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Готові списки джерел за темами / Time-series analysis – Mathematical models / Дисертації

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Дисертації з теми "Time-series analysis – Mathematical models"

Автор: Grafiati

Опубліковано: 4 червня 2021

Оновлено: 31 січня 2023

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1

黃鎮山 and Chun-shan Wong. "Statistical inference for some nonlinear time series models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31239444.

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2

Wong, Chun-shan. "Statistical inference for some nonlinear time series models /." Hong Kong : University of Hong Kong, 1998. http://sunzi.lib.hku.hk/hkuto/record.jsp?B20715316.

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3

Cheung, King Chau. "Modelling multiple time series with missing observations." Thesis, Canberra, ACT : The Australian National University, 1993. http://hdl.handle.net/1885/133887.

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Анотація:

This thesis introduces an approach to the state space modelling of time series that may possess missing observations. The procedure starts by estimating the autocovariance sequence using an idea proposed by Parzen(1963) and Stoffer(1986). Successive Hankel matrices are obtained via Autoregressive approximations. The rank of the Hankel matrix is determined by a singular value decomposition in conjunction with an appropriate model selection criterion . An in tern ally balanced state space realisation of the selected Hankel matrix provides initial estimate for maximum likelihood estimati

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4

Jin, Shusong, and 金曙松. "Nonlinear time series modeling with application to finance and other fields." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B3199605X.

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5

Chan, Yin-ting, and 陳燕婷. "Topics on actuarial applications of non-linear time series models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B32002099.

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6

Lin, Zhongli, and 林中立. "On the statistical inference of some nonlinear time series models." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2009. http://hub.hku.hk/bib/B43757625.

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7

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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8

Kilminster, Devin. "Modelling dynamical systems via behaviour criteria." University of Western Australia. Dept. of Mathematics and Statistics, 2002. http://theses.library.uwa.edu.au/adt-WU2003.0029.

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Анотація:

An important part of the study of dynamical systems is the fitting of models to time-series data. That is, given the data, a series of observations taken from a (not fully understood) system of interest, we would like to specify a model, a mathematical system which generates a sequence of “simulated” observations. Our aim is to obtain a “good” model — one that is in agreement with the data. We would like this agreement to be quantitative — not merely qualitative. The major subject of this thesis is the question of what good quantitative agreement means. Most approaches to this question could b

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9

Thyer, Mark Andrew. "Modelling long-term persistence in hydrological time series." Diss., 2000, 2000. http://www.newcastle.edu.au/services/library/adt/public/adt-NNCU20020531.035349/index.html.

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10

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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11

Kwan, Chun-kit, and 關進傑. "Statistical inference for some financial time series models with conditional heteroscedasticity." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B39794027.

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12

Shah, Nauman. "Statistical dynamical models of multivariate financial time series." Thesis, University of Oxford, 2013. http://ora.ox.ac.uk/objects/uuid:428015e6-8a52-404e-9934-0545c80da4e1.

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Анотація:

The last few years have witnessed an exponential increase in the availability and use of financial market data, which is sampled at increasingly high frequencies. Extracting useful information about the dependency structure of a system from these multivariate data streams has numerous practical applications and can aid in improving our understanding of the driving forces in the global financial markets. These large and noisy data sets are highly non-Gaussian in nature and require the use of efficient and accurate interaction measurement approaches for their analysis in a real-time environment.

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13

Gurung, Ai Bahadur. "Analysis and prediction of hydrometeorological time series by dynamical system approach." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31240203.

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14

Lu, Zhen Cang. "Price forecasting models in online flower shop implementation." Thesis, University of Macau, 2017. http://umaclib3.umac.mo/record=b3691395.

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15

Cheng, Xixin, and 程細辛. "Mixture time series models and their applications in volatility estimation and statistical arbitrage trading." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40988053.

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16

Fok, Carlotta Ching Ting 1973. "Approximating periodic and non-periodic trends in time-series data." Thesis, McGill University, 2002. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=79765.

