The ability to create forecasts and discover trends is a value to almost any industry. The challenge comes in finding the right data and the appropriate tools to analyze and model such data. This paper aims to demonstrate that it may be possible to create technology forecasting models through the use of patent groups. The focus will be on applying time series modeling techniques to a collection...

In traffic video, background differencing is frequently applied for detecting moving vehicles. Therefore, background extraction is a key technology in traffic flow video detection system. In this paper, the way of modeling for background with single Gaussian model is introduced, and a simple experimental system for the background extraction in traffic video is designed and realized. Furthermore...

In a recent article (Larsen, Morel, and Miller, J .Comput. Phys. 69, 283 (1987)), a theoretical method is described for assessing the accuracy of transport differencing schemes in highly scattering media with optically thick spatial meshes. In the present article, this method is extended to enable one to determine the accuracy of such schemes in the presence of numerically unresolved boundary l...

A state–space approach provides a general unified framework for calculation of the Beveridge–Nelson decomposition for a wide variety of time series models, including all univariate and vector ARIMA models.  2002 Elsevier Science B.V. All rights reserved.

In this paper, we study the dual long memory property of the Korean stock market. For this purpose, the ARFIMA–FIGARCH model is applied to two daily Korean stock price indices (KOSPI and KOSDAQ). Our empirical results indicate that long memory dynamics in the returns and volatility can be adequately estimated by the joint ARFIMA–FIGARCH model. We also found that the assumption of a skewed Stude...

In the framework of TEI@I methodology, this paper proposes a combined forecast method integrating contextual knowledge (CFMIK). With the help of contextual knowledge, this method considers the effects of those factors that cannot be explicitly included in the forecast model, and thus it can efficiently decrease the forecast error resulted from the irregular events. Through a container throughpu...

This paper incorporates export price shocks into the analysis of the effect of aid on growth. Previous analysis of the aid-growth relationship by Burnside and Dollar found that aid is more effective in raising growth the better are policies. However, this result has been criticized for being sensitive to choice of sample and for neglecting shocks. We construct export price indices using the app...

Items with irregular and sporadic demand profiles are frequently tackled by companies, given the necessity of proposing wider and wider mix, along with characteristics of specific market fields i.e., when spare parts are manufactured and sold . Furthermore, a new company entering into the market is featured by irregular customers’ orders. Hence, consistent efforts are spent with the aim of corr...

In this paper we specify a multi-factor long-memory process that enables us to estimate the fractional differencing parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France, Italy and the UK). The empirical results suggest that inflation in France and Italy is nonstationary. However, while for the former country this applies...

The paper provides general matrix formulas for minimum mean squared error signal extraction, for a finitely sampled time series whose signal and noise components are nonstationary ARIMA processes. These formulas are quite practical; as well as being simple to implement on a computer, they make it possible to easily derive important general properties of the signal extraction filters. We also ex...