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Thematische Bibliographien / Time-series analysis / Dissertationen

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Dissertationen zum Thema „Time-series analysis“

Autor: Grafiati

Veröffentlicht am 4. Juni 2021

Zuletzt aktualisiert am 25. Juli 2025

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1

Pope, Kenneth James. "Time series analysis." Thesis, University of Cambridge, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.318445.

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2

Yin, Jiang Ling. "Financial time series analysis." Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2492929.

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3

Gore, Christopher Mark. "A time series classifier." Diss., Rolla, Mo. : Missouri University of Science and Technology, 2008. http://scholarsmine.mst.edu/thesis/pdf/Gore_09007dcc804e6461.pdf.

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Thesis (M.S.)--Missouri University of Science and Technology, 2008.<br>Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed April 29, 2008) Includes bibliographical references (p. 53-55).

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4

Lam, Vai Iam. "Time domain approach in time series analysis." Thesis, University of Macau, 2000. http://umaclib3.umac.mo/record=b1446633.

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5

Malan, Karien. "Stationary multivariate time series analysis." Pretoria : [s.n.], 2008. http://upetd.up.ac.za/thesis/available/etd-06132008-173800.

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6

Huang, Naijing. "Essays in time series analysis." Thesis, Boston College, 2015. http://hdl.handle.net/2345/bc-ir:104627.

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Thesis advisor: Zhijie Xiao<br>I have three chapters in my dissertation. The first chapter is about the estimation and inference for DSGE model; the second chapter is about testing financial contagion among stock markets, and in the last chapter, I propose a new econometrics method to forecast inflation interval. This first chapter studies proper inference and asymptotically accurate structural break tests for parameters in Dynamic Stochastic General Equilibrium (DSGE) models in a maximum likelihood framework. Two empirically relevant issues may invalidate the conventional inference procedures

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7

Alagon, J. "Discriminant analysis for time series." Thesis, University of Oxford, 1986. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.375222.

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8

Warnes, Alexis. "Diagnostics in time series analysis." Thesis, Durham University, 1994. http://etheses.dur.ac.uk/5159/.

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The portmanteau diagnostic test for goodness of model fit is studied. It is found that the true variances of the estimated residual autocorrelation function are potentially deflated considerably below their asymptotic level, and exhibit high correlations with each other. This suggests a new portmanteau test, ignoring the first p + q residual autocorrelation terms and hence approximating the asymptotic chi-squared distribution more closely. Simulations show that this alternative portmanteau test produces greater accuracy in its estimated significance levels, especially in small samples. Theory

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9

Chan, Hon Tsang. "Discriminant analysis of time series." Thesis, University of Newcastle Upon Tyne, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.315614.

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10

Fulcher, Benjamin D. "Highly comparative time-series analysis." Thesis, University of Oxford, 2012. http://ora.ox.ac.uk/objects/uuid:642b65cf-4686-4709-9f9d-135e73cfe12e.

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In this thesis, a highly comparative framework for time-series analysis is developed. The approach draws on large, interdisciplinary collections of over 9000 time-series analysis methods, or operations, and over 30 000 time series, which we have assembled. Statistical learning methods were used to analyze structure in the set of operations applied to the time series, allowing us to relate different types of scientific methods to one another, and to investigate redundancy across them. An analogous process applied to the data allowed different types of time series to be linked based on their pro

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11

Hwang, Peggy May T. "Factor analysis of time series /." The Ohio State University, 1997. http://rave.ohiolink.edu/etdc/view?acc_num=osu1487944660933305.

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12

Ishida, Isao. "Essays on financial time series /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3153696.

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13

Michel, Jonathan R. "Essays in Nonlinear Time Series Analysis." The Ohio State University, 2019. http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158.

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14

Schwill, Stephan. "Entropy analysis of financial time series." Thesis, University of Manchester, 2016. https://www.research.manchester.ac.uk/portal/en/theses/entropy-analysis-of-financial-time-series(7e0c84fe-5d0b-41bc-96c6-5e41ffa5b8fe).html.

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This thesis applies entropy as a model independent measure to address research questions concerning the dynamics of various financial time series. The thesis consists of three main studies as presented in chapters 3, 4 and 5. Chapters 3 and 4 apply an entropy measure to conduct a bivariate analysis of drawdowns and drawups in foreign exchange rates. Chapter 5 investigates the dynamics of investment strategies of hedge funds using entropy of realised volatility in a conditioning model. In all three studies, methods from information theory are applied in novel ways to financial time series. As I

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15

Rivera, Pablo Marshall. "Analysis of a cross-section of time series using structural time series models." Thesis, London School of Economics and Political Science (University of London), 1990. http://etheses.lse.ac.uk/13/.

