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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
AMC
2005
191views more  AMC 2005»
13 years 7 months ago
Model identification of ARIMA family using genetic algorithms
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...
Chorng-Shyong Ong, Jih-Jeng Huang, Gwo-Hshiung Tze...
GECCO
2008
Springer
136views Optimization» more  GECCO 2008»
13 years 8 months ago
On the genetic programming of time-series predictors for supply chain management
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...
SAC
2009
ACM
14 years 2 months ago
Adaptive burst detection in a stream engine
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...
Marcel Karnstedt, Daniel Klan, Christian Pöli...
CSSC
2010
123views more  CSSC 2010»
13 years 7 months ago
Testing Fractional Order of Long Memory Processes: A Monte Carlo Study
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 ...
Laurent Ferrara, Dominique Guegan, Zhiping Lu