Analysing the whole spectrum of time series, this paper proposes a frequency domain approach to measuring persistence and examining the associated time series pdoi:10.2139/ssrn.264513Wang, PeijieSocial Science Electronic PublishingWang, Peijie (2004). Spectral Analysis of Economic Time Series Behaviour....
aReally want to hurry up to the weekend 正在翻译,请等待...[translate] aAdvacedT AdvacedT[translate] aequity concerns 产权关心[translate] aspectral shape of many economic time series could be accounted for by the superposition of two or 许多经济时间数列鬼形状能占由叠置二或[translate]...
Wavelet analysis can be treated as frequency-domain analysis for nonstationary and non-linear processes providing insight into the dynamics of economic time series beyond that of current methodology. This kind of time series techniques is capable of revealing such aspects of data like breakdown points...
aHe risked losing his job by offering her advice 他冒险失去他的工作通过提供她忠告[translate] aKoopmans, L.H. 1974. TheSpectral Analysis of Time Series. New York: Academic Press. Koopmans, L.H。 1974. 对时间数列的TheSpectral分析。 纽约: 学术Press。[translate]...
"Windows" are functions used via multiplication/convolution to alter the spectral characteristics of signals represented by finite length data records. Since finite record lengths are always used for real‐world spectral analysis, a window of some shape is always used in practice. The simplest window...
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Many scientific and economic problems involve the analysis of high-dimensional time series datasets. However, theoretical studies in high-dimensional stati... S Basu,G Michailidis - 《Annals of Statistics》 被引量: 181发表: 2015年 Tutorial on Univariate Autoregressive Spectral Analysis The AR method...
The paper describes a spectral analysis statistical test that can be used to validate the structure of a planning model by comparing the time series generated by the model with the actual time series of events for the real system under study. Validation of an ambulance simulation model is ...
aSignal extraction error in nonstationary time series. Annals ofStatistics7, 1303–20. Priestley,M.B. 1981. Spectral Analysis and Time Series. New York: Academic Press. 信号提取错误在nonstationary时间数列。 史册ofStatistics7 1303-20。 Priestley, M.B。 1981. 光谱分析和时间数列。 纽约: 学术Pres...
The importance of Markov chains in modeling diverse systems, including biological, physical, social and economic systems, has long been known and is well documented. More recently, Markov chains have proven to be effective when applied to internet search