The accuracy of a model to forecast a time series diminishes as the prediction horizon increases, in particular when the prediction is carried out recursively. Such decay is faster...
— Rapidly evolving businesses generate massive amounts of time-stamped data sequences and defy a demand for massively multivariate time series analysis. For such data the predict...
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
Abstract. The paper makes an attempt to introduce a new approach for detection of local singularities in signals, including one-dimensional time series and two-dimensional images. ...
Nikolaos D. Atreas, Costas G. Karanikas, Alexander...
With the advance of hardware and communication technologies, stream time series is gaining ever-increasing attention due to its importance in many applications such as financial da...