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Dissertations / Theses on the topic 'Mixed frequency time series'

Author: Grafiati

Published: 10 December 2022

Last updated: 19 July 2025

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1

Wohlrabe, Klaus. "Forecasting with mixed-frequency time series models." Diss., lmu, 2009. http://nbn-resolving.de/urn:nbn:de:bvb:19-96817.

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2

Marsilli, Clément. "Mixed-Frequency Modeling and Economic Forecasting." Thesis, Besançon, 2014. http://www.theses.fr/2014BESA2023/document.

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La prévision macroéconomique à court terme est un exercice aussi complexe qu’essentiel pour la définition de la politique économique et monétaire. Les crises financières récentes ainsi que les récessions qu’ont endurées et qu’endurent aujourd’hui encore, en ce début d’année 2014, nombre de pays parmi les plus riches, témoignent de la difficulté d’anticiper les fluctuations économiques, même à des horizons proches. Les recherches effectuées dans le cadre de la thèse de doctorat qui est présentée dans ce manuscrit se sont attachées à étudier, analyser et développer des modélisations pour la prév

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3

Pacce, Matías José. "Essays on Business Cycles Fluctuations and Forecasting Methods." Doctoral thesis, Universidad de Alicante, 2017. http://hdl.handle.net/10045/71346.

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This doctoral dissertation proposes methodologies which, from a linear or a non-linear approach, accommodate to the information flow and can deal with a large amount of data. The empirical application of the proposed methodologies contributes to answer some of the questions that have emerged or that it has potentiated after the 2008 global crisis. Thus, essential aspects of the macroeconomic analysis are studied, like the identification and forecast of business cycles turning points, the business cycles interactions between countries or the development of tools able to forecast the evolution o

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4

Elayouty, Amira Sherif Mohamed. "Time and frequency domain statistical methods for high-frequency time series." Thesis, University of Glasgow, 2017. http://theses.gla.ac.uk/8061/.

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Advances in sensor technology enable environmental monitoring programmes to record and store measurements at high-temporal resolution over long time periods. These large volumes of high-frequency data promote an increasingly comprehensive picture of many environmental processes that would not have been accessible in the past with monthly, fortnightly or even daily sampling. However, benefiting from these increasing amounts of high-frequency data presents various challenges in terms of data processing and statistical modeling using standard methods and software tools. These challenges are attri

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5

Lundbergh, Stefan. "Modelling economic high-frequency time series." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1999. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-637.

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6

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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7

Papagni, Francesca <1993&gt. "Frequency domain analysis of stationary time series." Doctoral thesis, Alma Mater Studiorum - Università di Bologna, 2021. http://amsdottorato.unibo.it/9850/1/Papagni_Francesca_tesi.pdf.

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This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationar

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8

Terwilleger, Erin. "Multidimensional time-frequency analysis /." free to MU campus, to others for purchase, 2002. http://wwwlib.umi.com/cr/mo/fullcit?p3052223.

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9

Erkan, Ibrahim. "Mixed Effects Models For Time Series Gene Expression Data." Phd thesis, METU, 2011. http://etd.lib.metu.edu.tr/upload/12613913/index.pdf.

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The experimental factors such as the cell type and the treatment may have different impact on expression levels of individual genes which are quantitative measurements from microarrays. The measurements can be collected at a few unevenly spaced time points with replicates. The aim of this study is to consider cell type, treatment and short time series attributes and to infer about their effects on individual genes. A mixed effects model (LME) was proposed to model the gene expression data and the performance of the model was validated by a simulation study. Realistic data sets were generated p

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10

Åsbrink, Stefan E. "Nonlinearities and regime shifts in financial time series /." Stockholm : Economic Research Institute, Stockholm School of Economics [Ekonomiska forskningsinstitutet vid Handelshögsk.] (EFI), 1997. http://www.hhs.se/efi/summary/439.htm.