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This study deals with multivariate structural time series models, and in particular, with the analysis and modelling of cross-sections of time series. In this context, no cause and effect relationships are assumed between the time series, although they are subject to the same overall environment. The main motivations in the analysis of cross-sections of time series are (i) the gains in efficiency in the estimation of the irregular, trend and seasonal components; and (ii) the analysis of models with common effects. The study contains essentially two parts. The first one considers models with a

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16

Reiss, Joshua D. "The analysis of chaotic time series." Diss., Full text available online (restricted access), 2001. http://images.lib.monash.edu.au/ts/theses/reiss.pdf.

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17

Healey, J. J. "Qualitative analysis of experimental time series." Thesis, University of Oxford, 1991. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.302891.

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18

謝永然 and Wing-yin Tse. "Time series analysis in inventory management." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1993. http://hub.hku.hk/bib/B31977510.

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19

Yiu, Fu-keung, and 饒富強. "Time series analysis of financial index." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1996. http://hub.hku.hk/bib/B31267804.

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20

Dunne, Peter Gerard. "Essays in financial time-series analysis." Thesis, Queen's University Belfast, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.337690.

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21

Brunsdon, T. M. "Time series analysis of compositional data." Thesis, University of Southampton, 1987. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.378257.

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22

Correia, Maria Inês Costa. "Cluster analysis of financial time series." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/21016.

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Mestrado em Mathematical Finance<br>Esta dissertação aplica o método da Signature como medida de similaridade entre dois objetos de séries temporais usando as propriedades de ordem 2 da Signature e aplicando-as a um método de Clustering Asimétrico. O método é comparado com uma abordagem de Clustering mais tradicional, onde a similaridade é medida usando Dynamic Time Warping, desenvolvido para trabalhar com séries temporais. O intuito é considerar a abordagem tradicional como benchmark e compará-la ao método da Signature através do tempo de computação, desempenho e algumas aplicações. Estes mét

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23

Åkerlund, Agnes. "Time-Series Analysis of Pulp Prices." Thesis, Mittuniversitetet, Institutionen för informationssystem och –teknologi, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-39726.

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The pulp and paper industry has a significant role in Europe’s economy and society, and its significance is still growing. The pulp market and the customers’ requirements are highly affected by the pulp market prices and the requested kind of pulp, i.e., Elementary Chlorine Free (ECF) or Total Chlorine Free (TCF). There is a need to predict different market aspects, where the market price is one, to gain a better understanding of a business situation. Understanding market dynamics can support organizations to optimize their processes and production. Forecasting future pulp prices has not recen

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24

Khalfaoui, Rabeh. "Wavelet analysis of financial time series." Thesis, Aix-Marseille, 2012. http://www.theses.fr/2012AIXM1083.

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Cette thèse traite la contribution des méthodes d'ondelettes sur la modélisation des séries temporelles économiques et financières et se compose de deux parties: une partie univariée et une partie multivariée. Dans la première partie (chapitres 2 et 3), nous adoptons le cas univarié. Premièrement, nous examinons la classe des processus longue mémoire non-stationnaires. Une étude de simulation a été effectuée afin de comparer la performance de certaines méthodes d'estimation semi-paramétrique du paramètre d'intégration fractionnaire. Nous examinons aussi la mémoire longue dans la volatilité en

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25

Yiu, Fu-keung. "Time series analysis of financial index /." Hong Kong : University of Hong Kong, 1996. http://sunzi.lib.hku.hk/hkuto/record.jsp?B18003047.

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26

Guthrey, Delparde Raleigh. "Time series analysis of ozone data." CSUSB ScholarWorks, 1998. https://scholarworks.lib.csusb.edu/etd-project/1788.

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27

ZANETTI, CHINI EMILIO. "Essays in nonlinear time series analysis." Doctoral thesis, Università degli Studi di Roma "Tor Vergata", 2013. http://hdl.handle.net/2108/203343.

