An important investigation of time series involves searching for \movement" patterns, such as \going up" or \going down" or some combinations of them. Movement patt...
—Recently, wireless sensor networks have been proposed for assisted living and residential monitoring. In such networks, physiological sensors are used to monitor vital signs e.g...
Abstract-- In this paper, we address the issue of forecasting for periodically measured nonstationary traffic based on statistical time series modeling. Often with time series base...
We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of ...
Short, high-dimensional, Multivariate Time Series (MTS) data are common in many fields such as medicine, finance and science, and any advance in modelling this kind of data would b...
Paul Kellam, Xiaohui Liu, Nigel J. Martin, Christi...