Ultrametric Wavelet Regression of Multivariate Time Series: Application to Colombian Conflict Analysis

Wavelet Analysis of Covariance with Application to Atmospheric Time Series

Multiscale analysis of univariate time series has appeared in the literature at an ever increasing rate. Here we introduce the multiscale analysis of covariance between two time series using the discrete wavelet transform. The wavelet covariance and wavelet correlation are deened and applied to this problem as an alternative to traditional cross-spectrum analysis. The wavelet covariance is show...

Grey Relational Analysis And Its Application On Multivariate Time Series

Recently, grey relational analysis (GRA) has been widely applied in analyzing multivariate time series data (MTS); as a solution to the traditional statistical limitations. GRA, which has been proven to be simple and accurate method for analysing relationship in MTS are broadly used in various disciplines such as economics, sociology and engineering. GRA is employed to search for grey relationa...

a 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

Estimation of a nonparametric regression spectrum for multivariate time series

Estimation of a nonparametric regression spectrum based on the periodogram is considered. Neither trend estimation nor smoothing of the periodogram are required. Alternatively, for cases where spectral estimation of phase shifts fails and the shift does not depend on frequency, a time domain estimator of the lag-shift is defined. Asymptotic properties of the frequency and time domain estimators...

Wavelet Transforms in Sport: Application to Biological Time Series