Improving time series forecastingaccuracy is an important yet often difficult task.Both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. In this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

As with most computer science problems, representation of the data is the key to ecient and eective solutions. Piecewise linear representation has been used for the representation of the data. This representation has been used by various researchers to support clustering, classication, indexing and association rule mining of time series data. A variety of algorithms have been proposed to obtain...

In musical performances with expressive tempo modulation, the tempo variation can be modelled as a sequence of tempo arcs. Previous authors have used this idea to estimate series of piecewise arc segments from data. In this paper we describe a probabilistic model for a time-series process of this nature, and use this to perform inference of singleand multi-level arc processes from data. We desc...

In this note we show how specify cointegrated vector autoregressive-moving average models and how they can be used to generate cointegrated time series.

A future increase of short-term precipitation intensities may lead to problems in sewer systems, such as increased overflow volumes and flood risks. To quantify the consequences, downscaling of climate model precipitation is required to the scales relevant in urban hydrology. In the SUDPLAN project, a system where users may upload historical time series to be used as a basis for such downscalin...

In a society, a proportion of the individuals can benefit from creativity without being creative themselves by copying the creators. This paper uses an agent-based model of cultural evolution to investigate how society is affected by different levels of individual creativity. We performed a time series analysis of the mean fitness of ideas across the artificial society varying both the percenta...

In this paper, we consider the problem of testing for parameter changes in time series models based on a cusum test. Although the test procedure is well established for the mean and variance in time series models, a general parameter case has not been discussed in the literature. Therefore, here we develop a cusum test for parameter change in a more general framework. As an example, we consider...