Extremal event graphs: A (stable) tool for analyzing noisy time series data

Extremal Stable Graphs

Extremal P4-stable graphs

Call a graph G k-stable (with respect to some graph H) if, deleting any k edges of G, the remaining graph still contains H as a subgraph. For a fixed H, the minimum number of edges in a k-stable graph is denoted by S(k). We prove general bounds on S(k) and compute the exact value of the function S(k) for H = P4. The main result can be applied to extremal k-edge-hamiltonian hypergraphs.

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 Spectral Visualization System for Analyzing Financial Time Series Data

Visual data analysis of time related data sets has attracted much research interest recently, and a number of sophisticated visualization methods have been proposed in the past. In financial analysis, however, the most important and most common visualization techniques for time series data is the traditional lineor bar chart. Although these are intuitive and make it easy to spot the effect of k...

A Randomness Test for Stable Data

In this paper, we propose a new method for checking randomness of non-Gaussian stable data based on a characterization result. This method is more sensitive with respect to non-random data compared to the well-known non-parametric randomness tests.