Results 21 to 30 of about 2,530,237 (313)
Singular Spectrum Analysis of Tremorograms for Human Neuromotor Reaction Estimation
Singular spectrum analysis (SSA) is a method of time series analysis and is used in various fields, including medicine. A tremorogram is a biological signal that allows evaluation of a person’s neuromotor reactions in order to infer the state of the ...
Olga Bureneva +2 more
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Hybrid Time Series Method for Long-Time Temperature Series Analysis
This paper combines discrete wavelet transform (DWT), autoregressive moving average (ARMA), and XGBoost algorithm to propose a weighted hybrid algorithm named DWTs-ARMA-XGBoost (DAX) on long-time temperature series analysis.
Guangdong Huang, Jiahong Li
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Mandelbrot's Stochastic Time Series Models
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
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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Analysis of Non-Stationary Modulated Time Series with Applications to Oceanographic Surface Flow Measurements [PDF]
We propose a new class of univariate non-stationary time series models, using the framework of modulated time series, which is appropriate for the analysis of rapidly evolving time series as well as time series observations with missing data.
Guillaumin, AP +19 more
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Assessing pricing assumptions for weather index insurance in a changing climate
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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Mixed portmanteau tests for time-series models [PDF]
This paper obtains the joint limiting distribution of residuals and squared residuals of a general time-series model. Based on this, we propose a mixed portmanteau statistic for testing the adequacy of fitted time-series models.
Wong, H +3 more
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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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lucaspauker/hmi-time-series-analysis: Time Series Analysis with HMI SHARP data [PDF]
<p>Code for my physics summer research project studying the relationship between time series evolution of magnetic variables on the sun and solar flaring.</p ...
Monica Bobra +5 more
core +1 more source
Time-series clustering via quasi U-statistics [PDF]
Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)The problem of time-series discrimination and classification is discussed. We propose a novel clustering algorithm based on a
Pinheiro, A, Valk, M
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