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Dissertations / Theses on the topic 'Time series'

Author: Grafiati

Published: 4 June 2021

Last updated: 25 July 2025

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1

Rajan, Jebu Jacob. "Time series classification." Thesis, University of Cambridge, 1994. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.339538.

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2

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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3

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

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4

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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5

NETO, ANSELMO CHAVES. "BOOTSTRAP IN TIME SERIES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1991. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8324@1.

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O bootstrap de B. Efron, que não poderia ser imaginado sem os computadores de hoje, pode resolver vÃ¡rios problemas livre da suposição de Gaussianidade para os dados. Este trabalho tem o objetivo de apresentar essa técnica computacionalmente intensiva no contexto de Séries temporais - Metodologia Box and Jenkins. Como se sabe essa Metodologia possui alguns resultados assintóticos. Então, na fase da identificação da estrutura do modelo, pode apresentar problemas em regiões do espaço paramétrico aqui determinadas,. O bootstrap é proposto como opção e um estudo de simulação, comparativo,

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6

AGUIAR, JOSE LUIZ DO NASCIMENTO DE. "TIME SERIES SYMILARITY MEASURES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2016. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=27789@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>COORDENAÇÃO DE APERFEIÇOAMENTO DO PESSOAL DE ENSINO SUPERIOR<br>PROGRAMA DE EXCELENCIA ACADEMICA<br>Atualmente, uma tarefa muito importante na mineração de dados é compreender como extrair os dados mais informativos dentre um número muito grande de dados. Uma vez que todos os campos de conhecimento apresentam uma grande quantidade de dados que precisam ser reduzidas até as informações mais representativas, a abordagem das séries temporais é definitivamente um método muito forte para representar e extrair estas informações. No entanto nós pr

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7

Yin, Yong. "Outliers in Time Series /." Connect to resource, 1995. http://rave.ohiolink.edu/etdc/view.cgi?acc%5Fnum=osu1262638388.

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8

Rana, Md Mashud. "Energy time series prediction." Thesis, The University of Sydney, 2014. http://hdl.handle.net/2123/11745.

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Reliable operations and economical utilization of power systems require electricity load forecasting at a wide range of forecasting horizons. The objective of this thesis is two-fold: developing accurate prediction models for electricity load forecasting, and quantifying the load forecasting uncertainty. At first, we consider the task of feature selection for electricity load forecasting. We propose a two-step approach - identifying a set of candidate features based on the data characteristics and then selecting a subset of them using four different methods. We evaluate the performance of th

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9

Grubb, Howard John. "Multivariate time series modelling." Thesis, University of Bath, 1990. https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.280803.

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10

Ahsan, Ramoza. "Time Series Data Analytics." Digital WPI, 2019. https://digitalcommons.wpi.edu/etd-dissertations/529.

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Given the ubiquity of time series data, and the exponential growth of databases, there has recently been an explosion of interest in time series data mining. Finding similar trends and patterns among time series data is critical for many applications ranging from financial planning, weather forecasting, stock analysis to policy making. With time series being high-dimensional objects, detection of similar trends especially at the granularity of subsequences or among time series of different lengths and temporal misalignments incurs prohibitively high computation costs. Finding trend

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11

Milton, Robert. "Time-series in distributed real-time databases." Thesis, University of Skövde, Department of Computer Science, 2003. http://urn.kb.se/resolve?urn=urn:nbn:se:his:diva-827.

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<p>In a distributed real-time environment where it is imperative to make correct decisions it is important to have all facts available to make the most accurate decision in a certain situation. An example of such an environment is an Unmanned Aerial Vehicle (UAV) system where several UAVs cooperate to carry out a certain task and the data recorded is analyzed after the completion of the mission. This project aims to define and implement a time series architecture for use together with a distributed real-time database for the ability to store temporal data. The result from this project is a tim

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12

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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13

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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14

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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15

Cuevas, Tello Juan Carlos. "Estimating time delays between irregularly sampled time series." Thesis, University of Birmingham, 2007. http://etheses.bham.ac.uk//id/eprint/88/.

