automated linear modelling of time series
handbook of time series analysis
Ngày tải lên :
27/05/2014, 02:44
... concept of the spectral density of a time 12 1: THE METHODS OF TIME- SERIES ANALYSIS series should prove to be wholly conformable with the alternative methods of timeseries analysis in the time domain ... central technologies of the latter half of this century, places most of its weight on one side of the scales D.S.G POLLOCK xxvi Introduction CHAPTER The Methods of Time- Series Analysis The methods ... domain which arose largely as a consequence of the failure of the traditional methods of periodogram analysis The synthesis of the two branches of time- series analysis was achieved independently...
- 808
- 1.7K
- 1
Báo cáo hóa học: "Research Article A Decentralized Approach for Nonlinear Prediction of Time Series Data in Sensor Networks" pptx
Ngày tải lên :
21/06/2014, 17:20
... {κ(x1 , ·), , κ(xn , ·)} of kernel functions, and the family of disks of radius ν centered at each κ(xk , ·) Within this framework, a set cover is a collection of some of these disks whose union ... signal-to-noise ratios, defined as the ratio of the powers of T(x) and the additive noise, of 9.7 dB and 25 dB, respectively These data were used to estimate a nonlinear model of the form Tn = ψ(xn ) based ... that satisfactory levels of performance were reached with small model orders For comparison purposes, state -of- the-art kernel-based methods for online prediction of time series were also considered:...
- 12
- 531
- 0
Báo cáo sinh học: " Detection and modelling of time-dependent QTL in animal populations" doc
Ngày tải lên :
14/08/2014, 13:22
... presented in the literature First, the direct modelling of QTL effects as a function of time is more flexible than modelling a QTL effect on the parameters of a specific parametric curve Consequently, ... of the time with the 305d model Given the estimated parameters of the random regression model, the variances can be calculated over time [9] Figure shows the average of the estimated curves of ... number of additive QTL effects 180 M.S Lund et al Random regression models [1] are based on a direct parametric modelling of the individual curves The most commonly used functions of time are...
- 18
- 185
- 0
Application of time series analysis in modeling childhood epidemic diseases
Ngày tải lên :
30/09/2015, 13:49
... Figure 2.2 Flow chart of SEIR compartmental model 11 Figure 2.3 Time series plot of weekly measles for the aggregated data 13 Figure 2.4 Time series plots of measles data and births ... pattern of measles data quite well Chapter Multi-step Ahead Estimation Method In time series analysis, forecast ability is one of the criterions to evaluate how good the estimation of a time series ... city 14 Figure 2.5 Time series plot of biweekly measles data for each year 15 Figure 3.1 Residuals of global linear regression for London measles 22 vii viii List of Figures Figure 3.2...
- 72
- 184
- 0
25 years of time series forecasting
Ngày tải lên :
04/09/2016, 08:48
... Nonlinear 6.1 Preamble Compared to the study of linear time series, the development of nonlinear time series analysis and forecasting is still in its infancy The beginning of nonlinear time series ... models Journal of Time Series Analysis, 8, 443–448 Poskitt, D.S., & Tremayne, A.R (1986) The selection and use of linear and bilinear time series models International Journal of Forecasting, ... of stochasticity in time series by postulating that every time series can be regarded as the realization of a stochastic process Based on this simple idea, a number of time series methods have...
- 49
- 1.8K
- 0
Daily air pollution time series analysis of Isfahan City docx
Ngày tải lên :
15/03/2014, 20:20
... preliminary understating of the time behavior of the series Fig.1 shows time series plot of selected time series air pollution concentration This Figure shows different time behavior of air pollutants ... analysis A time series is a set of observations that are arranged chronologically In time series analysis, the order of occurrence of the observation is crucial If the chronological ordering of data ... synchronous time fluctuations of air pollutants The different time correlation behavior of the pollutants is further discussed in section 3.3 Time series results The first step in time series analysis...
- 9
- 449
- 0
IMPROVED SEMI-PARAMETRIC TIME SERIES MODELS OF AIR POLLUTION AND MORTALITY pdf
Ngày tải lên :
23/03/2014, 00:20
... smooth functions of time and weather variables to adjust for the time- varying confounders In the last 10 years, many advances have been made in the statistical modelling of time series data on ... implementation for time series analyses of pollution and health delayed the review of the National Ambient Air Quality Standard (NAAQS) for PM, as the time series findings were a critical component of the ... risk estimation in time series studies of air pollution and mortality • We calculate a closed form estimate of the asymptotically exact covariance matrix of the linear component of a GAM (the air...
- 38
- 504
- 0
Model choice in time series studies of air pollution and mortality pdf
Ngày tải lên :
29/03/2014, 18:20
... in multicity time series studies of air pollution and mortality The complexity of the time series data requires the application of sophisticated statistical models that are capable of estimating ... investigators in the area of time series modelling of air pollution and health data A general strategy is to use a data-driven method and to select the number of degrees of freedom (df) which optimizes ... to use semiparametric models which incorporate a smooth function of time The use of nonparametric smoothing in time series models of air pollution and health was suggested in Schwartz (1994a),...