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11

Lin, Shinn-Juh. "Modelling high frequency financial time series with trading information." Thesis, National Library of Canada = Bibliothèque nationale du Canada, 1998. http://www.collectionscanada.ca/obj/s4/f2/dsk2/ftp02/NQ31160.pdf.

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12

Quoreshi, Shahiduzzaman. "Time series modelling of high frequency stock transaction data." Doctoral thesis, Umeå : Department of Economics, Umeå universitet, 2006. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-757.

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13

Wong, Chak K. J. "Latent factor models of high frequency financial time series." Thesis, University of Oxford, 2002. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.395319.

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14

Ogunya, Sandra Abosede Abiola. "Multiscale analysis of high frequency exchange rate time series." Thesis, Imperial College London, 2007. http://hdl.handle.net/10044/1/7333.

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15

Droppo, J. G. "Time-frequency features for speech recognition /." Thesis, Connect to this title online; UW restricted, 2000. http://hdl.handle.net/1773/5965.

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16

Griffith, Richard (John Richard) Carleton University Dissertation Engineering Electronics. "Mixed frequency/time domain analysis of high-speed interconnects." Ottawa, 1993.

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17

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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18

Sze, Mei Ki. "Mixed portmanteau test for ARMA-GARCH models /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?MATH%202009%20SZE.

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19

Marinucci, Domenico. "Semiparametric frequency domain analysis of fractionally integrated and cointegrated time series." Thesis, London School of Economics and Political Science (University of London), 1998. http://etheses.lse.ac.uk/1518/.

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The concept of cointegration has principally been developed under the assumption that the raw data vector Zt is I(1) and the cointegrating residual et is I(0); we call this framework the CI(l) case. The purpose of this thesis is to consider more general fractional circumstances, where Zt is stationary with long memory and et is stationary with less memory, or where Zt is nonstationary while et is less nonstationary or stationary, possibly with long memory. First we establish weak convergence to what we term "type II fractional Brownian motion" for a wide class of nonstationary fractionally int

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20

Dang, Pei. "Time-frequency analysis based on mono-components." Thesis, University of Macau, 2011. http://umaclib3.umac.mo/record=b2489938.

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21

NARASIMHAN, PARTHASARATHY. "AN APPROACH TO MIXED TIME FREQUENCY SIMULATION AND VHDL-AMS EXTENSIONS." University of Cincinnati / OhioLINK, 2003. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1043243356.

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22

Ravirala, Narayana. "Device signal detection methods and time frequency analysis." Diss., Rolla, Mo. : University of Missouri-Rolla, 2007. http://scholarsmine.umr.edu/thesis/pdf/Ravirala_09007dcc803fea67.pdf.

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Thesis (M.S.)--University of Missouri--Rolla, 2007.<br>Vita. The entire thesis text is included in file. Title from title screen of thesis/dissertation PDF file (viewed March 18, 2008) Includes bibliographical references (p. 89-90).

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23

Theodosiou, Marina. "Aspects of modelling low and high frequency financial and economic time series." Thesis, Imperial College London, 2011. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.534969.

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24

Chandna, Swati. "Frequency domain analysis and simulation of multi-channel complex-valued time series." Thesis, Imperial College London, 2013. http://hdl.handle.net/10044/1/29842.

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Complex-valued representation of a two-component real-valued time series yields additional physical insights that are lost otherwise. The spectral representation theorem allows us to study covariance stationary complex-valued random sequences in the frequency domain, and this is known as rotary spectral analysis. It is a widely-used technique for studying elliptical motions in ocean currents, wind etc. An important and useful parameter in rotary spectral analysis of scalar complex-valued time series is the rotary coefficient. It measures the tendency of vectors to rotate in a clockwise or coun

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25

Åsbrink, Stefan E. "Nonlinearities and regime shifts in financial time series." Doctoral thesis, Handelshögskolan i Stockholm, Ekonomisk Statistik (ES), 1997. http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-866.

