Browsing by Subject "Time series analysis"

Now showing items 1-15 of 15

    • Article  

      Aggregation of spectral density estimators 

      Chang, Christopher C.; Politis, Dimitris Nicolas (2014)
      Given stationary time series data, we study the problem of finding the best linear combination of a set of lag window spectral density estimators with respect to the mean squared risk. We present an aggregation procedure ...
    • Article  

      Application of three bivariate time-varying volatility models 

      Vrontos, Ioannis D.; Giakoumatos, Stefanos G.; Dellaportas, Petros; Politis, Dimitris Nicolas (2001)
      The multivariate time-varying volatility models have recently attracted a lot of attention in the statistics/econometrics community. We apply two bivariate ARCH-GARCH models and a bivariate unobserved ARCH model to a series ...
    • Article  

      ARM A Models, Prewhitening, and Minimum Gross Entropy 

      Politis, Dimitris Nicolas (1993)
      The problem of spectral estimation on the basis of observations from a finite stretch of a stationary time series is considered, in connection with knowledge of a prior estimate of the spectral density. In general, the ...
    • Article  

      Clustering of biological time series by cepstral coefficients based distances 

      Savvides, A.; Promponas, Vasilis J.; Fokianos, Konstantinos (2008)
      Clustering of stationary time series has become an important tool in many scientific applications, like medicine, finance, etc. Time series clustering methods are based on the calculation of suitable similarity measures ...
    • Article  

      Evolutionary-fuzzy prediction for strategic ID-QoS: Routing in broadband networks 

      Vasilakos, Athanasios V.; Ricudis, C.; Anagnostakis, Kostas G.; Pedrycz, W.; Pitsillides, Andreas; Gao, X. Z. (2001)
      This article presents an application of evolutionary-fuzzy prediction in interdomain routing of broadband network connections with Quality of Services requirements in the case of an integrated ATM and SDH networking ...
    • Conference Object  

      Evolutionary-fuzzy prediction for strategic QoS routing in broadband networks 

      Vasilakos, Athanasios V.; Ricudis, C.; Anagnostakis, Kostas G.; Pedrycz, W.; Pitsillides, Andreas (IEEE, 1998)
      We present an application of evolutionary-fuzzy prediction in inter-domain routing of broadband network connections with Quality of Services requirements in the case of an integrated ATM and SDH networking architecture. ...
    • Conference Object  

      Frequency-domain characterization of Singular Spectrum Analysis eigenvectors 

      Leles, M. C. R.; Cardoso, A. S. V.; Moreira, M. G.; Guimaraes, H. N.; Silva, C. M.; Pitsillides, Andreas (Institute of Electrical and Electronics Engineers Inc., 2017)
      Singular Spectrum Analysis (SSA) is a nonparametric approach used to decompose a time series into meaningful components, related to trends, oscillations and noise. SSA can be seen as a spectral decomposition, where each ...
    • Article  

      Nonparametric Maximum Entropy 

      Politis, Dimitris Nicolas (1993)
      The standard maximum entropy method of Burg and the resulting autoregressive model has been widely applied for spectrum estimation and prediction. A generalization of the maximum entropy formalism in a nonparametric setting ...
    • Article  

      On comparing several spectral densities 

      Fokianos, Konstantinos; Savvides, A. (2008)
      We investigated the problem of testing equality among spectral densities of several independent stationary processes. Our main methodological contribution is the introduction of a novel semiparametric log-linear model that ...
    • Article  

      On Locally Dyadic Stationary Processes 

      Moysiadis, Theodoros; Fokianos, Konstantinos (2017)
      We introduce the concept of local dyadic stationarity, to account for nonstationary time series, within the framework of Walsh-Fourier analysis. We define and study time-varying, dyadic, autoregressive, moving average ...
    • Article  

      Power divergence family of tests for categorical time series models 

      Fokianos, Konstantinos (2002)
      A fundamental issue that arises after fitting a regression model is that of testing the goodness of the fit. Our work brings together the power divergence family of goodness of fit tests and regression models for categorical ...
    • Article  

      Residual-based block bootstrap for unit root testing 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Residual-based block bootstrap for unit root testingAAA 

      Paparoditis Efstathios, E.; Politis, Dimitris Nicolas (2003)
      A nonparametric, residual-based block boostrap procedure is proposed in the context of testing for integrated (unit root) time series. The resampling procedure is based on weak assumptions on the dependence structure of ...
    • Article  

      Systematic assessment of rigid internal combustion engine dynamic coupling 

      Rideout, D. G.; Stein, J. L.; Louca, Loucas S. (2008)
      Accurate estimation of engine vibrations is essential in the design of new engines, engine mounts, and the vehicle frames to which they are attached. Mount force prediction has traditionally been simplified by assuming ...
    • Article  

      Wavelet analysis and its statistical applications 

      Abramovich, F.; Bailey, T. C.; Sapatinas, Theofanis (2000)
      In recent years there has been a considerable development in the use of wavelet methods in statistics. As a result, we are now at the stage where it is reasonable to consider such methods to be another standard tool of the ...