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This paper introduces a variant of the smooth transition autoregression (STAR).Theproposedmodelisabletoparametrizetheasymmetryinthetails of the transition equation by using a particular generalization of the logistic function. The null hypothesis of symmetric adjustment toward a new regime is tested by building two diﬀerent LM-type tests. The ﬁrst one maintains the original parametrization, while the second one is based on a third-order expanded auxiliary regression. Three diagnostic tests for no error autocorrelation, no additive asymmetry and parameter constancy are also discussed. The empir

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28

Sorice, Domenico <1995&gt. "Random forests in time series analysis." Master's Degree Thesis, Università Ca' Foscari Venezia, 2020. http://hdl.handle.net/10579/17482.

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Machine learning algorithms are becoming more relevant in many fields from neuroscience to biostatistics, due to their adaptability and the possibility to learn from the data. In recent years, those techniques became popular in economics and found different applications in policymaking, financial forecasting, and portfolio optimization. The aim of this dissertation is two-fold. First, I will provide a review of the classification and Regression Tree and Random Forest methods proposed by [Breiman, 1984], [Breiman, 2001], then I study the effectiveness of those algorithms in time series analysis

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29

Morrill, Jeffrey P., and Jonathan Delatizky. "REAL-TIME RECOGNITION OF TIME-SERIES PATTERNS." International Foundation for Telemetering, 1993. http://hdl.handle.net/10150/608854.

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International Telemetering Conference Proceedings / October 25-28, 1993 / Riviera Hotel and Convention Center, Las Vegas, Nevada<br>This paper describes a real-time implementation of the pattern recognition technology originally developed by BBN [Delatizky et al] for post-processing of time-sampled telemetry data. This makes it possible to monitor a data stream for a characteristic shape, such as an arrhythmic heartbeat or a step-response whose overshoot is unacceptably large. Once programmed to recognize patterns of interest, it generates a symbolic description of a time-series signal in

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30

Hossain, Md Jobayer. "Analysis of nonstationary time series with time varying frequencies." Ann Arbor, Mich. : ProQuest, 2006. http://gateway.proquest.com/openurl?url_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:dissertation&res_dat=xri:pqdiss&rft_dat=xri:pqdiss:3220410.

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Thesis (Ph.D. in Statistical Science)--S.M.U.<br>Title from PDF title page (viewed July 6, 2007). Source: Dissertation Abstracts International, Volume: 67-05, Section: B, page: 2641. Advisers: Wayne A. Woodward; Henry L. Gray. Includes bibliographical references.

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31

Mazel, David S. "Fractal modeling of time-series data." Diss., Georgia Institute of Technology, 1991. http://hdl.handle.net/1853/13916.

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32

Cheung, Chung-pak, and 張松柏. "Multivariate time series analysis on airport transportation." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1991. http://hub.hku.hk/bib/B31976499.

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33

Whitcher, Brandon. "Assessing nonstationary time series using wavelets /." Thesis, Connect to this title online; UW restricted, 1998. http://hdl.handle.net/1773/8957.

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34

Koller, Stefan. "Applications of Time Series Analysis for Finance." St. Gallen, 2007. http://www.biblio.unisg.ch/org/biblio/edoc.nsf/wwwDisplayIdentifier/05604814001/$FILE/05604814001.pdf.

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35

Mui, Chi Seong. "Frequency domain approach to time series analysis." Thesis, University of Macau, 2000. http://umaclib3.umac.mo/record=b1446676.

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36

Purutcuoglu, Vilda. "Unit Root Problems In Time Series Analysis." Master's thesis, METU, 2004. http://etd.lib.metu.edu.tr/upload/2/12604701/index.pdf.

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In time series models, autoregressive processes are one of the most popular stochastic processes, which are stationary under certain conditions. In this study we consider nonstationary autoregressive models of order one, which have iid random errors. One of the important nonstationary time series models is the unit root process in AR (1), which simply implies that a shock to the system has permanent effect through time. Therefore, testing unit root is a very important problem. However, under nonstationarity, any estimator of the autoregressive coefficient does not have a known exact distribut

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37

Glover, James N. "Time series analysis near a fixed point." Thesis, University of Cambridge, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.295353.

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38

Al-Wasel, Ibrahim A. "Spectral analysis for replicated biomedical time series." Thesis, Lancaster University, 1993. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.412585.

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39

Manrique, Garcia Aurora. "Econometric analysis of limited dependent time series." Thesis, University of Oxford, 1997. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.389797.

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40

Clarke, Liam. "Nonlinear time series analysis of data streams." Thesis, University of Oxford, 2003. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.401147.