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This volume contains four essays on various topics in the field of financial econometrics. All four discuss the properties of high frequency financial data and its implications on the model choice when an estimate of the capital asset return volatility is in focus. The interest lies both in characterizing "stylized facts" in such series with time series models and in predicting volatility. The first essay, entitled A Survey of Recent Papers Considering the Standard & Poor 500 Composite Stock Index, presents recent empirical findings and stylized facts in the financial market from 1987 to 1

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26

Haywood, John. "A frequency domain investigation of model based prediction." Thesis, Lancaster University, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.386424.

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27

Li, Yuan, and 李源. "On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2012. http://hub.hku.hk/bib/B48330061.

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This thesis aims at investigating different forms of residuals from a general time series model with conditional mean and conditional variance fitted by the Gaussian quasi-maximum likelihood method. We investigated the limiting distributions of autocorrelation and partial autocorrelation functions under different forms of residuals. Based on them we devised some individual portmanteau tests and two mixed portmanteau tests. We started by exploring the asymptotic normalities of the residual autocorrelation functions, the squared residual autocorrelation functions and absolute residual autocorre

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28

Pang, Kwok-wing. "Statistical analysis of high frequency data using autoregressive conditional duration models /." Hong Kong : University of Hong Kong, 2001. http://sunzi.lib.hku.hk/hkuto/record.jsp?B2275314x.

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29

Dupré, la Tour Tom. "Nonlinear models for neurophysiological time series." Thesis, Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLT018/document.

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Dans les séries temporelles neurophysiologiques, on observe de fortes oscillations neuronales, et les outils d'analyse sont donc naturellement centrés sur le filtrage à bande étroite.Puisque cette approche est trop réductrice, nous proposons de nouvelles méthodes pour représenter ces signaux.Nous centrons tout d'abord notre étude sur le couplage phase-amplitude (PAC), dans lequel une bande haute fréquence est modulée en amplitude par la phase d'une oscillation neuronale plus lente.Nous proposons de capturer ce couplage dans un modèle probabiliste appelé modèle autoregressif piloté (DAR). Cette

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30

Bruce, Scott Alan. "STATISTICAL METHODS FOR SPECTRAL ANALYSIS OF NONSTATIONARY TIME SERIES." Diss., Temple University Libraries, 2018. http://cdm16002.contentdm.oclc.org/cdm/ref/collection/p245801coll10/id/487252.

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Statistics<br>Ph.D.<br>This thesis proposes novel methods to address specific challenges in analyzing the frequency- and time-domain properties of nonstationary time series data motivated by the study of electrophysiological signals. A new method is proposed for the simultaneous and automatic analysis of the association between the time-varying power spectrum and covariates. The procedure adaptively partitions the grid of time and covariate values into an unknown number of approximately stationary blocks and nonparametrically estimates local spectra within blocks through penalized splines. The

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31

Mai, Wei Xiong. "Time frequency distribution associated with adaptive Fourier decomposition and its variation." Thesis, University of Macau, 2012. http://umaclib3.umac.mo/record=b2590643.

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32

BASTOS, BRUNO QUARESMA. "POINT AND INTERVAL FORECASTING OF HIGH-FREQUENCY TIME SERIES WITH FUZZY LOGIC SYSTEM." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2016. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=30504@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>A previsão de séries temporais é um assunto de grande importância para diversas áreas, podendo servir como base para planejamento e controle, entre outros. As formas mais comuns de previsão são as pontuais. É arriscado, no entanto, planejadores tomarem decisões unicamente com base em previsões pontuais, pois séries reais são compostas por uma parte aleatória que não pode ser def

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33

Sun, Wei. "Quantitative methods in high-frequency financial econometrics modeling univariate and multivariate time series /." [S.l. : s.n.], 2007. http://digbib.ubka.uni-karlsruhe.de/volltexte/1000007344.

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34

Aranda, Cotta Higor Henrique. "Robust methods in multivariate time series." Thesis, Université Paris-Saclay (ComUE), 2019. http://www.theses.fr/2019SACLC064.