- 25
- 489
- 0
Finding Surprising Patterns in a Time Series Database in Linear Time and Space pdf
Ngày tải lên :
30/03/2014, 13:20
... H B CP B C H X X R e B b R C b B C $GDG(Di($W(ƯfciăgD$lWDăpiq`Ô9fDfDf9$Ôjă9Ô DISCRETIZING TIME SERIES w b B V X B B e P B CP X R CT e b BT S S R V X R CT X F b R C 3tDă`ÔDAD(D(lAăhw9$GDfÔDc(dƯ$A9$G`9GÔ9$Ôb ... w t e E V @F V eT R V B C X U RT B e X P C e X V X e R X B @ B e V e 8 B e b B V X F V e of 1p#(GD` of` oDÔ`ÔDÔD1ƯDÔD`tD1`w$tcT r UT S P C @ e V XT 8 B e z p X w RT B e X b R B 8P B S R ... wF V R UT X e P C R V H e RT V e R C b F @ HT X e R 8T b p C v$Ư$G`j9Dsăhăpf9Diăt#Ôc9pG`ƯÔG of Ôb B 8T B C Ô F V B e X B Q e S R V e R 8T b p C b e 8F V e X B Q fGD($9ƯăDAD(f9DhƯăÔGÔpffjfGÔÂ7AD(W(75...
- 11
- 485
- 0
application of multi-agent games to the prediction of financial time-series
Ngày tải lên :
23/04/2014, 16:11
... for the real price -series of Fig (top left) and a random walk price -series (top right) Bottom: histogram of individual agents’ time- averaged success rate ance) in the prediction of N0−1 using S0−1 ... a linear function of S0+1 The predicted pdf for an arbitrary number j of timesteps into the future, is then generated by calculating the net value of S0−1 along all possible future routes of ... Predicted distributions for future price movements Next timestep prediction As an illustration of next timestep prediction, we examine the sign of movements and hence convert ∆P (t) into a binary...
- 7
- 393
- 0
báo cáo sinh học:" Using nurses to identify HAART eligible patients in the Republic of Mozambique: results of a time series analysis" potx
Ngày tải lên :
18/06/2014, 17:20
... each of the study questions, including the study site, the study month (a measure of the effect of time) , the number of monthly MD/MO visits (a measure of MD/MO capacity), and the number of monthly ... group of countries facing a critical shortage of human resources for health, with a density of just physicians and 21 nurses per 100,000 population [9] 2005 Projections estimated that fourtimes ... delay HAART scale-up Although training of new personnel has been ongoing and a firm priority of the government of Mozambique, the identification and testing of innovative and flexible strategies...
- 9
- 492
- 0
báo cáo hóa học: " Fractal time series analysis of postural stability in elderly and control subjects" pot
Ngày tải lên :
19/06/2014, 10:20
... Furthermore, the mean of four short time series of 256 points was shown to provide a better estimate of H than a single time series of 1024 points The results of the reliability analysis of the present ... effect of time on HDFA The interpretation of HDFA depends on the values detected Values of HDFA greater than 0.5 are indicative of a persistent times series, with higher values due to a smoother time ... the biological time series was mapped as a stochastic process, and the resulting estimations of H The method of Collins and De Luca did not take into account that biological time series have bounds...
- 12
- 586
- 0
Báo cáo hóa học: "Research Article Discrete-Time Modelling of the Moog Sawtooth Oscillator Waveform" doc
Ngày tải lên :
21/06/2014, 05:20
... −1 −1 Time (ms) 10 12 0.5 (a) (b) Level Level −1 −1 Time (ms) 10 12 0.5 (d) Level Level −1 −1 Time (ms) 10 12 0.5 Time (ms) (e) (f) Level Level Time (ms) (c) 0 −1 −1 Time (ms) 10 12 0.5 Time (ms) ... Waveform-Based Modelling Using Phase Distortion Synthesis The first discrete -time model of the Moog sawtooth waveform oscillator proposed here is based on direct time- domain modelling of the target ... KHz and resolution of 16 bits Two novel discrete -time modelling strategies well suited for real -time implementation are proposed The proposed strategies are based on signal modelling EURASIP Journal...