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The time delay estimation between time series is a real-world problem in gravitational lensing, an area of astrophysics. Lensing is the most direct method of measuring the distribution of matter, which is often dark, and the accurate measurement of time delays set the scale to measure distances over cosmological scales. For our purposes, this means that we have to estimate a time delay between two or more noisy and irregularly sampled time series. Estimations have been made using statistical methods in the astrophysics literature, such as interpolation, dispersion analysis, discrete correlatio

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16

Xu, Mengyuan Tracy. "Filtering non-stationary time series by time deformation." Ann Arbor, Mich. : ProQuest, 2008. 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:3309151.

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Thesis (Ph.D. in Statistical Science)--S.M.U.<br>Title from PDF title page (viewed Mar. 16, 2009). Source: Dissertation Abstracts International, Volume: 69-04, Section: B, page: 2402. Advisers: Wayne A. Woodward; Henry L. Gray. Includes bibliographical references.

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17

Saffell, Matthew John. "Knowledge discovery for time series /." Full text open access at:, 2005. http://content.ohsu.edu/u?/etd,247.

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18

Rekdal, Espen Ekornes. "Metric Indexing in Time Series." Thesis, Norwegian University of Science and Technology, Department of Computer and Information Science, 2008. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-10487.

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19

Andreassen, Børge Solli. "Wavelets and irregular time series." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for matematiske fag, 2012. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-19011.

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In this thesis we study time series containing pressure measurements from a three phase flow pipeline at the Ekofisk oil field. The pipeline transports a mixture of oil, water and gas from $15$ wells for approximately 2.5km to a production facility. Our aim is to develop techniques that allow the selection and (to some extent) prediction of "non-standard" behavior in the system (sharp pressure changes and other type of instabilities). To advice this aim we perform a scalewise decomposition of the input signal/time series and investigate the behavior of each scale separately. We intr

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20

Matus, Castillejos Abel, and n/a. "Management of Time Series Data." University of Canberra. Information Sciences & Engineering, 2006. http://erl.canberra.edu.au./public/adt-AUC20070111.095300.

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Every day large volumes of data are collected in the form of time series. Time series are collections of events or observations, predominantly numeric in nature, sequentially recorded on a regular or irregular time basis. Time series are becoming increasingly important in nearly every organisation and industry, including banking, finance, telecommunication, and transportation. Banking institutions, for instance, rely on the analysis of time series for forecasting economic indices, elaborating financial market models, and registering international trade operations. More and more time series are

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21

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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22

Pawson, Ian Alexander. "Characterization of chaotic time series." Thesis, Imperial College London, 2004. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.406744.

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23

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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24

Yildirim, Dilem. "Modelling Nonlinear Nonstationary Time Series." Thesis, University of Manchester, 2009. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.502993.

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25

Ruiz, Ortega Esther. "Heteroscedasticity in financial time series." Thesis, London School of Economics and Political Science (University of London), 1992. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.308386.

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This thesis deals with two different topics, both related to modelling time-varying variances in high frequency financial time series. The first topic concerns the estimation of unobserved component models with autoregressive conditional heteroscedastic (ARCH) effects. The second topic concerns the quasi-maximum likelihood estimation of stochastic variance processes. These are an alternative to ARCH processes for modelling conditionally heteroscedastic time series. The motivation of the work is based on the increasing interest in the financial area in modelling volatility. In financial markets

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26

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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27

Chinipardaz, Rahim. "Discrimination of time series data." Thesis, University of Newcastle Upon Tyne, 1996. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.481472.

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28

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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29

AZEVEDO, RONALDO. "GRANGER CAUSALITY IN TIME SERIES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 1991. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=8782@1.

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REDE FERROVIÁRIA FEDERAL SA<br>Neste trabalho fazemos uma revisita Ã causalidade no sentido de Granger aplicada Ã s SÃ©ries Temporais bivariadas no domÃnio do tempo e da freqÃ¼Ãªncia. Um programa computacional foi escrito usando a linguagem Pascal para, testando casos reais e simulados, construir modelos de causalidade/feedback, que sÃ£o entÃ£o analisados no ambiente espectral, com Ãªnfase maior Ã discussÃ£o da coerÃªncia e da fase de causalidade.<br>In this work causality in the sense defined by Granger is revisited. Applications to bivariante temporal systems in time domain and

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30

VALENTIM, CAIO DIAS. "DATA STRUCTURES FOR TIME SERIES." PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO, 2012. http://www.maxwell.vrac.puc-rio.br/Busca_etds.php?strSecao=resultado&nrSeq=21522@1.

