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Correlation integral for stationary gaussian time series
(2023)
The correlation integral of a time series is a normalized coefficient that represents the number of close pairs of points of the series lying in phase space. It has been widely studied in a number of disciplines such as ...
Time-series clustering via quasi U-statistics
(Wiley-blackwellHobokenEUA, 2012)
Extracting stationary segments from non-stationary synthetic and cardiac signals
(SPIE, 2014-10-14)
Physiological signals are commonly the result of complex interactions between systems and organs, these interactions lead to signals that exhibit a non-stationary behaviour. For cardiac signals, non-stationary heart rate ...
Comparing non-stationary and irregularly spaced time series
(ELSEVIER SCIENCE BVAMSTERDAM, 2012)
In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt ...
Non-stationary Gaussian ARFIMA processes: Estimation and applicationNon-stationary Gaussian ARFIMA processes: Estimation and application
(Sociedade Brasileira de Econometria, 2002)
Comparing time-varying autoregressive structures of locally stationary processes
(WORLD SCIENTIFIC PUBL CO PTE LTD, 2008)
In this paper, a novel statistical test is introduced to compare two locally stationary time series. The proposed approach is a Wald test considering time-varying autoregressive modeling and function projections in adequate ...
Modelos de séries temporais com coeficientes variando no tempo
(Universidade Federal de São CarlosBRUFSCarPrograma de Pós-Graduação em Estatística - PPGEs, 2009-02-26)
In this work they are presented extensions of Auto Regressive and Auto Regressive Conditional Heteroscedasticity models with coefficients varying in time. These coefficients have
been used as models for non stationary real ...
Non stationary demand forecasting based on empirical mode decomposition and support vector machines
(IEEE, 2017)
A company performance strongly depends on its ability of delivering the right quantity of of a given product at the time customers require. Even though some demand forecasting techniques have been developed, they have ...