TSA

swMATH11958CRANTSAMaRDI QIDQ23893FDOQ23893

Time Series Analysis

Kung-sik Chan

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

Cited In (54)

• THE ELECTION OF THE BEST AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL TO FORECASTING RICE PRODUCTION IN INDONESIA
• Removing Forecasting Errors with White Gaussian Noise after Square Root Transformation
• Intervention time series analysis of voluntary, counselling and testing on HIV infections in West African sub-region: the case of Ghana
• Data cloning estimation of GARCH and COGARCH models
• Risk aggregation in non-life insurance: standard models vs. internal models
• Most recent changepoint detection in censored panel data
• Analyzing short time series data from periodically fluctuating rodent populations by threshold models: A nearest block bootstrap approach
• A spatial-temporal ARMA model of the incidence of hand, foot, and mouth disease in Wenzhou, China
• Maximum independent component analysis with application to EEG data
• SAZED: parameter-free domain-agnostic season length estimation in time series data
• Model selection for time series with nonlinear trend
• Estimating 3D movements from 2D observations using a continuous model of helical swimming
• Ian McLeod’s Contribution to Time Series Analysis—A Tribute
• Improved Seasonal Mann–Kendall Tests for Trend Analysis in Water Resources Time Series
• Identification of Threshold Autoregressive Moving Average Models
• ON THE DISTINCTION BETWEEN FRACTAL AND SEASONAL DEPENDENCIES IN TIME SERIES DATA
• Specification tests for the error distribution in GARCH models
• A note on the invertibility of nonlinear ARMA models
• Predictive Modeling of Obesity Prevalence for the U.S. Population
• Title not available (Why is that?)
• A cointegration analysis of crime, economic activity, and police performance in São Paulo city
• Selecting optimal lag order in Ljung-Box test
• Discrete Langevin-type equation for p-order persistent time series and procedure of its reconstruction
• Assessing the relative importance of nitrogen-retention processes in a large reservoir using time-series modeling
• Extensions of saddlepoint-based bootstrap inference
• Quasi-Likelihood Estimation of a Censored Autoregressive Model With Exogenous Variables
• Intervention analysis of hurricane effects on~snail abundance in a tropical forest using long-term spatiotemporal data
• Estimation of the functional dependence of time series for the class of regression functions partially covered by a finite \(\varepsilon\)-net
• Multiple-index approach to multiple autoregressive time series model
• Correcting and combining time series forecasters
• Monitoring abrupt changes in satellite time series by seasonal confidence interval of regression residuals
• Adjusted empirical likelihood for time series models
• Modeling time series data with semi-reflective boundaries
• Discussion of `An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models' by Battaglia and Protopapas
• Fat tails, serial dependence, and implied volatility index connections
• Robust Numerical Calibration for Implied Volatility Expansion Models
• Geographic spatiotemporal big data correlation analysis via the Hilbert-Huang transformation
• An economic hybrid \(J_2\) analytical orbit propagator program based on SARIMA models
• Examining human unipedal quiet stance: characterizing control through jerk
• An improved SSA forecasting result based on a filtered recurrent forecasting algorithm
• ATAforecasting
• Identification of spikes in time series
• Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model
• trawl
• Generating prediction bands for path forecasts from SETAR models
• Multiscale spectral modelling for nonstationary time series within an ordered multiple-trial experiment
• Smoothed stationary bootstrap bandwidth selection for density estimation with dependent data
• The ARMA alphabet soup: a tour of ARMA model variants
• Fitting a two phase threshold multiplicative error model
• Discussion of ``Feature matching in time series modeling by Y. Xia and H. Tong
• Two-step wavelet-based estimation for Gaussian mixed fractional processes
• A bootstrap test for time series linearity
• mlmts
• A solution for real-time ionospheric delay using an adaptive Kalman filter based on estimating the variance component

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