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Time-series data that reflect a periodic pattern are often used in psychology. In personality psychology, Brown and Moskowitz (1998) used spectral analysis to study whether fluctuations in the expression of four interpersonal behaviors show a cyclical pattern. Spline smoothing had also been used in the past to track the non-periodic trend, but no research has yet been done that combines spectral analysis and spline smoothing. The present thesis describes a new model which combines these two techniques to capture both periodic and non-periodic trends in the data.<br>The new model is then

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17

Barbosa, Emanuel Pimentel. "Dynamic Bayesian models for vector time series analysis & forecasting." Thesis, University of Warwick, 1989. http://wrap.warwick.ac.uk/34817/.

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This thesis considers the Bayesian analysis of general multivariate DLM's (Dynamic Linear Models) for vector time series forecasting where the observational variance matrices are unknown. This extends considerably some previous work based on conjugate analysis for a special sub—class of vector DLM's where all marginal univariate models follow the same structure. The new methods developed in this thesis, are shown to have a better performance than other competing approaches to vector DLM analysis, as for instance, the one based on the Student t filter. Practical aspects of implementation of the

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18

Yan, Ka-lok, and 忻嘉樂. "Time series regression modelling of air quality data in Hong Kong." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1994. http://hub.hku.hk/bib/B31252990.

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19

Nakamura, Tomomichi. "Modelling nonlinear time series using selection methods and information criteria." University of Western Australia. School of Mathematics and Statistics, 2004. http://theses.library.uwa.edu.au/adt-WU2004.0085.

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[Truncated abstract] Time series of natural phenomena usually show irregular fluctuations. Often we want to know the underlying system and to predict future phenomena. An effective way of tackling this task is by time series modelling. Originally, linear time series models were used. As it became apparent that nonlinear systems abound in nature, modelling techniques that take into account nonlinearity in time series were developed. A particularly convenient and general class of nonlinear models is the pseudolinear models, which are linear combinations of nonlinear functions. These models can

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20

Maharesi, Retno. "Modelling time series using time varying coefficient autoregressive models : with application to several data sets." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 1994. https://ro.ecu.edu.au/theses/1099.

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In this thesis the state space approach and the Kalman recursions are used for modelling univariate time series data. The models that are examined in this thesis are time varying Coefficient Autoregressive models, which can be represented in state space form. The coefficients are assumed to change according to a stationary process, a non-stationary process or a random process. In order to be able to estimate these changing unknown coefficients, they will be treated as state variables and the equation describing the changes of the state variables will be given by the state equation. The model c

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21

McCloud, Nadine. "Model misspecification theory and applications /." Diss., Online access via UMI:, 2008.

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22

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

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23

Aboagye-Sarfo, Patrick. "Time series analysis of HIV incidence cases in Ghana : trends, predictions and impact of interventions." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2009. https://ro.ecu.edu.au/theses/1889.

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The HIV/AIDS epidemic is one of the world’s leading causes of death, particularly in sub-Saharan African nations like Ghana, and threatens socio-economic development in many developing countries. In this thesis Ghanaian HIV data, comprising monthly number of serologically confirmed reported new HIV cases since 1996, was subdivided into northern and southern sectors based on the geographical location of the ten administrative regions. Potential bias in the collection is considered given the strategic location of the two specialist teaching hospital, one in each sector, which receive referrals f

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24

Button, Peter. "Models for ocean waves." Master's thesis, University of Cape Town, 1988. http://hdl.handle.net/11427/14299.

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Анотація:

Includes bibliography.<br>Ocean waves represent an important design factor in many coastal engineering applications. Although extreme wave height is usually considered the single most important of these factors there are other important aspects that require consideration. These include the probability distribution of wave heights, the seasonal variation and the persistence, or duration, of calm and storm periods. If one is primarily interested in extreme wave height then it is possible to restrict one's attention to events which are sufficiently separated in time to be effectively independentl

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25

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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26

Van, Zyl Verena Helen. "Searching for histogram patterns due to macroscopic fluctuations in financial time series." Thesis, Stellenbosch : University of Stellenbosch, 2007. http://hdl.handle.net/10019.1/3078.

