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A method for filling traffic data based on feature-based combination prediction model. [PDF]
Xiao H, Shen X, Li J, Yang X.
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Exploring the nexus of industrial production and energy consumption on CO2 emissions in Bangladesh through ARDL bounds testing insights. [PDF]
Salan MSA+5 more
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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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Non-stationarity in Sugar Prices
Journal of the Operational Research Society, 1978Time series analysis of unstable series such as raw material prices contains several methodological pitfalls. These are illustrated by a survey of the Box-Jenkins method of analysis applied to 12 years of daily sugar prices.
Stephen Taylor, Brian G. Kingsman
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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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Journal of Econometrics, 1982
Abstract This paper presents descriptive continuous time discrete state non-stationary Markov models that are useful exploratory tools in a first stage of longitudinal data analysis. Because the estimation schemes do not require a lot of arbitrary parametric structure they are useful in investigating data and isolating facts in areas in social ...
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Abstract This paper presents descriptive continuous time discrete state non-stationary Markov models that are useful exploratory tools in a first stage of longitudinal data analysis. Because the estimation schemes do not require a lot of arbitrary parametric structure they are useful in investigating data and isolating facts in areas in social ...
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A Simple Model of Non-Stationarity of Systematic Risk
The Journal of Finance, 1977In the Capital Asset Pricing Model (CAPM) developed and elaborated by Sharpe (1964), Lintner (1965), Mossin (1966), Fama (1971), and others, the equilibrium expected rate of return of a security is related to its systematic risk, (the beta coefficient). The model does not require that the beta coefficient of a security be stable over time.
Brenner, Menachem, Smidt, Seymour
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Effect of non-stationarities on multifractal analysis
2006 Canadian Conference on Electrical and Computer Engineering, 2006Multifractal analysis is concerned with the local scaling behavior of fractal processes such as those found in computer networks. Central to multifractal theory is the structure function tau(q) which links the power-law behavior of the moments of the process with its singularities through the multifractal formalism.
Abraham O. Fapojuwo, I.W.C. Lee
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Non stationarity: A new approach
26th IEEE Conference on Decision and Control, 1987A theory of linear time varying systems acting on non-stationary processes is presented. The non-stationary Wiener filtering problem is solved as well as some corresponding linear-quadratic control problems.
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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 ...
Frank Asche, Frank Asche, Atle Oglend
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