Results 21 to 30 of about 7,963,480 (325)
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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Flexible Time Series Analysis [PDF]
, 2000 In this chapter we present nonparametric methods and available quantlets for nonlinear modelling of univariate time series. A general nonlinear time series model for an univariate stochastic process Y t t=1 T is given by the heteroskedastic nonlinear autoregressive (NAR) process $${Y_t} = f\left( {{Y_{t - i1}},{Y_{t - i2}}, \ldots ,{Y_{t - im ...
Härdle, Wolfgang, Tschernig, Rolf
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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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Investor Sentiment Measurement and Time Series Analysis [PDF]
SHS Web of Conferences, 2023 Investor sentiment is one of the destabilizing factors in the stock market. In the past, some scholars have proposed models for the measurement of emotions. On this basis, this paper selects 9 factors (closed-end fund discount rate, trading volume of the
Bai Yuchen
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Chaotic Time Series Analysis [PDF]
Mathematical Problems in Engineering, 2010 Chaotic dynamical systems are ubiquitous in nature and most of them does not have an explicit dynamical equation and can be only understood through the available time series. We here briefly review the basic concepts of time series and its analytic tools, such as dimension, Lyapunov exponent, Hilbert transform, and attractor reconstruction.
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Polynomial Regressions and Nonsense Inference
Econometrics, 2013 Polynomial specifications are widely used, not only in applied economics, but also in epidemiology, physics, political analysis and psychology, just to mention a few examples.
Daniel Ventosa-Santaulària +1 more
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Visibility Graph Based Time Series Analysis. [PDF]
PLoS ONE, 2015 Network based time series analysis has made considerable achievements in the recent years. By mapping mono/multivariate time series into networks, one can investigate both it's microscopic and macroscopic behaviors. However, most proposed approaches lead
Mutua Stephen, Changgui Gu, Huijie Yang
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Nonlinear Analysis of Financial Time Series [PDF]
Ovidius University Annals: Economic Sciences Series, 2022 One of the axioms of the modern science states that, if one can identify an exact mathematical description of a physical system, then a very detailed understanding of the system’s properties is possible.
Sorin Vlad, Mariana Vlad
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Time series data analysis under indeterminacy
Journal of Big Data, 2023 The existing semi-average method under classical statistics is applied to measure the trend in the time series data. The existing semi-average method cannot be applied when the time series data is in intervals or imprecise.
Muhammad Aslam
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Eddies: Fluid Dynamical Niches or Transporters?–A Case Study in the Western Baltic Sea
Frontiers in Marine Science, 2019 Fluid flows in the ocean have a strong impact on the growth and distribution of planktonic communities. In this case study, we applied a Lagrangian eddy detection and tracking tool and a transfer operator approach to data from a coupled hydrodynamical ...
Rahel Vortmeyer-Kley +5 more
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