Quantifying how patterns of behavior relate across multiple levels of measurement typically requires long time series for reliable parameter estimation. We describe a novel analysis that estimates patterns of variability across multiple scales of analysis suitable for time series of short duration. The multiscale coefficient of variation (MSCV) measures the distance between local coefficient of...

Abstract We analyze by simulation the properties of two time domain and two frequency domain estimators for low order autoregressive fractionally integrated moving average Gaussian models, ARFIMA (p; d; q). The estimators considered are the exact maximum likelihood for demeaned data, EML, the associated modi ed pro le likelihood, MPL, and the Whittle estimator with, WLT, and without tapered dat...

Financial support from ESRC grant number L116251013, Macroeconomic Modelling and Policy Analysis in a Changing Word is gratefully acknowledged. The usual disclaimer applies. Fractional integrated ARMA (ARFIMA) models are investigated in this article for different measures of the UK unemployment. The analysis is carried out using the Sowell (1992) procedure of estimating by maximum likelihood in...

The article proposes a novel two-stage network traffic anomaly detection method for the railway transportation critical infrastructure monitored using wireless sensor networks (WSN). The first step of the proposed solution is to find and eliminate any outlying observations in the analyzed parameters of the WSN traffic using a simple and fast one-dimensional quartile criterion. In the second ste...