since the pioneering work of zadeh, fuzzy set theory has been applied to amyriad of areas. song and chissom introduced the concept of fuzzy time series andapplied some methods to the enrolments of the university of alabama. thereafter weapply fuzzy techniques for system identification and apply statistical techniques tomodelling system. an automatic methodology framework that combines fuzzytech...

In this paper, we evaluate the capability to detect traffic anomalieswith Shewhart, CUSUM, andEWMA control charts. In order to cope with seasonal variation and serial correlation, control charts are not applied to traffic measurement time-series directly, but to the prediction errors of exponential smoothing and Holt-Winters forecasting. The evaluation relies on flow data collected in an ISP ba...

Bayesian methods furnish an attractive approach to time series data analysis. This article proposes the forecasting models that can detect trend, seasonality, auto regression and outliers in time series data related to some covariates. Cumulative Weibull distribution functions for trend, dummy variables for seasonality, binary selections for outliers and latent autoregression for autocorrelated...

Time series (2003 to 2007) MERIS Terrestrial Chlorophyll Index (MTCI) products were used to predict the phenology of different forest types in India. The MTCI data were corrected for noise using a temporal moving window filter and then a Fourierbased smoothing was applied without compromising annual phenological cycle. Finally, the phenological variables i.e. onset of greenness and end of senes...

Continuous-time models are important for investigating interest rate term structure and pricing fixed income derivatives. Economic theory often provides little guidance on the choice of the form of continuous-time models, and existing one-factor and multi-factor continuous-time interest rate models often assume a linear drift, among other things. Some studies, based smoothed nonparametric kerne...

China has experienced remarkably stable growth and inflation in recent years according to official statistics. We use systematic discrepancies between cross-sectional and time-series Engel curves to construct alternative estimates of Chinese growth and inflation. Our estimates suggest that official statistics present a smoothed version of reality. Official inflation rose in the 2000s, but our e...

Outliers, level shifts, and variance changes are commonplace in applied time series analysis. However, their existence is often ignored and their impact is overlooked, for the lack of simple and useful methods to detect and handle those extraordinary events. The problem of detecting outliers, level shifts, and variance changes in a univariate time series is considered. The methods employed are ...