Comparison of non-stationary time series in the frequency domain
نویسندگان
چکیده
منابع مشابه
Comparison of Non-Stationary Time Series in the Frequency Domain
In this paper we compare two non-stationary time series using non-parametric procedures. Evolutionary spectra are estimated for the two series. Randomization tests are performed on groups of spectral estimates for both related and independent time series. Simulation studies show that in certain cases the tests perform reasonably well. The tests are applied to observed geological and financial t...
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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
Stationary and non-stationary time series
Time series analysis is about the study of data collected through time. The field of time series is a vast one that pervades many areas of science and engineering particularly statistics and signal processing: this short article can only be an advertisement. Hence, the first thing to say is that there are several excellent texts on time series analysis. Most statistical books concentrate on sta...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2002
ISSN: 0167-9473
DOI: 10.1016/s0167-9473(01)00100-1