Sökning: "Time-series"

Visar resultat 16 - 20 av 488 avhandlingar innehållade ordet Time-series.

  1. 16. 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

  3. 17. Probabilistic Sequence Models with Speech and Language Applications

    Författare :Gustav Eje Henter; W. Bastiaan Kleijn; Arne Leijon; Gernot Kubin; KTH; []
    Nyckelord :TEKNIK OCH TEKNOLOGIER; ENGINEERING AND TECHNOLOGY; Time series; acoustic modelling; speech synthesis; stochastic processes; causal-state splitting reconstruction; robust causal states; pattern discovery; Markov models; HMMs; nonparametric models; Gaussian processes; Gaussian process dynamical models; nonlinear Kalman filters; information theory; minimum entropy rate simplification; kernel density estimation; time-series bootstrap;

    Sammanfattning : Series data, sequences of measured values, are ubiquitous. Whenever observations are made along a path in space or time, a data sequence results. To comprehend nature and shape it to our will, or to make informed decisions based on what we know, we need methods to make sense of such data. LÄS MER

  4. 18. What is wrong with subspace identification of time series, and what can be done instead?

    Författare :Anders Dahlén; KTH; []
    Nyckelord :Time series; Systems identification;

    Sammanfattning : .... LÄS MER

  5. 19. Modelling Nonlinear Vector Economic Time Series

    Författare :Yukai Yang; Timo Teräsvirta; Christian Møller Dahl; Dick van Dijk; Rickard Sandberg; Henning Bunzel; Aarhus University Business and Social Sciences Department of Economics and Business; []
    Nyckelord :SAMHÄLLSVETENSKAP; SOCIAL SCIENCES;

    Sammanfattning : .... LÄS MER

  7. 20. 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