- 15
- 305
- 0
Báo cáo hóa học: " Research Article Sturm-Picone Comparison Theorem of Second-Order Linear Equations on Time Scales" ppt
Ngày tải lên :
21/06/2014, 20:20
... Scientific Foundation of Shandong Province Grant Y2007A27 , Grant Y2008A28 , the Fund of Doctoral Program Research of University of Jinan B0621 , and the Natural Science Fund Project of Jinan University ... equations of second order,” Annals of Mathematics, vol 65, pp 197–202, 1957 R Zhuang, “Sturm comparison theorem of solution for second order nonlinear differential equations,” Annals of Differential ... theorems for linear differential equations of second order,” Proceedings of the American Mathematical Society, vol 13, pp 603–610, 1962 W Leighton, “Some elementary Sturm theory,” Journal of Differential...
- 12
- 242
- 0
Báo cáo hóa học: " Research Article About K-Positivity Properties of Time-Invariant Linear Systems Subject to Point Delays" pdf
Ngày tải lên :
22/06/2014, 18:20
... subset of zero measure of + [−h,0]; that is, it consists of a finite set of bounded discontinuities so that it is of support of zero measure, (3) ϕ(3) : [−h,0] → Rn is either null or impulsive of ... positivity of a class of hybrid dynamic linear systems,” Applied Mathematics and Computation, vol 189, no 2, pp 1199–1207, 2007 [47] M De la Sen, “On positivity of singular regular linear time- delay time- invariant ... “Control of uncertain non -linear systems via adaptive n backstepping,” Journal of Sound and Vibration, vol 280, no 3–5, pp 657–680, 2005 [42] S Yi and A G Ulsoy, “Solution of a system of linear...
- 28
- 352
- 0
Báo cáo toán học: "Controllability Radii and Stabilizability Radii of Time-Invariant Linear Systems" pot
Ngày tải lên :
06/08/2014, 05:20
... Radii of Time- Invariant Linear Systems rAB = 499 √ 2, rA = 2, rB = 2, rF = References John S Bay, Fundamentals of Linear State Space System, McGraw-Hill, 1998 D Boley, A perturbation result for linear ... −λI) x =1 B∗ x Controllability Radii and Stabilizability Radii of Time- Invariant Linear Systems 497 Remark The spectral norm version of Theorem 2.1 is rAB = σmin (A − λI B), λ∈C rA = σmin (A∗ − ... Letters (1984) 263–264 N K Son and N D Huy, Maximizing the stability radius of discrete -time linear positive system by linear feedbacks, Vietnam J Math 33 (2005) 161–172 ...
- 5
- 288
- 0
báo cáo khoa học: " Evaluation of a clinical decision support tool for osteoporosis disease management: protocol for an interrupted time series design" ppt
Ngày tải lên :
10/08/2014, 11:20
... on the impact of the intervention on the time series, which will be tested by comparing pre- and postintervention segments of the time series to estimate the magnitude and form of the impact ... will also consist of extraction of site-specific data, including the number of age-eligible patients/practice who had at least one visit during the intervention period, the number of patients who ... number of patients who were seen by their family physician within a two-week segment Unit of analysis and data collection Our unit of analysis will be based on the multiple baseline assessment of...
- 7
- 436
- 0
Báo cáo y học: "he impact of the introduction of critical care outreach services in England: a multicentre interrupted time-series analys" pdf
Ngày tải lên :
13/08/2014, 08:20
... to improve the modelling of time trends and confounders The characteristics of patients in the three subgroups of admissions are described in Table The effects of the presence of a formal CCOS ... about the same time as the event of interest (historical bias) [20,21] In the CMPD, we have timeseries data for many critical care units (namely panel data or cross-sectional time- series data) ... centre; presence of a 'hospital at night' service; presence of an acute pain team; presence of a nutrition team; availability of non-invasive ventilation on general wards; presence of an overnight...
- 9
- 307
- 0
Báo cáo y học: "A simplified method for power-law modelling of metabolic pathways from time-course data and steady-state flux profiles" pps
Ngày tải lên :
13/08/2014, 23:20
... approach to power-law modelling of metabolic pathways from the Jacobian of the targeted system and steady-state flux profiles with linearization of the Ssystem This reduces the number of underspecified ... determining the regulatory structure of the system [7,8] S-system modelling from time- course data is often difficult due to its non -linear properties Non -linear- fitting algorithms, such as genetic ... a perturbation range of 200% Discussion Power-law modelling from time- course data of metabolite concentrations often requires parameter estimates that depend on the size of the target metabolic...
- 9
- 344
- 0
Scaling, clustering and dynamics of volatility in financial time series
Ngày tải lên :
16/09/2015, 08:31
... application of financial derivatives For a time series approach, the books of Hamilton [81], of Box et al [21], and of Taylor [158] provide intensive and comprehensive treatment of modeling financial time ... dependence of the kurtosis of the GARCH(1,1) model (with normal error) on its time duration (time step τ ) 88 List of Figures xviii 4.2 The dependence of the kurtosis on its time ... deviation of the CPD) The linear dependence of w(r|rp) on rp , at large rp , is a direct measure of VC This universal feature is valid not only for a very wide range of time intervals of the returns,...
- 225
- 266
- 0