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» Computing and using residuals in time series models
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CSDA
2010
122views more  CSDA 2010»
13 years 7 months ago
Nonparametric density estimation for positive time series
The Gaussian kernel density estimator is known to have substantial problems for bounded random variables with high density at the boundaries. For i.i.d. data several solutions hav...
Taoufik Bouezmarni, Jeroen V. K. Rombouts
ICNC
2005
Springer
14 years 1 months ago
The Prediction of the Financial Time Series Based on Correlation Dimension
In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
Chen Feng, Guangrong Ji, Wencang Zhao, Rui Nian
WINE
2009
Springer
178views Economy» more  WINE 2009»
14 years 2 months ago
Computing Optimal Contracts in Series-Parallel Heterogeneous Combinatorial Agencies
We study an economic setting in which a principal motivates a team of strategic agents to exert costly effort toward the success of a joint project. The action taken by each agent...
Yuval Emek, Michal Feldman
KDD
2005
ACM
160views Data Mining» more  KDD 2005»
14 years 8 months ago
Optimizing time series discretization for knowledge discovery
Knowledge Discovery in time series usually requires symbolic time series. Many discretization methods that convert numeric time series to symbolic time series ignore the temporal ...
Alfred Ultsch, Fabian Mörchen
ICDE
1999
IEEE
209views Database» more  ICDE 1999»
14 years 9 months ago
Efficient Time Series Matching by Wavelets
Time series stored as feature vectors can be indexed by multidimensional index trees like R-Trees for fast retrieval. Due to the dimensionality curse problem, transformations are ...
Kin-pong Chan, Ada Wai-Chee Fu