Results 11 to 20 of about 20,295,200 (307)
Entropy, 2021 Time series consist of data observed sequentially in time, and they are assumed to stem from an underlying stochastic process [...]
Christian H. Weiß
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Approximations of Time Series [PDF]
ISRN Applied Mathematics, 2011 A method is proposed to approximate the main features or patterns including interventions that may occur in a time series. Collision data from the Ontario Ministry of Transportation illustrate the approach using monthly collision counts from police reports over a 10-year period from 1990 to 1999.
M. Brackstone, A. S. Deakin
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Estimation of missing data in a geophysical series of precipitation
, 2021 The analysis of dynamic systems is a topic of great interest in the basic sciences since it allows direct inference of the behavior of different systems. The study of physical phenomena provides large databases that, if recorded at regular time intervals,
GALLARDO PÉREZ, HENRY DE JESÚS +2 more
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Efficient Bayesian inference for natural time series using ARFIMA processes [PDF]
Nonlinear Processes in Geophysics, 2015 Many geophysical quantities, such as atmospheric temperature, water levels in rivers, and wind speeds, have shown evidence of long memory (LM). LM implies that these quantities experience non-trivial temporal memory, which potentially not only enhances ...
T. Graves +3 more
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Bermuda Atlantic Time-Series Study (BATS) Sediment Trap - Flux
, 2023 <p>This dataset is published on Zenodo by the Simons CMAP curators for long-term care. All credits go to the data producers at the Bermuda Atlantic Time-series Study (BATS): https://bats.bios.asu.edu/bats-data/ </p><p>The BATS ...
Simons CMAP +1 more
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A Parametric Factor Model of the Term Structure of Mortality
Econometrics, 2019 The prototypical Lee–Carter mortality model is characterized by a single common time factor that loads differently across age groups. In this paper, we propose a parametric factor model for the term structure of mortality where multiple factors are
Niels Haldrup +1 more
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Frontiers in Physics, 2021 Time irreversibility of a time series, which can be defined as the variance of properties under the time-reversal transformation, is a cardinal property of non-equilibrium systems and is associated with predictability in the study of financial time ...
Ryutaro Mori, Ruiyun Liu, Yu Chen
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Mandelbrot's Stochastic Time Series Models
Earth and Space Science, 2019 I survey and illustrate the main time series models that Mandelbrot introduced into time series analysis in the 1960s and 1970s. I focus particularly on the members of the additive fractional stable family including Lévy flights and fractional Brownian ...
N. W. Watkins
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Demonstrating the value of larger ensembles in forecasting physical systems
Tellus: Series A, Dynamic Meteorology and Oceanography, 2016 Ensemble simulation propagates a collection of initial states forward in time in a Monte Carlo fashion. Depending on the fidelity of the model and the properties of the initial ensemble, the goal of ensemble simulation can range from merely quantifying ...
Reason L. Machete, Leonard A. Smith
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Oceanography, 2013 In this issue of Oceanography, Holliday and Cunningham (2013) extol the significance of long-term data sets in understanding the marine environment and, in particular, climate change.
Simon Boxall
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