Linear relations in time series models. I

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Which Methodology is Better for Combining Linear and Nonlinear Models for Time Series Forecasting?

Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...

متن کامل

Warped-Linear Models for Time Series Classification

This article proposes and studies warped-linear models for time series classification. The proposed models are time-warp invariant analogues of linear models. Their construction is in line with time series averaging and extensions of k-means and learning vector quantization to dynamic time warping (DTW) spaces. The main theoretical result is that warped-linear models correspond to polyhedral cl...

متن کامل

Recurrent SOM with local linear models in time series prediction

Recurrent Self Organizing Map RSOM is studied in three di erent time series prediction cases RSOM is used to cluster the series into local data sets for which corresponding local linear models are estimated RSOM includes recurrent di erence vector in each unit which allows storing con text from the past input vectors Multilayer perceptron MLP network and autoregressive AR model are used to comp...

متن کامل

Linear time series models for term weighting in information retrieval

Common measures of term importance in information retrieval (IR) rely on counts of term frequency; rare terms receive higher weight in document ranking than common terms receive. However, realistic scenarios yield additional information about terms in a collection. Of interest in this paper is the temporal behavior of terms as a collection changes over time. We propose capturing each term’s col...

متن کامل

Time Series Forecasting of Hourly PM10 Using Localized Linear Models

The present paper discusses the application of localized linear models for the prediction of hourly PM10 concentration values. The advantages of the proposed approach lies in the clustering of the data based on a common property and the utilization of the target variable during this process, which enables the development of more coherent models. Two alternative localized linear modelling approa...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of Multivariate Analysis

سال: 1976

ISSN: 0047-259X

DOI: 10.1016/0047-259x(76)90018-x