Robust Transformations in Univariate and Multivariate Time Series

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود 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

Time series analysis - univariate and multivariate methods

Spend your time even for only few minutes to read a book. Reading a book will never reduce and waste your time to be useless. Reading, for some people become a need that is to do every day such as spending time for eating. Now, what about you? Do you like to read a book? Now, we will show you a new book enPDFd time series analysis univariate and multivariate methods that can be a new way to exp...

متن کامل

Univariate and multivariate properties of wind velocity time series

We analyze the time series of hourly average wind speeds measured at 29 different stations located in Sicily, a region with a complex morphology. The investigation, performed from the univariate as well as the multivariate point of view, evidences that the statistical properties of wind at the single sites have features that are not reproduced by standard models and, thus, require specific mode...

متن کامل

Robust Multivariate and Nonlinear Time Series Models

Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables like indices and stock prices and global variables like commodity prices are more tightly coupled than ever before. This translates to the use o...

متن کامل

Robust exponential smoothing of multivariate time series

Multivariate time series may contain outliers of different types. In the presence of such outliers, applying standard multivariate time series techniques becomes unreliable. A robust version of multivariate exponential smoothing is proposed. The method is affine equivariant, and involves the selection of a smoothing parameter matrix by minimizing a robust loss function. It is shown that the rob...

متن کامل

Robust and Adaptive Filtering of Multivariate Online-Monitoring Time Series

We propose a new regression-based filter for multivariate time series that separates signals from noise and outliers in real time. The new method merges the advantageous properties of two existent filtering procedures for online-monitoring time series. Our multivariate and robust procedure yields signal estimations at the right end point of a moving time window whose width is adapted to the cur...

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: Econometric Reviews

سال: 2008

ISSN: 0747-4938,1532-4168

DOI: 10.1080/07474930802388074