TSA

From MaRDI portal
Software:23893



swMATH11958CRANTSAMaRDI QIDQ23893

Time Series Analysis

Kung-sik Chan

Last update: 5 July 2022

Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier: 1.3.1

Source code repository: https://github.com/cran/TSA




Related Items (54)

Modeling time series data with semi-reflective boundariesSelecting optimal lag order in Ljung-Box testQuasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous VariablesSmoothed stationary bootstrap bandwidth selection for density estimation with dependent dataGeographic spatiotemporal big data correlation analysis via the Hilbert-Huang transformationAn improved SSA forecasting result based on a filtered recurrent forecasting algorithmSpecification tests for the error distribution in GARCH modelsDiscussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and ProtopapasRobust Numerical Calibration for Implied Volatility Expansion ModelsModel selection for time series with nonlinear trendIdentification of spikes in time seriesAdjusted empirical likelihood for time series modelsGenerating prediction bands for path forecasts from SETAR modelsGeometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return modelThe ARMA alphabet soup: a tour of ARMA model variantsAn economic hybrid \(J_2\) analytical orbit propagator program based on SARIMA modelsRisk aggregation in non-life insurance: standard models vs. internal modelsA cointegration analysis of crime, economic activity, and police performance in São Paulo cityMaximum independent component analysis with application to EEG dataSAZED: parameter-free domain-agnostic season length estimation in time series dataA solution for real-time ionospheric delay using an adaptive Kalman filter based on estimating the variance componentEstimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-netA spatial-temporal ARMA model of the incidence of hand, foot, and mouth disease in Wenzhou, ChinaCorrecting and combining time series forecastersIntervention time series analysis of voluntary, counselling and testing on HIV infections in West African sub-region: the case of GhanaFitting a two phase threshold multiplicative error modelMost recent changepoint detection in censored panel dataIntervention analysis of hurricane effects on~snail abundance in a tropical forest using long-term spatiotemporal dataEstimating 3D movements from 2D observations using a continuous model of helical swimmingPredictive Modeling of Obesity Prevalence for the U.S. PopulationATAforecastingA note on the invertibility of nonlinear ARMA modelsA bootstrap test for time series linearitytrawlAssessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modelingExtensions of saddlepoint-based bootstrap inferenceExamining human unipedal quiet stance: characterizing control through jerkDiscussion of ``Feature matching in time series modeling by Y. Xia and H. TongMultiple-index approach to multiple autoregressive time series modelData cloning estimation of GARCH and COGARCH modelsMonitoring abrupt changes in satellite time series by seasonal confidence interval of regression residualsIan McLeod’s Contribution to Time Series Analysis—A TributeIdentification of Threshold Autoregressive Moving Average ModelsImproved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time SeriesTHE ELECTION OF THE BEST AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL TO FORECASTING RICE PRODUCTION IN INDONESIATwo-step wavelet-based estimation for Gaussian mixed fractional processesFat tails, serial dependence, and implied volatility index connectionsAnalyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approachMultiscale spectral modelling for nonstationary time series within an ordered multiple-trial experimentDiscrete Langevin-type equation for p-order persistent time series and procedure of its reconstructionmlmtsON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATARemoving Forecasting Errors with White Gaussian Noise after Square Root TransformationUnnamed Item


This page was built for software: TSA