In this paper we consider the problem of testing for parameter changes in ARIMA models based on the cusum test. The proposed test procedure is applicable to testing for the change from stationary models to nonstationary models, and vice versa. The idea is to transform the time series via differencing to make the whole time series as a combination of stationary subseries. For this task, we propo...

In this paper we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same gene...

Two experiments used functional magnetic resonance imaging (fMRI) to examine the cortical areas involved in establishing an expectation about the direction of motion of an upcoming object and applying that expectation to the analysis of the object. In Experiment 1, subjects saw a stationary cue that either indicated the direction of motion of a subsequent test stimulus (directional cue) or prov...

The motion aftereffect (MAE) is an illusory drift of a physically stationary pattern induced by prolonged viewing of a moving pattern. Depending on the nature of the test pattern the MAE can be phenomenally different. This difference in appearance has led to the suggestion that different underlying mechanisms may be responsible and several reports show that this might be the case. Here, we test...

This paper attempts to compare the forecasting performance of the ARIMA model and hybrid ARMA-GARCH Models by using daily data of the Iran’s exchange rate against the U.S. Dollar (IRR/USD) for the period of 20 March 2014 to 20 June 2015. The period of 20 March 2014 to 19 April 2015 was used to build the model while remaining data were used to do out of sample forecasting and check the forecasti...

This paper proposes a linear programming algorithm for computing the stationary distribution of semimartingale reflected Brownian motion (SRBM), which arises as an approximation of certain queueing networks operating in heavy-traffic. Our algorithm is based on a Basic Adjoint Relationship (BAR) which characterizes the stationary distribution. Approximating the state space with a finite grid of ...

The interpretation of the series recorded by Laser Interferometer Gravitational Wave Observatory is a very important issue. Here we apply two methods widely used in study nonlinear dynamical systems, namely, calculation Takens’ dimension embedding and spectrum Kolmogorov’s complexity, to event GW150914. An increase former drop latter are observed, which consistent with appearance gravitational ...

The article describes an approach to modelling and forecasting non-linear non-stationary time series for various purposes using Bayesian structural series. concepts of non-linearity non-stationarity, as well methods processing non-linearity’sand non-stationarity in the construction models are considered. features nonlinearities nonstationaryare presented. An probabilistic-statistical based on h...

Purpose To evaluate the use of smartphone-based virtual reality to objectively assess activity limitation in glaucoma. Methods Cross-sectional study of 93 patients (54 mild, 22 moderate, 17 severe glaucoma). Sociodemographics, visual parameters, Glaucoma Activity Limitation-9 and Visual Function Questionnaire - Utility Index (VFQ-UI) were collected. Mean age was 67.4 ± 13.2 years; 52.7% were ...

Let Xt be a linear process defined by [refer paper], where [refer paper] is greater than or equal to 0 is a sequence of real numbers and (ek, k = 0, plus or minus 1, plus or minus 2, ...) is a sequence of random variables. Two basic results, on the invariance principle of the partial sum process of the Xt converging to a standard Wiener process on [0,1], are presented in this paper. In the firs...