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Thesis (MComm (Business Management))--University of Stellenbosch, 2007.<br>ENGLISH ABSTRACT: his study aims to investigate whether the phenomena found by Shnoll et al. when applying histogram pattern analysis techniques to stochastic processes from chemistry and physics are also present in financial time series, particularly exchange rate and index data. The phenomena are related to fine structure of non-smoothed frequency distributions drawn from statistically insufficient samples of changes and their patterns in time. Shnoll et al. use the notion of macroscopic fluctuations to explain t

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27

Farag, Saarah A. "A comparison of advanced time series models for environmental dependent stock recruitment of the western rock lobster." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 1998. https://ro.ecu.edu.au/theses/997.

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Time series models have been applied in many areas including economics, stuck recruitment and the environment. Most environmental time series involve highly correlated dependent variables, which makes it difficult to apply conventional regression analysis, Traditionally, regression analysis has been applied to the environmental dependent stock and recruitment relationships for crustacean species in Western Australian fisheries. Alternative models, such as transfer function models and state space models have the potential to provide unproved forecasts for these types of data sets. This disserta

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28

Zhu, Jia Jun. "A language for financial chart patterns and template-based pattern classification." Thesis, University of Macau, 2018. http://umaclib3.umac.mo/record=b3950603.

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29

Al, zghool Raed Ahmad Hasan. "Estimation for state space models quasi-likelihood and asymptotic quasi-likelihood approaches /." Access electronically, 2008. http://ro.uow.edu.au/theses/91.

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30

Chong, Siu-yung. "Comparison of estimates of autoregressive models with superimposed errors." Hong Kong : University of Hong Kong, 2001. http://sunzi.lib.hku.hk/hkuto/record.jsp?B22752997.

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31

莊少容 and Siu-yung Chong. "Comparison of estimates of autoregressive models with superimposed errors." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2001. http://hub.hku.hk/bib/B31224246.

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32

YU, CHUNG-CHYI. "FINITE-ELEMENT ANALYSIS OF TIME-DEPENDENT CONVECTION DIFFUSION EQUATIONS (PETROV-GALERKIN)." Diss., The University of Arizona, 1986. http://hdl.handle.net/10150/183930.

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Petrov-Galerkin finite element methods based on time-space elements are developed for the time-dependent multi-dimensional linear convection-diffusion equation. The methods introduce two parameters in conjunction with perturbed weighting functions. These parameters are determined locally using truncation error analysis techniques. In the one-dimensional case, the new algorithms are thoroughly analyzed for convergence and stability properties. Numerical schemes that are second order in time, third order in space and stable when the Courant number is less than or equal to one are produced. Exten

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33

Kohers, Gerald. "The use of neural networks in the combining of time series forecasts with differential penalty costs." Diss., Virginia Tech, 1993. http://hdl.handle.net/10919/40086.

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Анотація:

The need for accurate forecasting and its potential benefits are well established in the literature. Virtually all individuals and organizations have at one time or another made decisions based on forecasts of future events. This widespread need for accurate predictions has resulted in considerable growth in the science of forecasting. To a large degree, practitioners are heavily dependent on academicians for generating new and improved forecasting techniques. In response to an increasingly dynamic environment, diverse and complex forecasting methods have been proposed to more accurately pred

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34

Guo, Zigang, and 郭自剛. "Optimization of stochastic vehicle routing with soft time windows." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2006. http://hub.hku.hk/bib/B36758255.

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35

Wang, Xiang, and 王翔. "Model order reduction of time-delay systems with variational analysis." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2011. http://hub.hku.hk/bib/B46604236.

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36

Srisurichan, Sukanlaya. "Time series modelling of the environmental factors affecting the daily catch rate of western rock lobster." Thesis, Edith Cowan University, Research Online, Perth, Western Australia, 2001. https://ro.ecu.edu.au/theses/1511.

