Time series models

Results: 405



#Item
181Testing for a unit root in noncausal autoregressive models

Testing for a unit root in noncausal autoregressive models

Add to Reading List

Source URL: www.suomenpankki.fi

Language: English - Date: 2013-11-20 06:24:19
182Analyzing the sign of financial local trends via Hidden Markov Models Manuele Bicego, Enrico Grosso and Edoardo Otranto The problem of forecasting financial time series has received great attention in the past. In this p

Analyzing the sign of financial local trends via Hidden Markov Models Manuele Bicego, Enrico Grosso and Edoardo Otranto The problem of forecasting financial time series has received great attention in the past. In this p

Add to Reading List

Source URL: profs.sci.univr.it

Language: English - Date: 2011-10-29 18:01:37
183Rob J Hyndman Forecasting: Principles and Practice 7. Non-seasonal ARIMA models

Rob J Hyndman Forecasting: Principles and Practice 7. Non-seasonal ARIMA models

Add to Reading List

Source URL: robjhyndman.com

Language: English - Date: 2014-09-16 02:20:25
184Beyond ARMA Models: Nonstationarity & Seasonality • now know how to handle time series in a certain ‘comfort zone’ − no worrisome trends or seasonal patterns − sample ACF and PACF decay fairly rapidly − simpl

Beyond ARMA Models: Nonstationarity & Seasonality • now know how to handle time series in a certain ‘comfort zone’ − no worrisome trends or seasonal patterns − sample ACF and PACF decay fairly rapidly − simpl

Add to Reading List

Source URL: faculty.washington.edu

Language: English - Date: 2015-02-27 11:14:32
185Models with Trend and Seasonality: I • time series often exhibit trends & seasonal variations, for which a stationary model might be inappropriate[removed]

Models with Trend and Seasonality: I • time series often exhibit trends & seasonal variations, for which a stationary model might be inappropriate[removed]

Add to Reading List

Source URL: faculty.washington.edu

Language: English - Date: 2015-03-11 13:05:44
186Use of environmental models to simulate the spatio-temporal dynamics of tuna in New Caledonia EEZ Karine BRIAND, Xavier COUVELARD, Vincent FAURE Secretariat of the Pacific Community

Use of environmental models to simulate the spatio-temporal dynamics of tuna in New Caledonia EEZ Karine BRIAND, Xavier COUVELARD, Vincent FAURE Secretariat of the Pacific Community

Add to Reading List

Source URL: www.soest.hawaii.edu

Language: English - Date: 2008-12-05 16:14:28
187Simple Time Series Models: I • definition: time series model for {xt} is specification of joint distributions (or summaries thereof) of a sequence of random variables (RVs) {Xt}, one of whose realizations is assumed to

Simple Time Series Models: I • definition: time series model for {xt} is specification of joint distributions (or summaries thereof) of a sequence of random variables (RVs) {Xt}, one of whose realizations is assumed to

Add to Reading List

Source URL: faculty.washington.edu

Language: English - Date: 2015-03-11 13:05:43
    188State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode

    State-Space Models – Introduction • through two seemingly simple equations, state-space models define a rich class of processes that have served well as models for time series − special cases: ARIMA and SARIMA mode

    Add to Reading List

    Source URL: faculty.washington.edu

    Language: English - Date: 2015-03-11 13:06:00
    189ARMA Models: I • autoregressive moving-average (ARMA) processes play a key role in time series analysis • for any positive integer p & any purely nondeterministic process {Xt} with ACVF {γX (h)}, there is an AR(p) p

    ARMA Models: I • autoregressive moving-average (ARMA) processes play a key role in time series analysis • for any positive integer p & any purely nondeterministic process {Xt} with ACVF {γX (h)}, there is an AR(p) p

    Add to Reading List

    Source URL: faculty.washington.edu

    Language: English - Date: 2015-03-11 13:05:45
      19020th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Challenges for including error updating in real-time hydrological error models M. Li a, Q.J.

      20th International Congress on Modelling and Simulation, Adelaide, Australia, 1–6 December 2013 www.mssanz.org.au/modsim2013 Challenges for including error updating in real-time hydrological error models M. Li a, Q.J.

      Add to Reading List

      Source URL: www.mssanz.org.au

      Language: English - Date: 2013-11-19 22:18:42