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Ce manuscrit propose de nouvelles méthodes d’estimation robustes pour les fonctions matricielles d’autocovariance et d’autocorrélation de séries chronologiques multivariées stationnaires pouvant présenter des valeurs aberrantes aléatoires additives. Ces fonctions jouent un rôle important dans l’identification et l’estimation des paramètres de modèles de séries chronologiques multivariées stationnaires. Nous proposons tout d'abord de nouveaux estimateurs des fonctions matricielles d’autocovariance et d’autocorrélation construits en utilisant une approche spectrale à l'aide du périodogramme matr

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35

Niethammer, Marc. "Application of time frequency representations to characterize ultrasonic signals." Thesis, Georgia Institute of Technology, 1999. http://hdl.handle.net/1853/19005.

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36

McLaughlin, John J. "Applications of operator theory to time-frequency analysis and classification /." Thesis, Connect to this title online; UW restricted, 1997. http://hdl.handle.net/1773/5861.

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37

Dupré, la Tour Tom. "Nonlinear models for neurophysiological time series." Electronic Thesis or Diss., Université Paris-Saclay (ComUE), 2018. http://www.theses.fr/2018SACLT018.

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Dans les séries temporelles neurophysiologiques, on observe de fortes oscillations neuronales, et les outils d'analyse sont donc naturellement centrés sur le filtrage à bande étroite.Puisque cette approche est trop réductrice, nous proposons de nouvelles méthodes pour représenter ces signaux.Nous centrons tout d'abord notre étude sur le couplage phase-amplitude (PAC), dans lequel une bande haute fréquence est modulée en amplitude par la phase d'une oscillation neuronale plus lente.Nous proposons de capturer ce couplage dans un modèle probabiliste appelé modèle autoregressif piloté (DAR). Cette

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38

Becker, Janis [Verfasser]. "Essays on financial time series with a focus on high-frequency data / Janis Becker." Hannover : Gottfried Wilhelm Leibniz Universität Hannover, 2020. http://d-nb.info/1207469254/34.

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39

彭國永 and Kwok-wing Pang. "Statistical analysis of high frequency data using autoregressive conditional duration models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31225044.

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40

Lee, Hoonja. "A new representation for binary or categorical-valued time series data in the frequency domain." Diss., Virginia Tech, 1994. http://hdl.handle.net/10919/38566.

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The classical Fourier analysis of time series data can be used to detect periodic trends that are of sinusoidal shape. However, this analysis can be misleading when time series trends are not sinusoidal. When the time series process of interest is binary or categorical-valued data, it might be more reasonable that the time process be represented by a square or rectangular form of functions instead of sinusoidal functions. The WalshFourier analysis takes this approach using a square form of functions. The Walsh-Fourier analysis is based on the Walsh functions. The Walsh functions are a square

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41

Chien, Lung-Chang Bangdiwala Shrikant I. "Multi-city time series analyses of air pollution and mortality data using generalized geoadditive mixed models." Chapel Hill, N.C. : University of North Carolina at Chapel Hill, 2009. http://dc.lib.unc.edu/u?/etd,2840.

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Thesis (DrPH)--University of North Carolina at Chapel Hill, 2009.<br>Title from electronic title page (viewed Jun. 4, 2010). "... in partial fulfillment of the requirement for the degree of Doctor of Public Health in the Department of Biostatistics, Gillings School of Global Public Health." Discipline: Biostatistics; Department/School: Public Health.

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42

Kanzler, Ludwig. "A study of the efficiency of the foreign exchange market through analysis of ultra-high frequency data." Thesis, University of Oxford, 1998. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.297525.

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43

Truong, Patrick. "An exploration of topological properties of high-frequency one-dimensional financial time series data using TDA." Thesis, KTH, Matematisk statistik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-220355.

