標(biāo)題: Titlebook: Advances in Time Series Methods and Applications; The A. Ian McLeod Fe Wai Keung Li,David A. Stanford,Hao Yu Book 2016 Springer Science+Bus [打印本頁] 作者: Enlightening 時(shí)間: 2025-3-21 18:38
書目名稱Advances in Time Series Methods and Applications影響因子(影響力)
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書目名稱Advances in Time Series Methods and Applications被引頻次
書目名稱Advances in Time Series Methods and Applications被引頻次學(xué)科排名
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書目名稱Advances in Time Series Methods and Applications讀者反饋
書目名稱Advances in Time Series Methods and Applications讀者反饋學(xué)科排名
作者: 一大塊 時(shí)間: 2025-3-21 22:35 作者: Acetaminophen 時(shí)間: 2025-3-22 01:40
Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilisegime switching models. Our new bootstrapped regime switching (BRS) model delivers highly competitive, sharp and calibrated ensembles of wind speed forecasts, governed by various states of wind direction, and imposes minimal requirements on the observed wind data. The proposed methodology is illustr作者: Bricklayer 時(shí)間: 2025-3-22 05:40 作者: Addictive 時(shí)間: 2025-3-22 09:32 作者: 不自然 時(shí)間: 2025-3-22 14:13 作者: 舊式步槍 時(shí)間: 2025-3-22 19:21 作者: alliance 時(shí)間: 2025-3-22 21:17
,A Brief Derivation of the Asymptotic Distribution of Pearson’s Statistic and an Accurate Approximattribution is introduced as an accurate approximation to be utilized when the chi-squared distribution proves to be inadequate. It is also explained that the exact probability mass function of this test statistic can be readily determined from its moment-generating function via symbolic computations. Two illustrative numerical examples are included.作者: 邊緣帶來墨水 時(shí)間: 2025-3-23 05:16
The Doubly Adaptive LASSO for Vector Autoregressive Models,lation matrix function (Heyse, 1985, [.]) and Yule–Walker or ordinary least squares estimates of a vector time series. The existing papers ignore the partial lag autocorrelation information inherent in a VAR process. The procedure shows promising results for VAR models. The procedure excels in terms of VAR lag order identification.作者: 擁護(hù)者 時(shí)間: 2025-3-23 07:05 作者: FECT 時(shí)間: 2025-3-23 11:57 作者: probate 時(shí)間: 2025-3-23 17:32 作者: 水土 時(shí)間: 2025-3-23 18:46 作者: facetious 時(shí)間: 2025-3-23 23:01
A Geometric Framework for Condition Numbersre considered to build a TARMA model by these statistics and the Akaike information criterion (AIC). Simulation experiments and the application to a real data example demonstrate that both the power of the test statistic and the model-building can work very well in the case of TARMA models.作者: 流利圓滑 時(shí)間: 2025-3-24 05:21 作者: UNT 時(shí)間: 2025-3-24 07:59 作者: CHART 時(shí)間: 2025-3-24 14:05 作者: outer-ear 時(shí)間: 2025-3-24 15:38
Business Resilience During Power Shortages: A Power Saving Rate Measured by Power Consumption Time gates the power saving rate of Japanese industries during power shortages after the great earthquake. The results demonstrates the size of power saving rate right after the disaster, during the first severe peak demand season, as well as long-term continuous efforts of power saving in different business.作者: 草率女 時(shí)間: 2025-3-24 19:30
Der Preis , menschlichen Lebens, statistics for model checking. It is shown that these statistics asymptotically follow .-distributions. Simulations are carried out to assess their performances in finite samples and two real examples are given.作者: 使隔離 時(shí)間: 2025-3-25 02:15 作者: 靦腆 時(shí)間: 2025-3-25 06:49
Book 2016st to researchers and practitioners in time series, econometricians, and graduate students in time series or econometrics, as well as environmental statisticians, data scientists, statisticians interested in graphical models, and researchers in quantitative risk management.作者: 表狀態(tài) 時(shí)間: 2025-3-25 11:13