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Анотація:

The western rock lobster fishery is one of the most significant and valuable single species fisheries in Australia and in the world. It generates a gross commercial value of $200-300 million dollars per year for the economy of Western Australia. The impact of environmental factors on the daily catch rate of the western rock lobster is of particular interest to the W.A. Marine Research Laboratories, at the Ministry of Fisheries, Western Australia. Considerable time and effort has been invested into building and developing suitable models to measure such impact on this fishery. While past resear

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37

Lowry, Matthew C. "A new approach to the train algorithm for distributed garbage collection." Title page, table of contents and abstract only, 2004. http://hdl.handle.net/2440/37710.

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This thesis describes a new approach to achieving high quality distributed garbage collection using the Train Algorithm. This algorithm has been investigated for its ability to provide high quality collection in a variety of contexts, including persistent object systems and distributed object systems. Prior literature on the distributed Train Algorithm suggests that safe, complete, asynchronous, and scalable collection can be attained, however an approach that achieves this combination of behaviour has yet to emerge. The mechanisms and policies described in this thesis are unique in their abil

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38

洪觀宇 and Roy Hung. "Time domain analysis and synthesis of cello tones based on perceptual quality and playing gestures." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 1998. http://hub.hku.hk/bib/B31215348.

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39

Torku, Thomas K. "Takens Theorem with Singular Spectrum Analysis Applied to Noisy Time Series." Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etd/3013.

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Анотація:

The evolution of big data has led to financial time series becoming increasingly complex, noisy, non-stationary and nonlinear. Takens theorem can be used to analyze and forecast nonlinear time series, but even small amounts of noise can hopelessly corrupt a Takens approach. In contrast, Singular Spectrum Analysis is an excellent tool for both forecasting and noise reduction. Fortunately, it is possible to combine the Takens approach with Singular Spectrum analysis (SSA), and in fact, estimation of key parameters in Takens theorem is performed with Singular Spectrum Analysis. In this thesis, we

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40

Zhang, You-Kuan. "A quasilinear theory of time-dependent nonlocal dispersion in geologic media." Diss., The University of Arizona, 1990. http://hdl.handle.net/10150/185039.

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A theory is presented which accounts for a particular aspect of nonlinearity caused by the deviation of plume "particles" from their mean trajectory in three-dimensional, statistically homogeneous but anisotropic porous media under an exponential covariance of log hydraulic conductivities. Quasilinear expressions for the time-dependent nonlocal dispersivity and spatial covariance tensors of ensemble mean concentration are derived, as a function of time, variance σᵧ² of log hydraulic conductivity, degree of anisotropy, and flow direction. One important difference between existing linear theorie

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41

Lu, Jin 1959. "Degradation processes and related reliability models." Thesis, McGill University, 1995. http://digitool.Library.McGill.CA:80/R/?func=dbin-jump-full&object_id=39952.

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Reliability characteristics of new devices are usually demonstrated by life testing. When lifetime data are sparse, as is often the case with highly reliable devices, expensive devices, and devices for which accelerated life testing is not feasible, reliability models that are based on a combination of degradation and lifetime data represent an important practical approach. This thesis presents reliability models based on the combination of degradation and lifetime data or degradation data alone, with and without the presence of covariates. Statistical inference methods associated with the mod

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42

Rasoul, Ryan. "Comparison of Forecasting Models Used by The Swedish Social Insurance Agency." Thesis, Mälardalens högskola, Akademin för utbildning, kultur och kommunikation, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:mdh:diva-49107.

