1,038 Citations
An overview of time series analysis.
- EconomicsNurse researcher
- 2001
In this paper John Belcher provides an introduction to some basic ideas in the analysis of time series data.
The Method on Improving the Adaptability of Time Series Models Based on Dynamical Innovation
- Computer Science
- 2012
It is well known that time series analysis is the method to build a model and to make statistical inference based on historical records, but the characteristics of time series will probably be variant in coming periods so improving the adaptability of the model is necessary.
Modeling Time Series by Means of Fuzzy Inference Systems
- Computer Science
- 2011
Although the primary focus in this section is to develop a methodology for building simple and thus interpretable fuzzy inference systems, it will be shown that they also outperform some of the most accurate and commonly used techniques in the field of time series prediction.
TIME SERIES DATA-MINING: METHODS AND APPLICATIONS
- Computer Science
- 2006
A case study related to the structure's model of thermoelectric energy production by type of fuel consumed is presented and a study of hidden structures of observed data is presented.
THE IMPACT OF SEASONAL ADJUSTMENT ON TIME SERIES PREDICTION
- Computer Science
- 2014
This article intends to compare the performance in term of accuracy for two models ARIMA(p,d,q)(P,D,Q) s , corresponding to two kinds of time series: seasonally adjusted and not seasonallyadjusted .
A QUANTITATIVE COMPARISON OF MODELS FOR UNIVARIATE TIME SERIES FORECASTING
- Computer Science
- 2013
The quantitative results show that linear regresion and multi layer perceptrons obtain more acccurate predictions than the ones produced by ARIMA.
Fitting replicated multiple time series models
- Mathematics
- 2014
This paper shows that the interleaving of replicated multiple time series allows the estimation methods available in standard multiple time series packages to be applied simultaneously to each of the…
Consumption and fractional differencing: old and new anomalies
- Medicine
- 1993
A calculation of the stochastic properties of consumption when income follows a fractional stochastic process, showing how this may explain excess-smoothness results noted in previous studies.