Introduction to Time Series and Forecasting
From MaRDI portal
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01) Software, source code, etc. for problems pertaining to statistics (62-04) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Inference from stochastic processes and prediction (62M20)
Recommendations
Cited in
(only showing first 100 items - show all)- Some aspects of extreme value statistics under serial dependence
- Modeling churn using customer lifetime value
- On time series model selection involving many candidate ARMA models
- Computing and using residuals in time series models
- A hierarchical Ornstein-Uhlenbeck model for continuous repeated measurement data
- Time series: theory and methods.
- An \texttt{R} package for value at risk and expected shortfall
- The modified Yule-Walker method for \(\alpha\)-stable time series models
- Embedding in law of discrete time ARMA processes in continuous time stationary processes
- On conditional covariance modelling: an approach using state space models
- A new approach for selecting the number of the eigenvalues in singular spectrum analysis
- Open problems in universal induction \& intelligence
- Identification and validation of stable ARFIMA processes with application to UMTS data
- Data-based stochastic model reduction for the Kuramoto-Sivashinsky equation
- Identification of symmetric noncausal processes
- Optimal design of Shewhart-Lepage type schemes and its application in monitoring service quality
- An interpolation algorithm for multivariate ARMA processes
- Mathematical models for dynamics of molecular processes in living biological cells a single particle tracking approach
- Whiteness constraints in a unified variational framework for image restoration
- Software review \(\text{tsMetrix}^{\text{TM}}\) Version 2. 0
- A class of shrinkage priors for the dependence structure in longitudinal data
- Stable and generalized-\(t\) distributions and applications
- The ARMA alphabet soup: a tour of ARMA model variants
- Dependent functional data
- Clairvoyant monitoring for signal temporal logic
- Thinning operations for modeling time series of counts -- a survey
- Estimation of autocovariance matrices for high dimensional linear processes
- Improve concentration of frequency and time (ConceFT) by novel complex spherical designs
- Bayesian inference over the Stiefel manifold via the Givens representation
- Wave-shape oscillatory model for nonstationary periodic time series analysis
- Convergence rate bounds for iterative random functions using one-shot coupling
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models
- Data-driven model reduction, Wiener projections, and the Koopman-Mori-Zwanzig formalism
- Generalized maximum entropy based identification of graphical ARMA models
- Asymmetric tail dependence modeling, with application to cryptocurrency market data
- A new procedure in stock market forecasting based on fuzzy random auto-regression time series model
- Semi-automated simultaneous predictor selection for regression-SARIMA models
- Analyzing growth components in trees
- New approximation for ARMA parameters estimate
- Design of a negative group delay filter via reservoir computing approach: real-time prediction of chaotic signals
- Simulation and tracking of fractional particles motion. From microscopy video to statistical analysis. A Brownian bridge approach
- Correcting the corrected AIC
- Parametric estimation for Gaussian fields indexed by graphs
- A single-index model procedure for interpolation intervals in time series
- Yield and price forecasting for stochastic crop decision planning
- Learning can generate long memory
- Control charts based on fuzzy costs for monitoring short autocorrelated time series
- itsmr
- Clustering of financial instruments using jump tail dependence coefficient
- Stochastic nonlinear time series forecasting using time-delay reservoir computers: performance and universality
- Quasi-Monte Carlo methods for linear two-stage stochastic programming problems
- Modeling time series of counts with a new class of INAR(1) model
- Are quasi-Monte Carlo algorithms efficient for two-stage stochastic programs?
- Remarks on limit theorems for reversible Markov processes and their applications
- Exponential myriad smoothing algorithm for robust signal processing in \(\alpha \)-stable noise environments
- Practical small sample inference for single lag subset autoregressive models
- A Fourier analysis of extreme events
- Harmonic regression and scale stability
- When good theories make bad predictions
- The impact on ruin probabilities of the association structure among financial risks
- Modelling informative time points: an evolutionary process approach
- Finite-sample properties of estimators for first and second order autoregressive processes
- A basic time series forecasting course with Python
- A weak approximation for the Wiener–Hopf factorization
- Introduction to Time Series and Forecasting
- A bivariate INAR(1) model with different thinning parameters
- On testing for independence between the innovations of several time series
- Order selection in ARMA models using the focused information criterion
- A survey of average contractive iterated function systems
- A refined efficiency rate for ordinary least squares and generalized least squares estimators for a linear trend with autoregressive errors
- Estimation of autocovariance matrices for infinite dimensional vector linear process
- ON WEIGHTED PORTMANTEAU TESTS FOR TIME-SERIES GOODNESS-OF-FIT
- On the use of dispersion analysis for model assessment in structural identification
- Performance analysis of the optimal strategy under partial information
- Estimation for binary models generated by Gaussian autoregressive processes
- Time Series Analysis and Forecasting by Example
- Construction, properties and statistical applications of positive definite intraclass matrix
- A randomness test for functional panels
- Long-term variability of the temperature time series recorded in Lisbon
- On two classes of reflected autoregressive processes
- PEET: a Matlab tool for estimating physical gate errors in quantum information processing systems
- scientific article; zbMATH DE number 3844873 (Why is no real title available?)
- Prediction of sea surface temperature in the tropical Atlantic by support vector machines
- ARMA process for speckled data
- Estimation of the Memory Parameters of the Fractionally Integrated Separable Spatial Autoregressive (FISSAR(1, 1)) Model: A Simulation Study
- Modeling spot price dependence in Australian electricity markets with applications to risk management
- Modeling interval time series with space-time processes
- Equivalent sample sizes in time series regressions
- An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques
- WeightedL1-estimates for a VAR(p) time series model
- Building and Fitting Non‐Gaussian Latent Variable Models via the Moment‐Generating Function
- Comonotonic approximations to quantiles of life annuity conditional expected present values extensions to general ARIMA models and comparison with the bootstrap
- Generalized Autoregressive (GAR) Model: A Comparison of Maximum Likelihood and Whittle Estimation Procedures Using a Simulation Study
- Fractionally Integrated Separable Spatial Autoregressive (FISSAR) Model and Some of Its Properties
- Semi-Parametric Density Estimation for Time-Series with Multiplicative Adjustment
- scientific article; zbMATH DE number 5575315 (Why is no real title available?)
- scientific article; zbMATH DE number 5575318 (Why is no real title available?)
- scientific article; zbMATH DE number 49657 (Why is no real title available?)
- scientific article; zbMATH DE number 2012512 (Why is no real title available?)
- Filtering nonlinear spatio-temporal chaos with autoregressive linear stochastic models
This page was built for publication: Introduction to Time Series and Forecasting
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4531869)
