In time series analysis, inference about causeeffect relationships among multiple times series is commonly based on the concept of Granger causality, which exploits temporal struc...
In this paper, variable bit rate (VBR) H.261 encoded video traffic is modeled by a nonlinear time series process. A threshold autoregressive (TAR) process is of particular interes...
Jimmie L. Davis, Kavitha Chandra, Charles Thompson
This paper proposes a fuzzy seasonal ARIMA (FSARIMA) forecasting model, which combines the advantages of the seasonal time series ARIMA (SARIMA) model and the fuzzy regression mod...
—In this paper we present two algorithms that automatically calculate linear expressions for Time Series. To estimate the maximum number of terms of the linear expression and the...
Pedro Flores, Carlos Anaya, Hector M. Ramirez, Lui...
In this work, we proposed to use the Zoomed Ranking approach to rank and select time series models. Zoomed Ranking, originally proposed to generate a ranking of candidate algorith...