Sökning: "time-series analysis"

Visar resultat 1 - 5 av 277 avhandlingar innehållade orden time-series analysis.

1. 1. Essays on Time Series Analysis : With Applications to Financial Econometrics

   Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; non-Gaussian time series; nonnegative autoregression; robust estimation; strong convergence; realized volatility; volatility forecast; forecast comparison; Diebold-Mariano test; Statistics; Statistik;

   Sammanfattning : This doctoral thesis is comprised of four papers that all relate to the subject of Time Series Analysis.The first paper of the thesis considers point estimation in a nonnegative, hence non-Gaussian, AR(1) model. The parameter estimation is carried out using a type of extreme value estimators (EVEs). LÄS MER

3. 2. Common features in vector nonlinear time series models

   Författare :Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Örebro universitet; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik; Complex Systems – Microdata Analysis;

   Sammanfattning : This thesis consists of four manuscripts in the area of nonlinear time series econometrics on topics of testing, modeling and forecasting nonlinear common features. The aim of this thesis is to develop new econometric contributions for hypothesis testing and forecasting in thesearea.Both stationary and nonstationary time series are concerned. LÄS MER

4. 3. Wavelet Analysis of Economic Time Series

   Författare :Fredrik N G Andersson; Nationalekonomiska institutionen; []
   Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES; freight transportation activity; wavelet analysis; cointegration; inflation; bandspectrum regression; money; coreinflation;

   Sammanfattning : Economic theory commonly distinguishes between different time horizons such as the short run and the long run. Models with many time horizons are easily studied in the frequency domain, because the various time horizons are associated with a particular frequency or band of frequencies. LÄS MER

5. 4. Searching for causal effects of road traffic safety interventions : applications of the interrupted time series design

   Författare :Carl Bonander; Ragnar Andersson; Finn Nilson; Claes Tingvall; Karlstads universitet; []
   Nyckelord :MEDICIN OCH HÄLSOVETENSKAP; MEDICAL AND HEALTH SCIENCES; Causal inference; Repeated measures; Methodology; Econometrics; Injury Epidemiology; Vulnerable Road Users; Time series analysis; Risk- och Miljöstudier; Risk and Environmental Studies;

   Sammanfattning : Traffic-related injuries represent a global public health problem, and contribute largely to mortality and years lived with disability worldwide. Over the course of the last decades, improvements to road traffic safety and injury surveillance systems have resulted in a shift in focus from the prevention of motor vehicle accidents to the control of injury events involving vulnerable road users (VRUs), such as cyclists and moped riders. LÄS MER

7. 5. Scalable Streaming Graph and Time Series Analysis Using Partitioning and Machine Learning

   Författare :Zainab Abbas; Vladimir Vlassov; Peter Van Roy; Paris Carbone; Vasiliki Kalavri; Vincenzo Massimiliano Gulisano; KTH; []
   Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Stream processing; graph processing; time series; big data; machine learning; Informations- och kommunikationsteknik; Information and Communication Technology;

   Sammanfattning : Recent years have witnessed a massive increase in the amount of data generated by the Internet of Things (IoT) and social media. Processing huge amounts of this data poses non-trivial challenges in terms of the hardware and performance requirements of modern-day applications. LÄS MER