Extremal Decomposition Problems,lation matrix function (Heyse, 1985, [.]) and Yule–Walker or ordinary least squares estimates of a vector time series. The existing papers ignore the partial lag autocorrelation information inherent in a VAR process. The procedure shows promising results for VAR models. The procedure excels in terms of VAR lag order identification.作者: 傻 時(shí)間: 2025-3-25 11:52 作者: Picks-Disease 時(shí)間: 2025-3-25 16:33
https://doi.org/10.1007/978-3-642-85978-6ase. We also show that such tests provide a simple general solution to the problem of accounting for estimated parameters in the context of two-step procedures where a subvector of model parameters is estimated in a first step and then treated as fixed.作者: Coma704 時(shí)間: 2025-3-25 22:41 作者: Outwit 時(shí)間: 2025-3-26 03:03 作者: 打擊 時(shí)間: 2025-3-26 08:01
1069-5265 r their time series work.Covers applications, methodologies,This volume reviews and summarizes some of A. I. McLeod‘s significant contributions to time series analysis. It also contains original contributions to the field and to related areas by participants of the festschrift held in June 2014 and 作者: 直言不諱 時(shí)間: 2025-3-26 11:26 作者: linguistics 時(shí)間: 2025-3-26 16:17 作者: Postulate 時(shí)間: 2025-3-26 20:29
Metric Properties of Sets and Condensers,the autoregressive Conditional Duration (ACD) model introduced by Engle and Russell (Econometrica 66:1127–1162, 1998, [.]) and its various generalizations. These models have been used to describe duration clustering for financial data such as the arrival times of trades and price changes. However, r作者: Anecdote 時(shí)間: 2025-3-26 20:58
Der Preis , menschlichen Lebens,The limiting distributions of the full rank estimators and the Gaussian reduced rank estimators are derived. Using these results, we derive the limiting distributions of the residual ACFs under full rank and reduce rank estimations. Based on these limiting distributions, we construct the portmanteau作者: 壓迫 時(shí)間: 2025-3-27 02:21
,Zu Freuds Abhandlung über das Unheimliche,odels with uncorrelated errors. Under the assumption that the error is not independent, the classical portmanteau tests and LM test are asymptotically distributed as a weighted sum of chi-squared random variables that can be far from the chi-squared distribution. To conduct the tests, we must estima作者: Ancillary 時(shí)間: 2025-3-27 07:55
https://doi.org/10.1007/978-3-642-85978-6dures allow for general forms of serial dependence and heteroskedasticity, and can be implemented using any root-. consistent restricted estimator. The asymptotic distribution of the proposed statistic is established under weak regularity conditions. We show that earlier .-type statistics are includ作者: 人充滿活力 時(shí)間: 2025-3-27 11:15
Der Preis , menschlichen Lebens,al response at a given time are ordinal, the regression analysis for such ordinal categorical time series becomes more complex. In this paper, we first develop a lag 1 transitional logit probabilities based correlation model for the multinomial responses recorded over time. This model is referred to作者: 智力高 時(shí)間: 2025-3-27 15:01 作者: Dictation 時(shí)間: 2025-3-27 19:00 作者: 膠水 時(shí)間: 2025-3-27 22:03
A Geometric Framework for Condition Numberstribution is introduced as an accurate approximation to be utilized when the chi-squared distribution proves to be inadequate. It is also explained that the exact probability mass function of this test statistic can be readily determined from its moment-generating function via symbolic computations.作者: Charlatan 時(shí)間: 2025-3-28 02:41 作者: 他一致 時(shí)間: 2025-3-28 07:31 作者: 宣誓書 時(shí)間: 2025-3-28 14:03
Linear Programs and Their Solution Setsstill much easier than its integration into liberalized electricity markets. One of the key obstacles on the way of wider implementation of wind energy is its highly volatile and intermittent nature. This has boosted an interest in developing a fully probabilistic forecast of wind speed, aiming to a作者: VOC 時(shí)間: 2025-3-28 18:15
