A nonparametric test for stationarity in functional time series

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

A Test for Non-Stationarity of Time-Series

Testing stationarity of functional time series

Economic and financial data often take the formof a collection of curves observed consecutively over time. Examples include, intraday price curves, yield and term structure curves, and intraday volatility curves. Such curves can be viewed as a time series of functions. A fundamental issue that must be addressed, before an attempt is made to statistically model such data, is whether these curves...

Stationarity in OWD time series

IT is a widely accepted view that Internet tra c and thus the related quantities show long-range dependence (LRD). Besides other features, in practice, this means slowly decaying correlations, often according to some power law: C(τ) ∼ τ−α. Recent results suggest that this phenomenon is valid only on certain time scales, depending on the actual measurement. Stationary periods were detected in va...

Functional Methods for Time Series Prediction: A Nonparametric Approach

The problem of prediction in time series using nonparametric functional techniques is considered. An extension of the local linear method to regression with functional explanatory variable is proposed. This forecasting method is compared with the functional Nadaraya–Watson method and with fi nitedimensional nonparametric predictors for several real-time series. Prediction intervals based on the...