Sökning: "TIME-SERIES REGRESSION"

Visar resultat 1 - 5 av 64 avhandlingar innehållade orden TIME-SERIES REGRESSION.

1. 1. Data driven modeling in the presence of time series structure: : Improved bounds and effective algorithms

   Författare :Othmane Mazhar; Boualem Djehiche; Munther Dahleh; KTH; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; Time series; Non-asymptotic estimation; Minimax; Change point detection; Hidden Markov model; State space model; Least square; Penalized Regression; Random covariance matrix; Concentration inequality; Chaining integral; Self-normalized martingale inequality; Cramér-Rao inequality; van Trees inequality; Matematisk statistik; Mathematical Statistics;

   Sammanfattning : This thesis consists of five appended papers devoted to modeling tasks where the desired models are learned from data sets with an underlying time series structure. We develop a statistical methodology for providing efficient estimators and analyzing their non-asymptotic behavior. LÄS MER

3. 2. 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

4. 3. Modelling macroeconomic time series with smooth transition autoregressions

   Författare :Joakim Skalin; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : Among the parametric nonlinear time series model families, the smooth transition regression (STR) model has recently received attention in the literature. The considerations in this dissertation focus on the univariate special case of this model, the smooth transition autoregression (STAR) model, although large parts of the discussion can be easily generalised to the more general STR case. LÄS MER

5. 4. Essays on nonlinear time series modelling och hypothesis testing

   Författare :Birgit Strikholm; Handelshögskolan i Stockholm; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES;

   Sammanfattning : There seems to be a common understanding nowadays that the economy is nonlinear. Economic theory suggests features that can not be incorporated into linear frameworks, and over the decades a solid body of empirical evidence of nonlinearities in economic time series has been gathered. LÄS MER

7. 5. Validation and time series analysis of global stratospheric data sets

   Författare :Ashley Jones; Chalmers tekniska högskola; []
   Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; OSIRIS; MIPAS; remote sensing; data assimilation; Trend; stratosphere; ozone; linear regression; Odin; validation;

   Sammanfattning : The depletion of ozone from the stratosphere and the impact of global warming have been identified as phenomena caused as a result of anthropogenic activity. Scientists are thus trying to find quicker and more reliable ways to analyse these environmental problems. LÄS MER