,Ian McLeod’s Contribution to Time Series Analysis—A Tribute,the time series community. This article strives to give a partial picture of McLeod’s diverse contributions and their impact by reviewing the development of portmanteau statistics, long memory (persistence) models, the concept of duality in McLeod’s work, and his contributions to intervention analysis.作者: 松果 時(shí)間: 2025-3-28 19:41
Advances in Time Series Methods and Applications978-1-4939-6568-7Series ISSN 1069-5265 Series E-ISSN 2194-1564 作者: 果核 時(shí)間: 2025-3-29 00:14 作者: 倒轉(zhuǎn) 時(shí)間: 2025-3-29 06:54 作者: 痛打 時(shí)間: 2025-3-29 08:15 作者: 舊式步槍 時(shí)間: 2025-3-29 11:35 作者: persistence 時(shí)間: 2025-3-29 19:06
978-1-4939-8238-7Springer Science+Business Media New York 2016作者: 晚間 時(shí)間: 2025-3-29 21:41
Metric Properties of Sets and Condensers,We derive the asymptotic distribution of residual autocorrelations for the Weibull autoregressive conditional duration (ACD) model, and this leads to a portmanteau test for the adequacy of the fitted Weibull ACD model. The finite-sample performance of this test is evaluated by simulation experiments and a real data example is also reported.作者: 為現(xiàn)場(chǎng) 時(shí)間: 2025-3-30 02:49 作者: JEER 時(shí)間: 2025-3-30 05:10
,Ian McLeod’s Contribution to Time Series Analysis—A Tribute,the time series community. This article strives to give a partial picture of McLeod’s diverse contributions and their impact by reviewing the development of portmanteau statistics, long memory (persistence) models, the concept of duality in McLeod’s work, and his contributions to intervention analys作者: Little 時(shí)間: 2025-3-30 08:13
The Doubly Adaptive LASSO for Vector Autoregressive Models, in regression analysis for their advantage of simultaneous variable selection and parameter estimation, and also have been applied to autoregressive time series models. We propose the doubly adaptive LASSO (daLASSO), or PLAC-weighted adaptive LASSO, for modelling stationary vector autoregressive pr作者: Malfunction 時(shí)間: 2025-3-30 13:48 作者: 容易生皺紋 時(shí)間: 2025-3-30 19:00 作者: 涂掉 時(shí)間: 2025-3-30 21:03
The Portmanteau Tests and the LM Test for ARMA Models with Uncorrelated Errors,odels with uncorrelated errors. Under the assumption that the error is not independent, the classical portmanteau tests and LM test are asymptotically distributed as a weighted sum of chi-squared random variables that can be far from the chi-squared distribution. To conduct the tests, we must estima作者: 拋射物 時(shí)間: 2025-3-31 01:51
Generalized , Tests for Estimating Functions with Serial Dependence,dures allow for general forms of serial dependence and heteroskedasticity, and can be implemented using any root-. consistent restricted estimator. The asymptotic distribution of the proposed statistic is established under weak regularity conditions. We show that earlier .-type statistics are includ作者: 功多汁水 時(shí)間: 2025-3-31 07:06
Regression Models for Ordinal Categorical Time Series Data,al response at a given time are ordinal, the regression analysis for such ordinal categorical time series becomes more complex. In this paper, we first develop a lag 1 transitional logit probabilities based correlation model for the multinomial responses recorded over time. This model is referred to作者: 戲法 時(shí)間: 2025-3-31 11:33 作者: Adenoma 時(shí)間: 2025-3-31 15:15
,Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time?Series,ies modelling of water resources and environmental systems. Elsevier, New York, 2005 [.]). One popular procedure is the seasonal Mann–Kendall tau test for detecting monotonic trend in seasonal time series data with serial dependence (Hirsch and Slack in Water Resour Res 20(6):727–732, 1984 [.]). How
