Dynamic wavelet correlation analysis for multivariate climate time series
نویسندگان
چکیده
منابع مشابه
Correlation based dynamic time warping of multivariate time series
0957-4174/$ see front matter 2012 Elsevier Ltd. A http://dx.doi.org/10.1016/j.eswa.2012.05.012 ⇑ Corresponding author. Tel.: +36 88 624209. E-mail address: [email protected] (J. Ab In recent years, dynamic time warping (DTW) has begun to become the most widely used technique for comparison of time series data where extensive a priori knowledge is not available. However, it is often expe...
متن کاملMultivariate Dynamic Kernels for Financial Time Series
We propose a forecasting procedure based on multivariate dynamic kernels, with the capability of integrating information measured at different frequencies and at irregular time intervals in financial markets. A data compression process redefines the original financial time series into temporal data blocks, analyzing the temporal information of multiple time intervals. The analysis is done throu...
متن کاملDynamic Orthogonal Components for Multivariate Time Series
We introduce dynamic orthogonal components (DOC) for multivariate time series and propose a procedure for estimating and testing the existence of DOCs for a given time series. We estimate the dynamic orthogonal components via a generalized decorrelation method that minimizes the linear and quadratic dependence across components and across time. We then use Ljung–Box type statistics to test the ...
متن کاملa time-series analysis of the demand for life insurance in iran
با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند
Dynamic Principal Component Analysis in Multivariate Time-Series Segmentation
Principal Component Analysis (PCA) based, time-series analysis methods have become basic tools of every process engineer in the past few years thanks to their efficiency and solid statistical basis. However, there are two drawbacks of these methods which have to be taken into account. First, linear relationships are assumed between the process variables, and second, process dynamics are not con...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Scientific Reports
سال: 2020
ISSN: 2045-2322
DOI: 10.1038/s41598-020-77767-8