Numerical simulation of non-stationary non-equidistant time-series modeling

نویسندگان
چکیده

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Using Wavelets and Splines to Forecast Non-Stationary Time Series

 This paper deals with a short term forecasting non-stationary time series using wavelets and splines. Wavelets can decompose the series as the sum of two low and high frequency components. Aminghafari and Poggi (2007) proposed to predict high frequency component by wavelets and extrapolate low frequency component by local polynomial fitting. We propose to forecast non-stationary process u...

متن کامل

Stationary and non-stationary time series

Time series analysis is about the study of data collected through time. The field of time series is a vast one that pervades many areas of science and engineering particularly statistics and signal processing: this short article can only be an advertisement. Hence, the first thing to say is that there are several excellent texts on time series analysis. Most statistical books concentrate on sta...

متن کامل

Non-stationary Queue Simulation Analysis Using Time Series

In this work, we extend the use of time series models to the output analysis of non-stationary discrete event simulations. In particular, we investigate and experimentally evaluate the applicability of ARIMA(p, d, q) models as potential meta-models for simulating queueing systems under critical traffic conditions. We exploit stationarity-inducing transformations, in order to efficiently estimat...

متن کامل

Piecewise Quantile Autoregressive Modeling For Non-stationary Time Series

We develop a new methodology for the fitting of non-stationary time series that exhibit nonlinearity, asymmetry, local persistence and changes in location, scale and shape of the underlying distribution. In order to achieve this goal, we perform model selection in the class of piecewise stationary quantile autoregressive processes. The best model is defined in terms of minimizing a minimum desc...

متن کامل

Modelling Non-Equidistant Time Series Using Spline Interpolation*

E-mail: [email protected] This study gives an overview of spline interpolation, a special class of interpolation methods. The focal concern discussed in this paper is that the augmentation of non-equidistant time series (using averages, previous values, or interpolation) often leads to misleading or erroneous conclusions, as the augmented time series may have different characteristics than the ...

متن کامل

ذخیره 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: Keldysh Institute Preprints

سال: 2017

ISSN: 2071-2898,2071-2901

DOI: 10.20948/prepr-2017-36