Results 31 to 40 of about 20,293,735 (305)
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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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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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
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The formulation of structural time series models in discrete and continuous time [PDF]
, 1983 This paper sets out an approach for modelling univariate time series, including those in which observations are available on a daily basis. An underlying continuous time model is formulated and it is shown that this model has important implications for ...
Harvey, A. C., Harvey, Andrew C.
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Economics: Journal Articles, 2019 Both mathematical modelling and simulation methods in general have contributed greatly to understanding, insight and forecasting in many fields including macroeconomics.
Thompson Erica L., Smith Leonard A.
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Predictive analytics beyond time series: Predicting series of events extracted from time series data
Wind Energy, 2022 Realizing carbon neutral energy generation creates the challenge of accurately predicting time‐series generation data for long‐term capacity planning and for short‐term operational decisions.
Sambeet Mishra +3 more
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SSRN Electronic Journal, 2011 AbstractWe document significant “time series momentum” in equity index, currency, commodity, and bond futures for each of the 58 liquid instruments we consider. We find persistence in returns for one to 12 months that partially reverses over longer horizons, consistent with sentiment theories of initial under-reaction and delayed over-reaction.
Moskowitz, Tobias J. +2 more
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Assessing pricing assumptions for weather index insurance in a changing climate
Climate Risk Management, 2014 Weather index insurance is being offered to low-income farmers in developing countries as an alternative to traditional multi-peril crop insurance. There is widespread support for index insurance as a means of climate change adaptation but whether or not
J.D. Daron, D.A. Stainforth
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Real-Time Monitoring System for Shelf Life Estimation of Fruit and Vegetables
Sensors, 2020 The control of the main environmental factors that influence the quality of perishable products is one of the main challenges of the food industry.
Roque Torres-Sánchez +4 more
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