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We will compare two different forecasting models with the forecasting model that was used in March 2014 by The Swedish Social Insurance Agency ("Försäkringskassan" in Swedish or "FK") in this degree project. The models are used for forecasting the number of cases. The two models that will be compared with the model used by FK are the Seasonal Exponential Smoothing model (SES) and Auto-Regressive Integrated Moving Average (ARIMA) model. The models will be used to predict case volumes for two types of benefits: General Child Allowance “Barnbidrag” or (BB_ABB), and Pregnancy Benefit “Graviditetsp

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43

Imam, Bisher 1960. "Evaluation of disaggregation model in arid land stream flow generation." Thesis, The University of Arizona, 1989. http://hdl.handle.net/10150/277033.

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Анотація:

A Disaggregation model was tested for arid land stream flow generating. The test was performed on data from Black River, near Fort Apache, Arizona. The model was tested in terms of preserving the relevant historical statistics on both monthly and daily levels, the monthly time series were disaggregated to a random observation of their daily components and the daily components were then reaggregated to yield monthly values. A computer model (DSGN) was developed to perform the model implementation. The model was written and executed on the Macintosh plus personal computer Data from two months we

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44

Alj, Abdelkamel. "Contribution to the estimation of VARMA models with time-dependent coefficients." Doctoral thesis, Universite Libre de Bruxelles, 2012. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209651.

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Анотація:

Dans cette thèse, nous étudions l’estimation de modèles autorégressif-moyenne mobile<p>vectoriels ou VARMA, `a coefficients dépendant du temps, et avec une matrice de covariance<p>des innovations dépendant du temps. Ces modèles sont appel´es tdVARMA. Les éléments<p>des matrices des coefficients et de la matrice de covariance sont des fonctions déterministes<p>du temps dépendant d’un petit nombre de paramètres. Une première partie de la thèse<p>est consacrée à l’étude des propriétés asymptotiques de l’estimateur du quasi-maximum<p>de vraisemblance gaussienne. La convergence presque sûre et la n

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45

Shi, Zhenwu. "Non-worst-case response time analysis for real-time systems design." Diss., Georgia Institute of Technology, 2014. http://hdl.handle.net/1853/51827.

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Анотація:

A real-time system is a system such that the correctness of operations depends not only on the logical results, but also on the time at which these results are available. A fundamental problem in designing real-time systems is to analyze response time of operations, which is defined as the time elapsed from the moment when the operation is requested to the moment when the operation is completed. Response time analysis is challenging due to the complex dynamics among operations. A common technique is to study response time under worst-case scenario. However, using worst-case response time may l

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46

Casas, Villalba Isabel. "Statistical inference in continuous-time models with short-range and/or long-range dependence." University of Western Australia. School of Mathematics and Statistics, 2006. http://theses.library.uwa.edu.au/adt-WU2006.0133.

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The aim of this thesis is to estimate the volatility function of continuoustime stochastic models. The estimation of the volatility of the following wellknown international stock market indexes is presented as an application: Dow Jones Industrial Average, Standard and Poor’s 500, NIKKEI 225, CAC 40, DAX 30, FTSE 100 and IBEX 35. This estimation is studied from two different perspectives: a) assuming that the volatility of the stock market indexes displays shortrange dependence (SRD), and b) extending the previous model for processes with longrange dependence (LRD), intermediaterange dependence

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47

張立茜 and Liqian Zhang. "Optimal H2 model reduction for dynamic systems." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2000. http://hub.hku.hk/bib/B31241372.

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48

Li, Lok-man Jennifer, and 李諾文. "Schedule delay of work trips in Hong Kong: anempirical analysis." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2008. http://hub.hku.hk/bib/B40988041.

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49

Britton, Matthew Scott. "Stochastic task scheduling in time-critical information delivery systems." Title page, contents and abstract only, 2003. http://web4.library.adelaide.edu.au/theses/09PH/09phb8629.pdf.

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"January 2003" Includes bibliographical references (leaves 120-129) Presents performance analyses of dynamic, stochastic task scheduling policies for a real- time-communications system where tasks lose value as they are delayed in the system.

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Gao, Wenzhong. "New methodology for power system modeling and its application in machine modeling and simulation." Diss., Georgia Institute of Technology, 2002. http://hdl.handle.net/1853/14732.

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