搜索结果: 31-45 共查到“知识库 管理学 Time series”相关记录77条 . 查询时间(0.203 秒)
Confidence Sets in Time--Series Filtering
Information Theory (cs.IT) Statistics Theory (math.ST)
2010/12/17
The problem of filtering of finite--alphabet stationary ergodic time series is considered. A method for constructing a confidence set for the (unknown) signal is proposed, such that the resulting set ...
Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
Dynamic time series modeling change-point testing Bayesian statistics statistics for neural data
2010/11/8
This paper illustrates novel methods for nonstationary time se-ries modeling along with their applications to selected problems in neuroscience. These methods are semi-parametric in that inferences ar...
Coherence and phase synchronization：generalization to pairs of multivariate time series，and removal of zero-lag contributions
Coherence and phase synchronization generalization multivariate time series zero-lag contributions
2010/4/29
Coherence and phase synchronization between time series corresponding to
different spatial locations are usually interpreted as indicators of the “connectivity”
between locations. In neurophysiology...
Evolution and Forecasting of Business-Centric Technoeconomics: A Time-Series Pursuit via Digital Ecology
Digital Ecology Business-Centric Economics Evolution and Forecasting ARIMA Modeling Telecommunication Services
2013/2/23
Time-evolution and hence, forecasting the growth profiles of business-centric technoeconomics are ascertained. As an example, the vast telecommunication (telco)-specific business is considered as a co...
Measures of Analysis of Time Series (MATS):A MATLAB Toolkit for Computation of Multiple Measures on Time Series Data Bases
time series analysis data bases nonlinear dynamics statistical measures MATLAB software changedetection surrogate data
2010/3/10
In many applications, such as physiology and finance, large time series data bases are to be analyzed requiring
the computation of linear, nonlinear and other measures. Such measures have been develo...
Estimation error for blind Gaussian time series filtering
Asymptotic Statistics Covariance Estimation Time Series
2010/3/10
In the frame of time series analysis, we compute the quadratic error in the
blind estimation of the projection operator for prediction with infinite past. The
estimation is made using only a single ...
Testing temporal constancy of the spectral structure of a time series
local periodogram non-stationary processes testing time-varying spectral density
2010/3/9
Statistical inference for stochastic processes with time-varying spectral characteristics has received
considerable attention in recent decades.We develop a nonparametric test for stationarity
again...
Using nurses to identify HAART eligible patients in the Republic of Mozambique: results of a time series analysis
HAART eligible patients the Republic of Mozambique time series analysis
2009/9/27
The CD4 nurse intervention, when implemented correctly, was associated with a more rational use of higher-level clinical providers, which may improve overall clinic flow and efficient use of the limit...
A note on the estimation of degree of differencing in long memory time series analysis
the estimation of degree long memory time series analysis
2009/9/23
In this paper we investigate the properties of the
estimator of degree of differencing the fractional d in long memory
time series analysis via consistent spectral density estimation. It is
shown t...
Multi-Scale and Hidden Resolution Time Series Models
Autoregressive models Bayesian inference Combination of multiresolution information Jerey rule of conditioning
2009/9/21
We introduce a class of multi-scale models for time series. The novel framework couples standard linear models at dierent levels of resolution via stochastic links across scales. Jerey rule of conditi...
ON THE CONSTRUCTION AND PROPERTIES OF BOOTSTRAP-t PREDICTION INTERVALS FOR STATIONARY TIME SERIES
Prediction intervals sieve bootstrap-t method of sieves
2009/9/18
We consider the construction of unconditional bootstrap-
t prediction intervals for stationary time series. Our approach
relies on the sieve bootstrap resampling scheme introduced by
Biihlmann.
Ba...
SOME RESULTS ON THE SUBSAMPLING FOR (p-MIXING PERIODICALLY STRICTLY STATIONARY TIME SERIES
Periodically correlated time series subsampling,consistency cp-mixing property
2009/9/18
The article deals with the special subclass of cp-mixing
periodically correlated (PC) time series and the estimation of autocovariance
through Fourier coefficients. The aim is to investigate
whethe...
ASYMPTOTIC PROPERTIES OF PERIODOGRAM FOR ALMOST PERIODICALLY CORRELATED TIME SERIES
Periodogram almost periodically correlated time series consistency
2009/9/18
The main purpose of this paper is to establish the asymptotic
properties of the expectation and variance of periodogram for nonstationary,
almost periodically correlated time series. We expand our c...
On Confidence Bands for Time Series Problems in the Time and Frequency Domains
Confidence Bands Time Series Problems Frequency Domains
2009/9/17
On Confidence Bands for Time Series Problems in the Time and Frequency Domains。
Wavelet Scalograms and their Applications in Economic Time Series
Wavelet Scalograms Applications Economic Time Series
2009/9/17
Wavelet Scalograms and their Applications in Economic Time Series。