In many applications, the duration of an uninterrupted measurement of a time series is limited. However, it is often possible to obtain several separate segments of data. The estimation of an autoregressive model from this type of data is discussed. A straightforward approach is to take the average of models estimated from each segment separately. In this way, the variance of the estimated para...

This paper presents an econometric model that combines macroeconomic time series data with historical series relating to political instability in Israel during the Intifada period, in order to provide a conservative estimate of the extent to which variations in economic performance over time have a political explanation. Political instability is found to have a substantial effect on the cyclica...

The few existing empirical studies of U.S.-Japan trade agreements have relied primarily on descriptive statistics or univariate time series methods. We conduct a more powerful test by evaluating agreements in the context of well-specified econometric models. Consistent with trade theory, import demand is modeled as a cointegrating relationship with income and relative price variables, where a t...

Policy makers and managers sometimes assess the share of research produced by a group (country, department, institution). This takes the form of the percentage of publications in a journal, field or broad area that has been published by the group. This quantity is affected by essentially random influences that obscure underlying changes over time and differences between groups. A model of resea...

This paper is a selective review of the development of the threshold model in time series analysis over the past 30 years or so. First, it re-visits the motivation of the model. Next, it describes the various expressions of the model, highlighting the principle underlying them and the main probabilistic and statistical properties. Finally, after listing some of the recent offsprings of the thre...

The structure of a tness landscape is still an ill de ned concept This paper introduces a statis tical tness landscape analysis that can be used on a multitude of tness landscapes The result of this analysis is a statistical model that together with some statistics denoting the explanatory and predictive value of this model can serve as a measure for the structure of the landscape The analysis ...

Wetland, as one of the weakest ecosystems in the world, is deteriorating rapidly in many regions. Longfeng wetland is the biggest urban wetland in China, located in the inner of Daqing city, Heilongjiang Province. It is divided into two areas by Wolong road, the east is provincial natural reserve and the west is unprotected. This paper describes a remote sensing change detection approach used t...

extended abstract 1. introduction climate change refers to the increase or decrease in the average climatic factors over a long period of time (i.e. more than 30 years). today, climate change has become a human concern and the scientific community are already aware of this fact. global temperature has followed an unprecedented increase over the last hundred years. based on synoptic climatology,...

identifications andanalysis of time series are time consuming, based on trial and error and highlydependent on expert judgments. this is mainly due to the presence of variousmodels for forecasting time series, as well as introducing new techniques foranalysis and predictions. in this paper, expert system structure is used toreplace traditional methods of model identifications for time series. f...