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...
ARIMA is a popular method to analyze stationary univariate time series data. There are usually three main stages to build an ARIMA model, including model identification, model est...
Single and multi-step time-series predictors were evolved for forecasting minimum bidding prices in a simulated supply chain management scenario. Evolved programs were allowed to ...
Alexandros Agapitos, Matthew Dyson, Jenya Kovalchu...
Detecting bursts in data streams is an important and challenging task. Due to the complexity of this task, usually burst detection cannot be formulated using standard query operat...
Testing the fractionally integrated order of seasonal and non-seasonal unit roots is quite important for the economic and financial time series modelling. In this paper, Robinson ...