Strategies for Sequential Prediction of Stationary Time Series

International Series in Operations Research & Management Science - Modeling Uncertainty ◽

10.1007/0-306-48102-2_11 ◽

2002 ◽

pp. 225-248 ◽

Cited By ~ 2

Author(s):

László Gyöfi ◽

Gábor Lugosi

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Stationary Time ◽

Sequential Prediction

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Nonparametric Sequential Prediction of Stationary Time Series

Advances in Computer Science and Engineering: Texts - Machine Learning for Financial Engineering ◽

10.1142/9781848168145_0005 ◽

2012 ◽

pp. 179-226 ◽

Cited By ~ 1

Author(s):

László Györfi ◽

György Ottucsák

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Stationary Time ◽

Sequential Prediction

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Sequential Prediction of Unbounded Stationary Time Series

IEEE Transactions on Information Theory ◽

10.1109/tit.2007.894660 ◽

2007 ◽

Vol 53 (5) ◽

pp. 1866-1872 ◽

Cited By ~ 11

Author(s):

L. Gyorfi ◽

G. Ottucsak

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Stationary Time ◽

Sequential Prediction

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Strategies for Sequential Prediction of Stationary Time Series

SSRN Electronic Journal ◽

10.2139/ssrn.248563 ◽

2000 ◽

Cited By ~ 2

Author(s):

Laszlo Gyorfi ◽

Gábor Lugosi

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Stationary Time ◽

Sequential Prediction

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Adaptive Prediction of Stationary Time Series by Modified Conjugate Direction Methods

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548494 ◽

1975 ◽

Vol 4 (1) ◽

pp. 19-32

Author(s):

James Friel

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Conjugate Direction ◽

Stationary Time ◽

Adaptive Prediction ◽

Conjugate Direction Methods

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Stationary Time Series Analysis Using Information and Spectral Analysis

10.21236/ada257279 ◽

1992 ◽

Author(s):

Emanuel Parzen

Keyword(s):

Time Series ◽

Spectral Analysis ◽

Time Series Analysis ◽

Stationary Time Series ◽

Series Analysis ◽

Stationary Time

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Multidimensional specification test based on non-stationary time series

Test ◽

10.1007/s11749-021-00780-0 ◽

2021 ◽

Author(s):

Jun Wang ◽

Dianpeng Wang ◽

Yubin Tian

Keyword(s):

Time Series ◽

Stationary Time Series ◽

Specification Test ◽

Stationary Time

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A Model for Non-Stationary Time Series and Its Applications in Filtering and Anomaly Detection

IEEE Transactions on Instrumentation and Measurement ◽

10.1109/tim.2021.3059321 ◽

2021 ◽

pp. 1-1

Author(s):

Shixiong Wang ◽

Chongshou Li ◽

Andrew Lim

Keyword(s):

Time Series ◽

Anomaly Detection ◽

Stationary Time Series ◽

Stationary Time

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Investigation of Oscillatory States Involving Acoustic Mode Shifts in a Turbulent Syngas Combustion using Non-stationary Time-series Analysis

Flow Turbulence and Combustion ◽

10.1007/s10494-021-00258-x ◽

2021 ◽

Author(s):

Nikhil A. Baraiya ◽

Vikram Ramanan ◽

N. Baladandayuthapani ◽

C. S. Vegad ◽

S. R. Chakravarthy

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Acoustic Mode ◽

Stationary Time Series ◽

Series Analysis ◽

Stationary Time ◽

Syngas Combustion

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Multifractal temporally weighted detrended partial cross-correlation analysis of two non-stationary time series affected by common external factors

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2021.125920 ◽

2021 ◽

pp. 125920

Author(s):

Bao-Gen Li ◽

Dian-Yi Ling ◽

Zu-Guo Yu

Keyword(s):

Time Series ◽

Correlation Analysis ◽

Cross Correlation ◽

External Factors ◽

Stationary Time Series ◽

Stationary Time ◽

Cross Correlation Analysis

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Stochastic Model of Conditional Non-stationary Time Series of the Wind Chill Index in West Siberia

Methodology And Computing In Applied Probability ◽

10.1007/s11009-021-09861-x ◽

2021 ◽

Author(s):

Nina Kargapolova ◽

Vasily Ogorodnikov

Keyword(s):

Time Series ◽

Stochastic Model ◽

West Siberia ◽

Stationary Time Series ◽

Wind Chill ◽

Stationary Time ◽

Wind Chill Index

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