A new test of hypothesis for classifying stationary time series based on the biasadjusted estimators of fitted autoregressive model is proposed. It is shown theoretically that the proposed test has desirable properties. Simulation results show that when time series are short, the size and power estimates of the proposed test are reasonably good, and thus this test is reliable in discriminating ...

This paper describes the initial results of a new form of evolutionary system specifically designed for time series modeling. The system combines a grammaticallybased Genetic Programming system with various optimisation techniques. The system uses the evolutionary system to construct the structure of equations and optimisation techniques to essentially fill in the details. Three forms of optimi...

A legislative change in takeoff and landing restrictions at LaGuardia Airport provides an opportunity to study the effect of an exogenous shock to product quality on prices in the airline industry. I test how the price response varies with the degree of competition in the market. I find that prices fall by $1.42 on average for each additional minute of flight delay, and that the price response ...

In this paper, we extend and apply a remarkable theorem due to Bernstein, which was proved in a letter to Piatetski-Shapiro in the fall of 1985 [3]. The theorem is quite useful for establishing analytic continuation and rationality results in a variety of settings in the study of automorphic forms and L-functions, such as in the theory of local intertwining operators and local coefficients for ...

The NDVI dataset with high temporal and spatial resolution (HTSN) is significant for extracting information about the phenological change of vegetation in regions with a complex earth surface. The Spatial and Temporal Adaptive Reflectance Fusion Model (STARFM) has been successfully applied to synthesize the HTSN by fusing the data with different characteristics. Based on the model, there are tw...

This paper considers a nonparametric time series regression model with a nonstationary regressor. We construct a nonparametric test for testing whether the regression is of a known parametric form indexed by a vector of unknown parameters. We establish the asymptotic distribution of the proposed test statistic. Both the setting and the results differ from earlier work on nonparametric time seri...

A common problem of existing methods for regime shift detection is their poor performance at the ends of time-series. Consequently, shifts in environmental and biological indices are usually detected long after their actual appearance. A recently introduced method based on sequential t-test analysis of regime shifts (STARS) treats all incoming data in real time, signals the possibility of a reg...

Asian countries strongly depend on rice production for food security. The major rice-growing season (June to October) is highly exposed to the risk of tropical storm related damage. Unbiased and transparent approaches to assess the risk of rice crop damage are essential to support mitigation and disaster response strategies in the region. This study describes and demonstrates a method for rapid...

In this paper, the physical optics method is used to study the problem of electromagnetic scattering from Haack series nose cone. First, a meshing scheme is introduced which approximates the curvature of the surface by piecewise linear functions in both axial and rotational directions. This results in planar quadrilateral patches and enables efficient determination of the illuminated region and...