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Topological data analysis has been shown to provide novel insight in many natural sciences. To our knowledge, the area is however relatively unstudied on financial data. This thesis explores the use of topological data analysis on one dimensional financial time series. Takens embedding theorem is used to transform a one dimensional time series to an $m$-dimensional point cloud, where $m$ is the embedding dimension. The point cloud of the time series represents the states of the dynamical system of the one dimensional time series. To see how the topology of the states differs in different parti

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44

Coroneo, Laura. "Essays on modelling and forecasting financial time series." Doctoral thesis, Universite Libre de Bruxelles, 2009. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/210284.

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This thesis is composed of three chapters which propose some novel approaches to model and forecast financial time series. The first chapter focuses on high frequency financial returns and proposes a quantile regression approach to model their intraday seasonality and dynamics. The second chapter deals with the problem of forecasting the yield curve including large datasets of macroeconomics information. While the last chapter addresses the issue of modelling the term structure of interest rates. <p><p>The first chapter investigates the distribution of high frequency financial returns, with sp

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45

Akhanli, Deniz. "Radar Range-doppler Imaging Using Joint Time-frequency Techniques." Master's thesis, METU, 2007. http://etd.lib.metu.edu.tr/upload/12608325/index.pdf.

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Inverse Synthetic Aperture Radar coherently processes the return signal from the target in order to construct the image of the target. The conventional methodology used for obtaining the image is the Fourier transform which is not capable of suppressing the Doppler change in the return signal. As a result, Range-Doppler image is degraded. A proper time-frequency transform suppresses the degradation due to time varying Doppler shift. In this thesis, high resolution joint-time frequency transformations that can be used in place of the conventional method are evaluated. Wigner-Ville Distribution

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46

Stockhammar, Pär. "Some Contributions to Filtering, Modeling and Forecasting of Heteroscedastic Time Series." Doctoral thesis, Stockholms universitet, Statistiska institutionen, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-38627.

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Heteroscedasticity (or time-dependent volatility) in economic and financial time series has been recognized for decades. Still, heteroscedasticity is surprisingly often neglected by practitioners and researchers. This may lead to inefficient procedures. Much of the work in this thesis is about finding more effective ways to deal with heteroscedasticity in economic and financial data. Paper I suggest a filter that, unlike the Box-Cox transformation, does not assume that the heteroscedasticity is a power of the expected level of the series. This is achieved by dividing the time series by a movin

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47

Dahl, Jason F. "Time Aliasing Methods of Spectrum Estimation." Diss., CLICK HERE for online access, 2003. http://contentdm.lib.byu.edu/ETD/image/etd157.pdf.

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48

Houlgreave, John A. "Water tree dynamics and their scaling with field and frequency by analysis of time-series population data." Thesis, University of Leicester, 1996. http://hdl.handle.net/2381/34781.

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Water trees are a major form of degradation in solid organic electrical insulation subject to high AC voltages and water. The work is aimed at developing a more rigorous approach to analysing water tree data from ageing experiments on practical insulation geometries. Such data is in the form of tree length distributions and time-increasing tree number densities. Tree inception statistics are directly accessible from the data, but the effects of growth are convolved with those of inception. An approach is developed for analysing the data to quantify aspects of both inception and growth. In part

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49

Foster, Lisa D. "Using Frequency Analysis to Determine Wetland Hydroperiod." Scholar Commons, 2007. http://scholarcommons.usf.edu/etd/3798.

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Wetlands are nominally characterized by, vegetation, presence of saturated soils and/or period and depth of standing water (inundation). Wetland hydroperiod, traditionally defined by the period or duration of inundation, is considered to control the ecological function and resultant plant community. This study seeks to redefine "hydroperiod" to incorporate both surface and subsurface water-level fluctuations, to identify predominant hydroperiod of different wetland types, and to find the range of the water-level fluctuations during the predominant hydroperiod durations. The motivation being th

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50

Hay, John Leslie. "Statistical modelling for non-Gaussian time series data with explanatory variables." Thesis, Queensland University of Technology, 1999.

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