And Entropy Investment Implications
Journal of Systematic Investing, 2022This paper presents a high-level, intuitive, analysis of the relation between data mining, non-stationarity, and entropy. It then turns to a discussion of their implications for practical investment management. The bottom line is that skepticism regarding investment strategies is warranted.
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Non-Stationarity and Local Spatial Analysis
2020Most standard spatial analyses assume stationarity, i.e. that the generative process producing the observed pattern is spatially homogenous, and hence its features are independent of absolute spatial locations. Under this assumption, if we wish to describe the distribution of a settlement pattern as a point process, we consider the degree of clustering
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Semi-Parametric Copula-Based Models Under Non-Stationarity
SSRN Electronic Journal, 2018zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Bouchra R. Nasri +2 more
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