Time series models

Results: 405



#Item
151Time series analysis / Econometrics / Autoregressive–moving-average model / Noise / Autoregressive conditional heteroskedasticity / Expectation–maximization algorithm / Maximum likelihood / Kalman filter / Normal distribution / Statistics / Statistical theory / Estimation theory

Optimal Estimation of Multivariate ARMA Models Martha White, Junfeng Wen, Michael Bowling and Dale Schuurmans Department of Computing Science, University of Alberta, Edmonton AB T6G 2E8, Canada {whitem,junfeng.wen,mbowli

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Source URL: webdocs.cs.ualberta.ca

Language: English - Date: 2015-01-15 16:29:05
152Data analysis / Forecasting / Time series analysis / Weather prediction / Future / Statistical forecasting / Prediction / Statistics

Retrospec)ve+Evalua)on+of+Models+ during+the+2010:12+Canterbury+Sequence+ Preliminary+1:yr+&+1:mo+Results+ 2010:12+Canterbury,+NZ+

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Source URL: www.scec.org

Language: English - Date: 2014-11-12 12:50:02
153Electronic engineering / Filter theory / Signal processing filter / Linear algebra / Non-negative matrix factorization / Autoregressive–moving-average model / Electronic filter / Autoregressive conditional heteroskedasticity / Parameter / Statistics / Mathematics / Time series analysis

Proc. of the 17th Int. Conference on Digital Audio Effects (DAFx-14), Erlangen, Germany, September 1-5, 2014 A COMPARISON OF EXTENDED SOURCE-FILTER MODELS FOR MUSICAL SIGNAL RECONSTRUCTION Tian Cheng∗ , Simon Dixon, M

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Source URL: matthiasmauch.de

Language: English - Date: 2015-01-08 12:37:05
154Survival analysis / Time series analysis / Autoregressive conditional duration / Autoregressive conditional heteroskedasticity

Some Statistical Models for Durations and their Applications in Finance a Shelton Peirisa David Allenb and Wenling Yangc Universityof Sydney,b Edith Cowan University(ECU),Perth

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Source URL: www.mssanz.org.au

Language: English - Date: 2013-01-14 21:58:38
155Dimension / Time series analysis / Dimension theory / Statistical dependence / Fractional Brownian motion / Hurst exponent / Fractal / Long-range dependency / Hausdorff dimension / Statistics / Stochastic processes / Fractals

Stochastic models which separate fractal dimension and Hurst effect Tilmann Gneiting Martin Schlather

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-09-14 16:02:39
156Process management / Scientific modeling / Sensitivity analysis / Geostatistics / Time series / Statistics / Global climate model / Spatial analysis / Information / Science / Data

Operational Evaluation of Air Quality Models Paul D. Sampson Peter Guttorp NRCSE

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Source URL: www.nrcse.washington.edu

Language: English - Date: 2001-08-14 12:45:49
157Econometrics / Time series analysis / Autoregressive conditional heteroskedasticity / Markov models / Markov chain / GAUSS / Quantitative analyst / Time series / Volatility / Statistics / Mathematical sciences / Mathematical finance

ROMANIAN STATISTICAL REVIEW www.revistadestatistica.ro CONTENTSVOLATILITY SPILLOVER ACROSS ENERGY INDICES OF THE STOCK

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Source URL: www.revistadestatistica.ro

Language: English - Date: 2015-04-21 09:15:16
158Econometrics / Estimating equations / Autoregressive conditional heteroskedasticity / Autoregressive conditional duration / Time series / Economic model / Outline of regression analysis / Time series analysis / Statistics / Estimation theory

Inference for generalized duration models A. Thavaneswaran Department of Statistics, University of Manitoba, Canada March 22, 2013

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Source URL: www.statistics.gov.hk

Language: English - Date: 2013-08-22 04:39:21
159Labor economics / Estimation theory / Econometrics / Current Population Survey / Benchmarking / Unemployment / CPS / Bureau of Labor Statistics / Seasonal adjustment / Statistics / Time series analysis / Economics

Report on Revision to State and Area Time-Series Models

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Source URL: www.bls.gov

Language: English - Date: 2014-08-15 10:26:02
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