Sökning: "Time-series"

Visar resultat 1 - 5 av 402 avhandlingar innehållade ordet Time-series.

  1. 1. Common features in vector nonlinear time series models

    Författare :Dao Li; Sune Karlsson; Kenneth Carling; Thomas Holgersson; Örebro universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; nonliearity; time series; econometrics; smooth transition; common features; cointegration; forecasting; residual-based; ppp; Statistics; Statistik; Nonlinearity; Time series; Econometrics; Smooth transition; Common features; Cointegration; Forecasting; Residual-based; PPP.; Komplexa system - mikrodataanalys;

    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

  2. 2. Automated Traffic Time Series Prediction

    Författare :Bin Sun; Wei Cheng; Prashant Goswami; Guohua Bai; Slawomir Nowaczyk; Blekinge Tekniska Högskola; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; ENGINEERING AND TECHNOLOGY; TEKNIK OCH TEKNOLOGIER; NATURVETENSKAP; TEKNIK OCH TEKNOLOGIER; NATURAL SCIENCES; ENGINEERING AND TECHNOLOGY; Machine Learning; Time Series; Traffic Engineering;

    Sammanfattning : Intelligent transportation systems (ITS) are becoming more and more effective. Robust and accurate short-term traffic prediction plays a key role in modern ITS and demands continuous improvement. LÄS MER

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

    Författare :Daniel Preve; Rolf Larsson; Bent Nielsen; Uppsala universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; 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

  4. 4. Event Prediction and Bootstrap in Time Series

    Författare :Anders Svensson; Matematisk statistik; []
    Nyckelord :NATURVETENSKAP; NATURAL SCIENCES; NATURVETENSKAP; NATURAL SCIENCES; Statistics; bootstrap control.; statistical bootstrap; catastrophe; level-crossings; ARMAX process; Optimal alarm system; time series; optimal event predictor; operations research; programming; actuarial mathematics; Statistik; operationsanalys; programmering; aktuariematematik;

    Sammanfattning : Alarm systems are used in many situations, and should be as efficient as possible. In this thesis optimal predictive alarm systems, event predictors, are presented for general linear time series models with external signals. This family of process models include e.g. LÄS MER

  5. 5. Modeling time-series with deep networks

    Författare :Martin Längkvist; Amy Loutfi; Lars Karlsson; Tapani Raiko; Örebro universitet; []
    Nyckelord :NATURAL SCIENCES; NATURVETENSKAP; multivariate time-series; deep learning; representation learning; unsupervised; Information technology; Informationsteknologi;

    Sammanfattning : .... LÄS MER