The following pages link to (Q3126378):
Displayed 18 items.
- Practical powerful wavelet packet tests for second-order stationarity (Q108016) (← links)
- Spontaneous similarity discrimination in the evolution of cooperation (Q289460) (← links)
- Time-series event-based prediction: an unsupervised learning framework based on genetic programming (Q528734) (← links)
- Analysis of detrended time-lagged cross-correlation between two nonstationary time series (Q736410) (← links)
- An exploratory study to identify rogue seasonality in a steel company's supply network using spectral principal component analysis (Q818087) (← links)
- The application of time series analysis to describe the dynamic movements of suspension bridges (Q837680) (← links)
- A continuous spectral density for a random field of continuous-index (Q1000567) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Using bimodal kernel for inference in nonparametric regression with correlated errors (Q1021849) (← links)
- Self-affine time series: Measures of weak and strong persistence. (Q1304360) (← links)
- Structure-oriented prediction in complex networks (Q1632515) (← links)
- A Poisson-fault model for testing power transformers in service (Q1719449) (← links)
- Measuring and avoiding the bullwhip effect: A control theoretic approach (Q1873006) (← links)
- Trend filtering via empirical mode decompositions (Q2361188) (← links)
- A germ-grain model applied to the morphological study of dual phase steel (Q2404248) (← links)
- Testing for efficiency and non-linearity in market and natural time series (Q3426394) (← links)
- The Performance of Robust Two-Stage Estimator in Nonlinear Regression with Autocorrelated Error (Q3590003) (← links)
- A Review of Some Modern Approaches to the Problem of Trend Extraction (Q5080160) (← links)