5154 search results - page 1 / 1031 » Computing and using residuals in time series models |
CSDA
2008
13 years 4 months ago
2008
The most often used approaches to obtaining and using residuals in applied work with time series models, are unified and documented with both partially-known and new features. Spe...
CSDA
2006
13 years 4 months ago
2006
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
SAC
2002
ACM
13 years 4 months ago
2002
ACM
This article shows how a non-decimated wavelet packet transform (NWPT) can be used to model a response time series,
IEAAIE
2010
Springer
13 years 2 months ago
2010
Springer
In this paper, we propose a new diagnostic checking tool for fuzzy rule-based modelling of time series. Through the study of the residuals in the Lagrange Multiplier testing framew...
IDEAL
2004
Springer
13 years 10 months ago
2004
Springer
Many time series exhibit dynamics over vastly different time scales. The standard way to capture this behavior is to assume that the slow dynamics are a “trend”, to de-trend t...