Results 21 to 30 of about 10,097,276 (285)
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
doaj +1 more source
Denoising Deterministic Time Series [PDF]
, 2006 This paper is concerned with the problem of recovering a finite, deterministic time series from observations that are corrupted by additive, independent noise. A distinctive feature of this problem is that the available data exhibit long-range dependence
Lalley, Steven P., Nobel, Andrew B.
core +3 more sources
Bootstraping financial time series [PDF]
, 2002 It is well known that time series of returns are characterized by volatility clustering and excess kurtosis. Therefore, when modelling the dynamic behavior of returns, inference and prediction methods, based on independent and/or Gaussian observations ...
Pascual, Lorenzo, Ruiz Ortega, Esther
core +4 more sources
Entropy, 2023 Time series are sequentially observed data in which important information about the phenomenon under consideration is contained not only in the individual observations themselves, but also in the way these observations follow one another [...]
Christian H. Weiß
doaj +1 more source
Language Time Series Analysis [PDF]
, 2006 We use the Detrended Fluctuation Analysis (DFA) and the Grassberger-Proccacia analysis (GP) methods in order to study language characteristics. Despite that we construct our signals using only word lengths or word frequencies, excluding in this way huge ...
Abrams +41 more
core +2 more sources
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
doaj +1 more source
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
doaj +1 more source
Multiscale reconstruction of time series [PDF]
, 2006 A new method is proposed which allows a reconstruction of time series based on higher order multiscale statistics given by a hierarchical process. This method is able to model the time series not only on a specific scale but for a range of scales.
A.P. Nawroth +18 more
core +2 more sources
Explainable Time Series Tree: An Explainable Top-Down Time Series Segmentation Framework
IEEE Access, 2023 A wide range of Machine Learning algorithms can model time series to address classification, forecasting, and clustering problems. However, time series may exhibit characteristics that complicate these tasks, such as repeating patterns and seasonal ...
Vitor de Castro Silva +3 more
doaj +1 more source
Time Series Cluster Kernel for Learning Similarities between Multivariate Time Series with Missing Data [PDF]
, 2017 Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between attributes, or ...
Bianchi, Filippo Maria +3 more
core +2 more sources