This series contains research reports, written by or in cooperation with staff members of the Statistical Research Division, whose content may be of interest to the general statistical research community. The views reflected in these reports are not necessarily those of the Census Bureau nor do they necessarily represent Census Bureau statistical policy or practice .

The dynamic and complex relationship among economic variables has attracted the researchers, policy makers and business people alike. This study is an attempt to test the dynamic relationship among gold price, stock returns, exchange rate and oil price. All these variables have witnessed significant changes over time and hence, it is absolutely necessary to validate the relationship periodicall...

The paper discusses some model related issues for time series of the number of shareholders in a stock. The point of departure is an integer-valued autoregressive model of order one. Empirical results are presented for some frequently traded stocks on the Finnish and Swedish stock markets. In these stock markets public records of the number of owners are reported monthly (Finland) and quarterly...

Time series techniques are applied to Ghara-Aghaj flow records, in order to generate forecast values of the mean monthly river flows. The study of data and its correlogram shows the effect of seasonality and provide no evidence of trend. The autoregressive models of order one and two (AR1, AR2), moving average model of order one and ARMA (1,1) model are fitted to the stationary series, where th...

The purpose of this document is to create a data model and its serialization for expressing generic time series data. Already existing IVOA data models are reused as much as possible. The model is also made as generic as possible to be open to new extensions but at the same time closed for modifications. This enables maintaining interoperability throughout different versions of the data model. ...

We propose MTSC, a filter-and-refine framework for time series Nearest Neighbor (NN) classification. Training time series belonging to certain classes are first modeled through Hidden Markov Models (HMMs). Given an unlabeled query, and at the filter step, we identify the top K models that have most likely produced the query. At the refine step, a distance measure is applied between the query an...

prediction of hydrological variables is a highly effective tool in water resource management. One of the important tools for modeling hydrological processes is the use of time series modeling and analysis. River series production series can be used by time series models in various studies such as drought, flood, reservoir systems design and many other purposes For this purpose, monthly flow dat...

conclusions applying this information can be useful to policy makers and managers for planning and implementing special interventions to prevent and limit future accidental deaths. background traffic accidents are the main cause of deaths in developing countries. fatalities due to traffic accidents are assessed through a three-year time series forecast. objectives the aim of this study is to us...