[go: up one dir, main page]

Ding et al., 2025 - Google Patents

On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference

Ding et al., 2025

View HTML
Document ID
7499428494991549337
Author
Ding X
Zhou Z
Publication year
Publication venue
Biometrika

External Links

Snippet

For stationary time series, it is common to use plots of the partial autocorrelation function (PACF) or PACF-based tests to explore the temporal dependence structure of the process. To the best of our knowledge, analogues for nonstationary time series have not yet been …
Continue reading at academic.oup.com (HTML) (other versions)

Classifications

    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/50—Computer-aided design
    • G06F17/5009—Computer-aided design using simulation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/11—Complex mathematical operations for solving equations, e.g. nonlinear equations, general mathematical optimization problems
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/10—Complex mathematical operations
    • G06F17/18—Complex mathematical operations for evaluating statistical data, e.g. average values, frequency distributions, probability functions, regression analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q10/00—Administration; Management
    • G06Q10/06—Resources, workflows, human or project management, e.g. organising, planning, scheduling or allocating time, human or machine resources; Enterprise planning; Organisational models
    • G06Q10/063—Operations research or analysis
    • G06Q10/0639—Performance analysis
    • G06Q10/06393—Score-carding, benchmarking or key performance indicator [KPI] analysis
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F17/00—Digital computing or data processing equipment or methods, specially adapted for specific functions
    • G06F17/30—Information retrieval; Database structures therefor; File system structures therefor
    • G06F17/30861—Retrieval from the Internet, e.g. browsers
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q30/00—Commerce, e.g. shopping or e-commerce
    • G06Q30/02—Marketing, e.g. market research and analysis, surveying, promotions, advertising, buyer profiling, customer management or rewards; Price estimation or determination
    • G06Q30/0202—Market predictions or demand forecasting
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F11/00—Error detection; Error correction; Monitoring
    • G06F11/30—Monitoring
    • G06F11/34—Recording or statistical evaluation of computer activity, e.g. of down time, of input/output operation; Recording or statistical evaluation of user activity, e.g. usability assessment
    • G06F11/3457—Performance evaluation by simulation
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N99/00—Subject matter not provided for in other groups of this subclass
    • G06N99/005—Learning machines, i.e. computer in which a programme is changed according to experience gained by the machine itself during a complete run
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/08—Insurance, e.g. risk analysis or pensions
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06Q—DATA PROCESSING SYSTEMS OR METHODS, SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES; SYSTEMS OR METHODS SPECIALLY ADAPTED FOR ADMINISTRATIVE, COMMERCIAL, FINANCIAL, MANAGERIAL, SUPERVISORY OR FORECASTING PURPOSES, NOT OTHERWISE PROVIDED FOR
    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
    • G06Q40/02—Banking, e.g. interest calculation, credit approval, mortgages, home banking or on-line banking
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06F—ELECTRICAL DIGITAL DATA PROCESSING
    • G06F7/00—Methods or arrangements for processing data by operating upon the order or content of the data handled
    • G—PHYSICS
    • G06—COMPUTING; CALCULATING; COUNTING
    • G06N—COMPUTER SYSTEMS BASED ON SPECIFIC COMPUTATIONAL MODELS
    • G06N5/00—Computer systems utilising knowledge based models

Similar Documents

Publication Publication Date Title
Clark et al. The abuse of popular performance metrics in hydrologic modeling
US20250068944A1 (en) Training or using sets of explainable machine-learning modeling algorithms for predicting timing of events
US11816120B2 (en) Extracting seasonal, level, and spike components from a time series of metrics data
Bodenham et al. A comparison of efficient approximations for a weighted sum of chi-squared random variables
US11861464B2 (en) Graph data structure for using inter-feature dependencies in machine-learning
Singh et al. Soft computing model coupled with statistical models to estimate future of stock market
US11204851B1 (en) Real-time data quality analysis
Seo et al. On the value of outlier elimination on software effort estimation research
Florens et al. Bayesian encompassing specification tests of a parametric model against a nonparametric alternative
Fokianos et al. Consistent testing for pairwise dependence in time series
US20090024407A1 (en) Indicating which of forecasting models at different aggregation levels has a better forecast quality
Ding et al. On the partial autocorrelation function for locally stationary time series: characterization, estimation and inference
JP7253324B2 (en) Causal relationship learning device, causal relationship estimating device, causal relationship learning method, causal relationship estimating method and program
US20210034712A1 (en) Diagnostics framework for large scale hierarchical time-series forecasting models
EP4425335A2 (en) Time series forecasting of application monitoring data and observability data by quantile regression
Bibi et al. Markov-switching BILINEAR− GARCH models: Structure and estimation
Cousin et al. An extension of Davis and Lo's contagion model
Bornn et al. An efficient computational approach for prior sensitivity analysis and cross‐validation
Pumi et al. Unit-Weibull autoregressive moving average models
Jochmann What belongs where? Variable selection for zero-inflated count models with an application to the demand for health care
Mahdi Portmanteau test statistics for seasonal serial correlation in time series models
Temnov et al. A comparison of loss aggregation methods for operational risk.
Gourieroux et al. Nonparametric estimation of a scalar diffusion model from discrete time data: a survey
Zhou Inference for non‐stationary time‐series autoregression
Gryvill et al. Ensemble Kalman filter with precision localization: H. Gryvill, H. Tjelmeland