Time series models

Results: 405



#Item
111Regression analysis / Time series analysis / Actuarial science / Variance / Forecasting / Standard error / Autocorrelation / Endogeneity / Importance sampling / Statistics / Econometrics / Data analysis

ESTIMATING THE EXPECTED PREDICTIVE OF ECONOMETRIC MODELS

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Source URL: fairmodel.econ.yale.edu

Language: English - Date: 1997-09-18 10:42:58
112Probability and statistics / Statistical inference / Prior probability / Hidden Markov model / Viterbi algorithm / A priori / Arc / Estimation theory / Bayesian statistics / Statistics / Markov models

Bayesian MAP estimation of piecewise arcs in tempo time-series Dan Stowell1 and Elaine Chew1 Centre for Digital Music, Queen Mary, University of London

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Source URL: c4dm.eecs.qmul.ac.uk

Language: English - Date: 2012-07-12 06:23:44
113Prediction / Weather prediction / Data analysis / Forecasting / Time series analysis / Weather forecasting / Madden–Julian oscillation / Forecast skill / Weather / Atmospheric sciences / Meteorology / Statistical forecasting

NCEP Metrics for Evaluating Climate Models and Forecasts May 15, 2015 This document provides guidelines for evaluating the improvements in climate model performance to NCEP operational Climate Forecast System (CFS) and f

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Source URL: www.cpc.ncep.noaa.gov

Language: English - Date: 2015-05-18 04:48:52
114Logarithm / Mathematics / Statistical theory / Estimation theory / Maximum likelihood

Discrete Models Discrete Models Suppose that a time series of q + 1 data points y0, y1, y2, u , yq is given. A likelihood function L gives the probability that the observed data would result from the proposed stochastic

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Source URL: www.mackichan.com

Language: English - Date: 2002-03-18 12:00:12
115Estimation theory / Regression analysis / Heteroscedasticity / Autoregressive conditional heteroskedasticity / Markov chain / Variance / Maximum likelihood / Conditional variance / Statistics / Econometrics / Time series analysis

THRESHOLD HETEROSCEDASTICITY 1 On Conditionally Heteroscedastic AR Models with Thresholds Kung-Sik Chan, Dong Li, Shiqing Ling and Howell Tong

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Source URL: lx2.saas.hku.hk

Language: English - Date: 2012-07-03 22:05:22
116Noise / Stochastic processes / Signal processing / Autocovariance / Covariance function / Autocorrelation / White noise / Stationary process / Autoregressive model / Statistics / Time series analysis / Covariance and correlation

Stat 565 Some Basic Time Series Models JanCharlotte Wickham Monday, January 20, 14

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Source URL: stat565.cwick.co.nz

Language: English - Date: 2014-01-22 12:34:56
117Dickey–Fuller test / Stationary process / Autoregressive integrated moving average / Trend stationary / Time series / Random walk / Order of integration / Autoregressive model / Stochastic / Statistics / Time series analysis / Unit root

http://www.springer.com 2 Nonstationary Time Series In this chapter, models for nonstationary time series are introduced. Before the characteristics of unit

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Source URL: www.pfaffikus.de

Language: English - Date: 2012-07-05 15:37:59
118Data analysis / Forecasting / Time series analysis / Weather prediction / Meteorology / Science / Statistical forecasting / Prediction / Statistics

Data and bias correction for decadal climate predictions 1. Introduction Because climate models are not perfect simulated climatologies will dier somewhat from observed climatologies. The model state will drift toward

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Source URL: wcrp-climate.org

Language: English - Date: 2013-12-18 05:49:10
119Statistical models / Time series analysis / Statistical forecasting / Dummy variable / Economic model / Econometric model / Errors and residuals in statistics / Forecasting / Specification / Statistics / Econometrics / Regression analysis

Further Econometric Investigation of the 2011 Reduction in Road Fatalities

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Source URL: www.transport.govt.nz

Language: English - Date: 2013-12-16 19:00:26
120Autoregressive conditional heteroskedasticity / Econometrics / Time series analysis / Markov models / Stable distribution / Stochastic volatility / Economic model / Log-normal distribution / Normal distribution / Statistics / Probability and statistics / Mathematical finance

Temporal Aggregation of Equity Return Time-Series Models

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-15 17:48:36
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