The current paper reports analyses of the structure of variability in a time-estimation task. Children between 5 and 11 years pressed a button each time they judged that a brief time interval had passed. In two conditions, children either picked their own time interval, their preferred pace, or they were given an imposed pace of 400 ms (2.5 Hz). The resulting trial series were subjected to detr...

Campbell, Lettau, Malkiel, and Xu (2001) document a positive trend in idiosyncratic volatility during the 1962–1997 period. We show that by 2003 volatility falls back to pre-1990s levels. Furthermore, we show that the increase and subsequent reversal is concentrated among firms with low stock prices and high retail ownership. This evidence suggests that the increase in idiosyncratic volatility ...

Trend analysis of time series data is an important research direction. In streaming time series the problem is more challenging, taking into account the fact that new values arrive for the series, probably in very high rates. Therefore, effective and efficient methods are required in order to classify a streaming time series based on its trend. Since new values are continuously arrive for each ...

and Applied Analysis 3 can identify segments of variable length. Also, the APCA algorithm is able to produce high quality approximations of a time series by resorting to solutions adopted in the wavelet domain. In SAX method, dimensionality of original time series is first reduced by applying PAA, then the PAA coefficients are quantized, and finally each quantization level is represented by a s...

The ability to model the evolution of software technology trends is valuable to many stakeholders in industry, academia, and government. Yet we often depend exclusively on the opinions of alleged experts to make predictions on trend evolution. In this paper we discuss an ongoing long term effort at bringing a measure of quantitative analysis to this discipline. We see our contributions as compl...

This article focuses on the analysis of financial time series and their correlations. A method is used for quantifying pattern based correlations of a time series. With this methodology, evidence is found that typical behavioral patterns of financial market participants manifest over short time scales, i.e., that reactions to given price patterns are not entirely random, but that similar price ...

Although linear trend removing has often been implemented as a routine preprocessing step in resting-state functional magnetic resonance imaging (RS-fMRI) data analysis, the spatial distribution of the magnitude of linear trend is still unclear. Further, it is interesting whether there will be any difference of the linear trend magnitude between different resting-states. For the first aim, we a...

The paper considers the construction of a confidence band for the trend function of a stationary time series. An explicit formula is derived based on polynomial splines and Sunklodas (1984). The performance of the confidence band is illustrated by simulation studies. The proposed method is applied to the analysis of the annual yields of wheat in the United States. & 2012 Elsevier B.V. All right...

Forecasting of temperature and precipitation can be efficiently used in decision making and optimal use of water resources. Studies in Iran have indicated a significant increase in annual temperature. This issue should be further researched in the Ahvaz region because it is the population hub in the southwest of Iran and the pole of irrigation networks and traditional agricultural land ...

The trend-renewal-process (TRP) is defined to be a time-transformed renewal process, where the time transformation is given by a trend function λ(·) which is similar to the intensity of a nonhomogeneous Poisson process (NHPP). A nonparametric maximum likelihood estimator of the trend function of a TRP can be obtained much in the same manner as for the NHPP using kernel smoothing. But for a TRP ...