Results 21 to 30 of about 162,558 (262)
Nonlinear Regressions with Integrated Time Series [PDF]
Econometrica, 2001 Summary: All asymptotic theory is developed for nonlinear regression with integrated processes. The models allow for nonlinear effects from unit root time series and therefore deal with the case of parametric nonlinear cointegration. The theory covers integrable and asymptotically homogeneous functions.
Joon Y. Park, Peter C.B. Phillips
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International Journal of Distributed Sensor Networks, 2021 Time series have broad usage in the wireless Internet of Things. This article proposes a nonlinear time series prediction algorithm based on the Small-World Scale-Free Network after the AIC-Optimized Subtractive Clustering Algorithm (AIC-DSCA-SSNET, AD ...
Banteng Liu +7 more
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Presenting a new hybrid method for predicting the Stock Exchange price inde [PDF]
تحقیقات مالی, 2017 The trend of the stock price index, has taken as one of the investment criteria consistently. Because of the two components of nonlinear and time series price index volatility, in this study, a new hybrid model presented that can predict move and change ...
Diako Dorodi, Seyed Babak Abrahimi
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Nonlinear Time Series Modelling: An Introduction [PDF]
Journal of Economic Surveys, 1999 Recent developments in nonlinear time series modelling are reviewed. Three main types of nonlinear model are discussed: Markov Switching, Threshold Autoregression and Smooth Transition Autoregression. Classical and Bayesian estimation techniques are described for each model.
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Recurrence Plots in Nonlinear Time Series Analysis: Free Software
Journal of Statistical Software, 2002 Recurrence plots are graphical devices specially suited to detect hidden dynamical patterns and nonlinearities in data. However, there are few programs available to apply such a mehodology.
Jorge Belaire-Franch, Dulce Contreras
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A skewed perspective of the Indian rainfall–El Niño–Southern Oscillation (ENSO) relationship [PDF]
Hydrology and Earth System Sciences, 2020 Wavelet coherence is a method that is commonly used in hydrology to extract scale-dependent, nonstationary relationships between time series. However, we show that the method cannot always determine why the time-domain correlation between two time series
J. Schulte, F. Policielli, B. Zaitchik
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Contribution of solitons to enhanced rogue wave occurrence in shallow depths: a case study in the southern North Sea [PDF]
Natural Hazards and Earth System Sciences, 2023 The shallow waters off the coast of Norderney in the southern North Sea are characterised by a higher frequency of rogue wave occurrences than expected. Here, rogue waves refer to waves exceeding twice the significant wave height.
I. Teutsch +3 more
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Inference for nonlinear epidemiological models using genealogies and time series. [PDF]
PLoS Computational Biology, 2011 Phylodynamics - the field aiming to quantitatively integrate the ecological and evolutionary dynamics of rapidly evolving populations like those of RNA viruses - increasingly relies upon coalescent approaches to infer past population dynamics from ...
David A Rasmussen +2 more
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Boosting nonlinear additive autoregressive time series [PDF]
Computational Statistics & Data Analysis, 2009 Within the last years several methods for the analysis of nonlinear autoregressive time series have been proposed. As in linear autoregressive models main problems are model identification, estimation and prediction. A boosting method is proposed that performs model identification and estimation simultaneously within the framework of nonlinear ...
Nivien Shafik, Gerhard Tutz 0001
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Applied Sciences, 2022 Objective: Converging evidence supporting an effect of transcranial direct current stimulation (tDCS) on postural control and human verticality perception highlights this strategy as promising for post-stroke rehabilitation.
Diandra B. Favoretto +10 more
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