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PONTIFÍCIA UNIVERSIDADE CATÓLICA DO RIO DE JANEIRO<br>CONSELHO NACIONAL DE DESENVOLVIMENTO CIENTÍFICO E TECNOLÓGICO<br>Séries temporais são ferramentas importantes para análise de eventos que ocorrem em diferentes domínios do conhecimento humano, como medicina, física, meteorologia e finanças. Uma tarefa comum na análise de séries temporais é a busca por eventos pouco frequentes que refletem fatos de interesse sobre o domínio de origem da série. Neste trabalho, buscamos desenvolver técnicas para detecção de eventos raros em séries temporais. Formalmente, uma série temporal A igual a (a1, a2,..

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31

Buonocore, Riccardo Junior. "Complexity in financial time-series." Thesis, King's College London (University of London), 2018. https://kclpure.kcl.ac.uk/portal/en/theses/complexity-in-financial-timeseries(7c54cd37-fd3a-475b-83c1-539a55b4e3f9).html.

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Many aspects contribute to make financial markets one of the most challenging system to understand. The aim of this thesis is to study some aspects of their complexity by focusing on univariate e multivariate properties of log-returns time-series, namely multifractality and cross-dependence. In this thesis, we started by performing a thorough analysis of the scaling properties of synthetic time-series with different known scaling properties. This enabled us to do two things: find the presence of a strong bias in the estimation of the scaling exponents, and interpret measurement on real data wh

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32

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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33

Lee, Seonhwi. "Essays in financial time series." Thesis, University of Exeter, 2015. http://hdl.handle.net/10871/18569.

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This thesis consists of three essays on topics in financial time series with particular emphases on specification testing, structural breaks and long memory. The first essay develops an asymptotically valid specification testing framework for the Realised GARCH model of Hansen et al. (2012). The misspecification tests account for the joint dependence between return and the realised measure of volatility and thus extend the existing literature for testing the adequacy of GARCH models. The testing procedure is constructed based on the conditional moment principle and the first-order asymptotic t

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34

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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35

Djennad, Abdelmadjid. "Generalized structural time series model." Thesis, London Metropolitan University, 2014. http://repository.londonmet.ac.uk/672/.

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new class of univariate time series models is developed, the Generalized Structural (GEST) time series model. The GEST model extends Gaussian structural time series models by allowing the distribution of the dependent variable to come from any parametric distribution, including highly skew and=or kurtotic distributions. Furthermore, the GEST model expands the systematic part of time series models to allow the explicit modelling of any or all of the distribution parameters as structural terms and (smoothed) functions of independent variables. The proposed GEST model primarily addresses the diff

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36

Barsk, Viktor. "Time Series Search Using Traits." Thesis, Umeå universitet, Institutionen för datavetenskap, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-128580.

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Time series data occurs in many real world applications. For examplea system might have a database with a large number of time series, and a user could have a query like Find all stocks tha tbehave ”similarly” to stock A. The meaning of ”similarly” can vary between different users, use cases and domains. The goal of this thesis is to develop a method for time series search that can search based on domain specific patterns. We call these domain specific patterns traits. We have chosen to apply a trait based approach on top of a interest point based search method. First the search is conducted u

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37

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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Sakarya, Neslihan. "Essays in time series econometrics." The Ohio State University, 2017. http://rave.ohiolink.edu/etdc/view?acc_num=osu149187075883834.

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39

Matam, Basava R. "Watermarking biomedical time series data." Thesis, Aston University, 2009. http://publications.aston.ac.uk/15351/.

