A course in Time Series Analysis
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چکیده
منابع مشابه
Dynamic characterization and predictability analysis of wind speed and wind power time series in Spain wind farm
The renewable energy resources such as wind power have recently attracted more researchers’ attention. It is mainly due to the aggressive energy consumption, high pollution and cost of fossil fuels. In this era, the future fluctuations of these time series should be predicted to increase the reliability of the power network. In this paper, the dynamic characteristics and short-term predictabili...
متن کاملResidual analysis using Fourier series transform in Fuzzy time series model
In this paper, we propose a new residual analysis method using Fourier series transform into fuzzy time series model for improving the forecasting performance. This hybrid model takes advantage of the high predictable power of fuzzy time series model and Fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...
متن کاملa Comparison Study Between the Joint Probability Approach and Time Series Rainfall Modelling in Coastal Detention Pond Analysis (RESEARCH NOTE)
In tidally affected coastal catchments detention pond should be provided to store flood surface water. A comparison between the full simulation approach based on the joint probability method and time series rainfall modeling via the annual maximum of pond level was undertaken to investigate the assumptions of independence between variables that are necessary in the joint probability method. The...
متن کاملOn the Detection of Trends in Time Series of Functional Data
A sequence of functions (curves) collected over time is called a functional time series. Functional time series analysis is one of the popular research areas in which statistics from such data are frequently observed. The main purpose of the functional time series is to predict and describe random mechanisms that resulted in generating the data. To do so, it is needed to decompose functional ti...
متن کاملForecasting flow discharge through time series analysis using SARIMA model for drought conditions, a case study of Jamishan River
Nowadays, water supply is more limited and providing water is more difficult due to increasing population and demand for water. Thus, due to rainfall shortage and impacts of drought, the need for forecasting monthly and annual rainfall and flow discharge through time series analysis is acutely felt. One of the key assumption in time series is their static condition. However, hydrological time s...
متن کاملReliability Analysis of Three Elements Series and Parallel Systems under Time-varying Fuzzy Failure Rate
Reliability is the most important performance issue in the engineering design process but in the real world problems, there are limitations for using the conventional reliability. Fuzzy logic has proved to be effective in expressing uncertainties in different fields, including reliability engineering. In this paper, For both the series and parallel systems composed of three identical or differe...
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تاریخ انتشار 2015