Time series analysis. Forecasting and control
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Publication:5501554
zbMATH Open1317.62001MaRDI QIDQ5501554FDOQ5501554
Cited In (81)
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- Frequency-based ensemble forecasting model for time series forecasting
- Time series analysis and its applications. With R examples
- Epicasting: an ensemble wavelet neural network for forecasting epidemics
- Filtering of multidimensional stationary sequences with missing observations
- EM-based algorithms for autoregressive models with \(t\)-distributed innovations
- Dynamic observers for unknown populations
- A novel method for forecasting time series based on fuzzy logic and visibility graph
- Unsupervised learning on U.S. weather forecast performance
- Selego: robust variate selection for accurate time series forecasting
- Minimax filtering of sequences with periodically stationary increments
- Bayesian analysis of double seasonal autoregressive models
- Analytics for labor planning in systems with load-dependent service times
- Outlier detection in time series via mixed-integer conic quadratic optimization
- Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
- On the sample complexity of the linear quadratic regulator
- Learning Theory for Dynamical Systems
- Introduction to modern time series analysis.
- Bayesian modeling and forecasting of vector autoregressive moving average processes
- ANAPT: additive noise analysis for persistence thresholding
- An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series
- Models for circular data from time series spectra
- Concurrent neural network: a model of competition between times series
- Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes
- SEM modeling with singular moment matrices. III: GLS estimation
- Track irregularity time series analysis and trend forecasting
- Improving sequential latent variable models with autoregressive flows
- Bayesian network models for incomplete and dynamic data
- Statistical detection and classification of background risks affecting inputs and outputs
- Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models
- Modelling informative time points: an evolutionary process approach
- Weak comonotonicity
- Learning scalable deep kernels with recurrent structure
- Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- On classifier behavior in the presence of mislabeling noise
- Improved maximum likelihood estimation of ARMA models
- Integral matching-based nonlinear grey Bernoulli model for forecasting the coal consumption in China
- Analysing interrupted time series with a control
- Assessing transfer functions in control systems
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- Developing an adaptive soft sensor using a predictive filter for a nonstationary process
- Analysis of integrated and co-integrated time series with R
- Bayesian identification of double seasonal autoregressive time series models
- A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering
- Calibration of population growth mathematical models by using time series
- Neural network-based parametric system identification: a review
- VAR model based clustering method for multivariate time series data
- Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model
- Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data
- An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes
- Measurement of the efficiency of a multi-input-multi-output (MIMO) production process using transfer function and fuzzy logic
- Positive definite functions, stationary covariance functions, and Bochner’s theorem: Some results and a critical overview
- Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers
- Повышение достоверности моделирования взаимовлияния скважин для анализа эффективности системы заводнения;Increasing reliability of well interaction modeling for analysis of flooding system efficiency
- A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed
- Trend following with momentum versus moving averages: a tale of differences
- Matrix-variate time series analysis: a brief review and some new developments
- Bayesian hierarchical models incorporating measurement error for interrupted time series design
- Calibrated forecasts of quasi-periodic climate processes with deep echo state networks and penalized quantile regression
- Dynamic modelling of price expectations and judgments
- On estimation of nonparametric regression models with autoregressive and moving average errors
- A neural network-based ARMA model for fuzzy time series data
- Zero-modified count time series modeling with an application to influenza cases
- Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA
- Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models
- Spline based Hermite quasi-interpolation for univariate time series
- Anomaly detection for online visiting traffic as a real-estate indicator: the case of homebuyer
- THE ACTUATION SPECTRUM OF SPATIOTEMPORAL NETWORKS WITH POWER-LAW TIME DEPENDENCIES
- What drives population ageing? A cointegration analysis
- Automatic SARIMA modeling and forecast accuracy
- SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting
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