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This thesis addresses the problem of information hiding in low dimensional digital data focussing on issues of privacy and security in Electronic Patient Health Records (EPHRs). The thesis proposes a new security protocol based on data hiding techniques for EPHRs. This thesis contends that embedding of sensitive patient information inside the EPHR is the most appropriate solution currently available to resolve the issues of security in EPHRs. Watermarking techniques are applied to one-dimensional time series data such as the electroencephalogram (EEG) to show that they add a level of confidenc

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Azevedo, Joao Vale E. "Essays in time series econometrics /." May be available electronically:, 2007. http://proquest.umi.com/login?COPT=REJTPTU1MTUmSU5UPTAmVkVSPTI=&clientId=12498.

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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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42

Cassisi, Carmelo. "Geophysical time series data mining." Doctoral thesis, Università di Catania, 2013. http://hdl.handle.net/10761/1366.

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The process of automatic extraction, recognition, description and classification of patterns from huge amount of data plays an important role in modern volcano monitoring techniques. In particular, the ability of certain systems to recognize different volcano status can help the researchers to better understand the complex dynamics underlying the geophysical system. The geophysical data are automatically measured and recorded by geophysical instruments. Their interpretation is very important for the investigation of earth s behavior. The fundamental task of volcano monitoring is to follow volc

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Combettes, Sylvain. "Symbolic representations of time series." Electronic Thesis or Diss., université Paris-Saclay, 2024. http://www.theses.fr/2024UPASM002.

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Les objectifs de cette thèse sont de définir de nouvelles représentations symboliques et des mesures de distance adaptées aux séries temporelles pouvant être multivariées et non-stationnaires. De plus, elles doivent préserver l'information temporelle, être interprétables et rapides à calculer. Nous passons en revue les représentations symboliques de séries temporelles, ainsi que les mesures de distance sur séries temporelles, chaînes de caractères et séquences symboliques (qui résultent d'un processus de symbolisation).Nous proposons deux contributions: ASTRIDE pour un ensemble de séries tempo

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Kim, Doo Young. "Statistical Modeling of Carbon Dioxide and Cluster Analysis of Time Dependent Information: Lag Target Time Series Clustering, Multi-Factor Time Series Clustering, and Multi-Level Time Series Clustering." Scholar Commons, 2016. http://scholarcommons.usf.edu/etd/6277.

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The current study consists of three major parts. Statistical modeling, the connection between statistical modeling and cluster analysis, and proposing new methods to cluster time dependent information. First, we perform a statistical modeling of the Carbon Dioxide (CO2) emission in South Korea in order to identify the attributable variables including interaction effects. One of the hot issues in the earth in 21st century is Global warming which is caused by the marriage between atmospheric temperature and CO2 in the atmosphere. When we confront this global problem, we first need to verify what

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45

Qiang, Fu. "Bayesian multivariate time series models for forecasting European macroeconomic series." Thesis, University of Hull, 2000. http://hydra.hull.ac.uk/resources/hull:8068.

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Research on and debate about 'wise use' of explicitly Bayesian forecasting procedures has been widespread and often heated. This situation has come about partly in response to the dissatisfaction with the poor forecasting performance of conventional methods and partly in view of the development of computational capacity and macro-data availability. Experience with Bayesian econometric forecasting schemes is still rather limited, but it seems to be an attractive alternative to subjectively adjusted statistical models [see, for example, Phillips (1995a), Todd (1984) and West & Harrison (1989)].

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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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47

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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48

Mercurio, Danilo. "Adaptive estimation for financial time series." Doctoral thesis, [S.l. : s.n.], 2004. http://deposit.ddb.de/cgi-bin/dokserv?idn=972597263.

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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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50

Sjolander, Morne Rowan. "Time series models for paired comparisons." Thesis, Nelson Mandela Metropolitan University, 2011. http://hdl.handle.net/10948/d1012858.

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The method of paired comparisons is seen as a technique used to rank a set of objects with respect to an abstract or immeasurable property. To do this, the objects get to be compared two at a time. The results are input into a model, resulting in numbers known as weights being assigned to the objects. The weights are then used to rank the objects. The method of paired comparisons was first used for psychometric investigations. Various other applications of the method are also present, for example economic applications, and applications in sports statistics. This study involves taking paired co

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