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...

Long memory analysis is one of the most active areas in econometrics and time series where various methods have been introduced to identify estimate long parameter partially integrated series. One common models used represent that a ARFIMA (Auto Regressive Fractional Integration Moving Average Model) which diffs are fractional number called parameter. To analyze determine model, fractal must be...

This paper extends the results of Byers, Davidson and Peel (1997) on long memory in support for the Conservative and Labour Parties in the UK using longer samples and additional poll series. It finds continuing support for the ARFIMA(0,d,0) model though with somewhat smaller values of the long memory parameter. We find that the move to telephone polling in the mid-1990s has no apparent effect o...

Our goal in this work is to construct empirical confidence intervals for the fractional parameter d in ARFIMA(0, d, 0) processes. Through these confidence intervals one can compare several estimators for d to decide which one is the best estimation method related to long memory time series. We use a fortran routine that simulates random time series to latter perform an analysis for detecting lo...