in this paper, we propose a new residual analysis method using fourier series transform into fuzzy time series model for improving the forecasting performance. this hybrid model takes advantage of the high predictable power of fuzzy time series model and fourier series transform to fit the estimated residuals into frequency spectra, select the low-frequency terms, filter out high-frequency term...

in this study, the profitability of contrarian and momentum strategies were traded in mid- term based on trading volume. the stocks were categorized into three parts (high, middle and low) at the outset. then, the relationship between excess return with three components such as cross-sectional risk, lead-lag effect and time-series pattern were examined based on jegadeesh and titman approach.the...

First posted June 8, 2022 For additional information, contact: Director, Central Midwest Water Science Center U.S. Geological Survey405 North Goodwin Urbana, IL 61801Contact Pubs Warehouse Ratings are used for a variety of reasons in water-resources investigations. The simplest rating relates discharge to the stage river. From pure hydrodynamics perspective, all rivers and streams have some for...

A multichannel extension of the AR matrix prewhitened power spectral density estimator, which was originally developed for a single channel, is proposed. In order to make the extension, the Cholesky decomposition of the inverse autocorrelation matrix for a multichannel autoregressive process is discussed and the autoregressive model order selection for a multichannel process based on the expone...