Results 31 to 40 of about 28,610,872 (373)
EVALUATING THE IMPACT OF DATA.GOV.RO ON THE ACADEMIC RESEARCH [PDF]
Analele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2022 In the context of the digital revolution, data is the most valuable resource which gains in value the more it is used. Freely available open source data and institutional data repositories encourage and connect, both academia and industry.
MIRICĂ ANDREEA, PETCU IONELA-ROXANA
doaj
Econometrics, 2022 We construct a parsimonious test of constancy of the correlation matrix in the multivariate conditional correlation GARCH model, where the GARCH equations are time-varying. The alternative to constancy is that the correlations change deterministically as
Jian Kang +4 more
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Deep learning for time series classification: a review [PDF]
Data mining and knowledge discovery, 2018 Time Series Classification (TSC) is an important and challenging problem in data mining. With the increase of time series data availability, hundreds of TSC algorithms have been proposed.
Hassan Ismail Fawaz +4 more
semanticscholar +1 more source
Time-Series Representation Learning via Temporal and Contextual Contrasting [PDF]
International Joint Conference on Artificial Intelligence, 2021 Learning decent representations from unlabeled time-series data with temporal dynamics is a very challenging task. In this paper, we propose an unsupervised Time-Series representation learning framework via Temporal and Contextual Contrasting (TS-TCC ...
Emadeldeen Eldele +6 more
semanticscholar +1 more source
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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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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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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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
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Proceedings of the Royal Society of London. Series A: Mathematical, Physical and Engineering Sciences, 1998 A new method for analysing nonlinear and non-stationary data has been developed. The key part of the method is the ‘empirical mode decomposition’ method with which any complicated data set can be decomposed into a finite and often small number of ...
Norden E. Huang +8 more
semanticscholar +1 more source