This article proposes a test to detect changes in general autocovariance structure in nonstationary time series. Our approach is founded on the locally stationary wavelet (LSW) process model for time series which has previously been used for classification and segmentation of time series. Using this framework we form a likelihood-based hypothesis test and demonstrate its performance against exi...

During the early morning hours on April 29, 2000, a time series of ozone observations from several stations showed that a unique and exceptional ozone episode occurred in Madrid city and surrounding areas, whereby monitoring stations reported ozone concentrations up to 1190 mg/m. In order to investigate this phenomenon, two different air quality modeling approaches are used here: U The FLEXTRA ...

background and objective: scorpion sting and snakebite are the important problems in some area such as iran that must be addressed. this study was to investigate temporal pattern of scorpion sting and snakebite incidence in patients referred to masjedsoleiman’s main hospital, during 24 months from 21 march 2008 to 20 march 2009. materials and methods: it was an analytical study to scrutiny of m...

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 .

time series forecasting is an active research area that has drawn considerable attention for applications in a variety of areas. forecasting accuracy is one of the most important features of forecasting models. nowadays, despite the numerous time series forecasting models which have been proposed in several past decades, it is widely recognized that financial markets are extremely difficult to ...