TSA
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Software:23893
swMATH11958CRANTSAMaRDI QIDQ23893
Time Series Analysis
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 boundaries ⋮ Selecting optimal lag order in Ljung-Box test ⋮ Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables ⋮ Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data ⋮ Geographic spatiotemporal big data correlation analysis via the Hilbert-Huang transformation ⋮ An improved SSA forecasting result based on a filtered recurrent forecasting algorithm ⋮ Specification tests for the error distribution in GARCH models ⋮ Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas ⋮ Robust Numerical Calibration for Implied Volatility Expansion Models ⋮ Model selection for time series with nonlinear trend ⋮ Identification of spikes in time series ⋮ Adjusted empirical likelihood for time series models ⋮ Generating prediction bands for path forecasts from SETAR models ⋮ Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model ⋮ The ARMA alphabet soup: a tour of ARMA model variants ⋮ An economic hybrid \(J_2\) analytical orbit propagator program based on SARIMA models ⋮ Risk aggregation in non-life insurance: standard models vs. internal models ⋮ A cointegration analysis of crime, economic activity, and police performance in São Paulo city ⋮ Maximum independent component analysis with application to EEG data ⋮ SAZED: parameter-free domain-agnostic season length estimation in time series data ⋮ A solution for real-time ionospheric delay using an adaptive Kalman filter based on estimating the variance component ⋮ Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net ⋮ A spatial-temporal ARMA model of the incidence of hand, foot, and mouth disease in Wenzhou, China ⋮ Correcting and combining time series forecasters ⋮ Intervention time series analysis of voluntary, counselling and testing on HIV infections in West African sub-region: the case of Ghana ⋮ Fitting a two phase threshold multiplicative error model ⋮ Most recent changepoint detection in censored panel data ⋮ Intervention analysis of hurricane effects on~snail abundance in a tropical forest using long-term spatiotemporal data ⋮ Estimating 3D movements from 2D observations using a continuous model of helical swimming ⋮ Predictive Modeling of Obesity Prevalence for the U.S. Population ⋮ ATAforecasting ⋮ A note on the invertibility of nonlinear ARMA models ⋮ A bootstrap test for time series linearity ⋮ trawl ⋮ Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling ⋮ Extensions of saddlepoint-based bootstrap inference ⋮ Examining human unipedal quiet stance: characterizing control through jerk ⋮ Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong ⋮ Multiple-index approach to multiple autoregressive time series model ⋮ Data cloning estimation of GARCH and COGARCH models ⋮ Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals ⋮ Ian McLeod’s Contribution to Time Series Analysis—A Tribute ⋮ Identification of Threshold Autoregressive Moving Average Models ⋮ Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series ⋮ THE ELECTION OF THE BEST AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL TO FORECASTING RICE PRODUCTION IN INDONESIA ⋮ Two-step wavelet-based estimation for Gaussian mixed fractional processes ⋮ Fat tails, serial dependence, and implied volatility index connections ⋮ Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach ⋮ Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment ⋮ Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction ⋮ mlmts ⋮ ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA ⋮ Removing Forecasting Errors with White Gaussian Noise after Square Root Transformation ⋮ Unnamed Item
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