scholarly journals Mixture Models for the Analysis, Edition, and Synthesis of Continuous Time Series

Author(s):  
Sylvain Calinon
2011 ◽  
Vol 30 (5) ◽  
pp. 475-513 ◽  
Author(s):  
Tucker McElroy ◽  
Thomas M. Trimbur

1998 ◽  
Vol 28 (1) ◽  
pp. 77-93 ◽  
Author(s):  
Terence Chan

AbstractThis paper presents a continuous time version of a stochastic investment model originally due to Wilkie. The model is constructed via stochastic differential equations. Explicit distributions are obtained in the case where the SDEs are driven by Brownian motion, which is the continuous time analogue of the time series with white noise residuals considered by Wilkie. In addition, the cases where the driving “noise” are stable processes and Gamma processes are considered.


1994 ◽  
Vol 31 (4) ◽  
pp. 1103-1109 ◽  
Author(s):  
Rob J. Hyndman

Continuous-time threshold autoregressive (CTAR) processes have been developed in the past few years for modelling non-linear time series observed at irregular intervals. Several approximating processes are given here which are useful for simulation and inference. Each of the approximating processes implicitly defines conditions on the thresholds, thus providing greater understanding of the way in which boundary conditions arise.


PLoS ONE ◽  
2018 ◽  
Vol 13 (11) ◽  
pp. e0207063 ◽  
Author(s):  
Yongping Du ◽  
Chencheng Wang ◽  
Yanlei Qiao ◽  
Dongyue Zhao ◽  
Wenyang Guo

2020 ◽  
Author(s):  
Amin Shoari Nejad ◽  
Andrew C. Parnell ◽  
Alice Greene ◽  
Brian P. Kelleher ◽  
Gerard McCarthy

Abstract. We analysed multiple tide gauges from the east coast of Ireland over the period 1938–2018. We validated the different time series against each other and performed a missing value imputation exercise, which enabled us to produce a homogenised record. The recordings of all tide gauges were found to be in good agreement between 2003–2015, though this was markedly less so from 2016 to the present. We estimate the sea level rise in Dublin port for this period at 10 mm yr−1. The rate over the longer period of 1938–2015 was 1.67 mm yr−1 which is in good agreement with the global average. We found that the rate of sea level rise in the longer term record is cyclic with some extreme upward and downward trends. However, starting around 1980, Dublin has seen significantly higher rates that have been always positive since 1996, and this is mirrored in the surrounding gauges. Furthermore, our analysis indicates an increase in sea level variability since 1980. Both decadal rates and continuous time rates are calculated and provided with uncertainties in this paper.


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