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41

Prendergast, Tim. "Interrupted Time Series Analysis Techniques in Pharmacovigilance." Thèse, Université d'Ottawa / University of Ottawa, 2013. http://hdl.handle.net/10393/30291.

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This thesis considers an approach to evaluate the effectiveness of risk communications for prescription drugs by performing interrupted time series analysis of prescription drug volumes prior to and after the risk communication date. The paper presents methods for detecting change in the presence of autocorrelation and techniques to reduce bias in estimation. Statistical results and data plots are presented for 63 data series. Size and power of the statistical techniques are considered, and a correspondence analysis between these statistical techniques and a small group of physicians is perf

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42

Nguyen, Minh Hoai. "Segment-based SVMs for Time Series Analysis." Research Showcase @ CMU, 2012. http://repository.cmu.edu/dissertations/202.

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Enabling computers to understand human and animal behavior has the potential to revolutionize many areas that benefit society such as clinical diagnosis, human-computer interaction, and social robotics. Critical to the understanding of human and animal behavior, and any temporally-varying phenomenon in general, is the capability to segment, classify, and cluster time series data. This thesis proposes segment-based Support Vector Machines (Seg-SVMs), a framework for supervised, weakly-supervised, and unsupervised time series analysis. Seg-SVMs outperform state-of-the-art approaches by combining

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43

Moeanaddin, Rahim. "Aspects of non-linear time series analysis." Thesis, University of Kent, 1989. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.328463.

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44

Popoola, Ademola Olayemi. "Fuzzy-wavelet method for time series analysis." Thesis, University of Surrey, 2006. http://epubs.surrey.ac.uk/804949/.

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45

Mise, Emi. "Time series decompostion and business cycle analysis." Thesis, University of Nottingham, 2001. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.247129.

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46

Hong, Seok Young. "Nonparametric methods in financial time series analysis." Thesis, University of Cambridge, 2018. https://www.repository.cam.ac.uk/handle/1810/283218.

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The fundamental objective of the analysis of financial time series is to unveil the random mechanism, i.e. the probability law, underlying financial data. The effort to identify the truth that governs the observations involves proposing and estimating reasonable statistical models that well explain the empirical features of data. This thesis develops some new nonparametric tools that can be exploited in this context; the efficacy and validity of their use are supported by computational advancements and surging availability of large/complex (`big') data sets. Chapter 1 investigates the conditio

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47

Hargreaves, Jessica. "Wavelet analysis of nonstationary circadian time series." Thesis, University of York, 2018. http://etheses.whiterose.ac.uk/22670/.

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Rhythmic data are ubiquitous in the life sciences, with biologists needing reliable statistical tools for the analysis of such data. When these signals display rhythmic yet nonstationary behaviour, common in many biological systems, the established methodologies are often misleading. Chapter 2 develops and tests a new method for clustering nonstationary rhythmic biological data. The method combines locally stationary wavelet time series modelling with functional principal components analysis and thus extracts time-scale patterns useful for identifying common characteristics. We demonstrate the

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48

Miao, Robin. "Nonlinear time series analysis in financial applications." Thesis, University of Bath, 2012. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.558857.

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The purpose of this thesis is to examine the nonlinear relationships between financial (and economic) variables within the field of financial econometrics. The thesis comprises two reviews of literatures, one on nonlinear time series models andthe other one on term structure of interest rates, and four empirical essays on financialapplications using nonlinear modelling techniques. The first empirical essay compares different model specifications of a Markov switching CIR model on the term structure of UK interest rates. We find the least restricted model provides the best in-sample estimation

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49

ZHANG, SHIQIAO. "THE ANALYSIS OF UNEQUALLY SPACED TIME SERIES." University of Cincinnati / OhioLINK, 2007. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1172507478.

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50

Compton, Douglas Lyndon. "Time Series and Spectral Analysis in Asteroseismology." Thesis, The University of Sydney, 2018. http://hdl.handle.net/2123/20071.

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A major breakthrough in stellar astrophysics occurred a decade ago when a number of space photometry telescopes were launched and began operations. In particular, the NASA space telescope Kepler was constructed with the goal of finding Earth-like planets around other stars in our galaxy. The technique involved observing the same field of stars, searching for dips in the stellar light curves caused by transits of exoplanets. For four years, the Kepler mission observed almost 200,000 stars with a wide variety of spectral types and evolutionary states. The light curves are also ideal for asterose

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