A novel and fast methodology for simultaneous multiple structural break estimation and variable selection for nonstationary time series models

Statistics and Computing ◽

10.1007/s11222-011-9304-6 ◽

2011 ◽

Vol 23 (2) ◽

pp. 221-231 ◽

Author(s):

Baisuo Jin ◽

Xiaoping Shi ◽

Yuehua Wu

Keyword(s):

Time Series ◽

Variable Selection ◽

Structural Break ◽

Nonstationary Time Series ◽

Time Series Models ◽

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Structural Break Estimation for Nonstationary Time Series Models

Journal of the American Statistical Association ◽

10.1198/016214505000000745 ◽

2006 ◽

Vol 101 (473) ◽

pp. 223-239 ◽

Author(s):

Richard A Davis ◽

Thomas C. M Lee ◽

Gabriel A Rodriguez-Yam

Keyword(s):

Time Series ◽

Structural Break ◽

Nonstationary Time Series ◽

Time Series Models

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Order selection for linear time series models: a review

Developments in Time Series Analysis ◽

10.1007/978-1-4899-4515-0_5 ◽

1993 ◽

pp. 50-66 ◽

Author(s):

R. J. Bhansali

Keyword(s):

Time Series ◽

Linear Time ◽

Time Series Models ◽

Order Selection ◽

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Chapter 4 - Bayesian Variable Selection for Nowcasting Economic Time Series / Steven L. Scott and Hal R. Varian

Economic Analysis of the Digital Economy ◽

10.7208/chicago/9780226206981.003.0004 ◽

2015 ◽

pp. 119-136 ◽

Author(s):

Steven L. Scott ◽

Hal R. Varian

Keyword(s):

Time Series ◽

Variable Selection ◽

Bayesian Variable Selection ◽

Economic Time Series ◽

Economic Time ◽

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Multivariate and Nonstationary Time Series Models

Developing Econometrics ◽

10.1002/9781119954231.ch8 ◽

2011 ◽

pp. 297-355

Keyword(s):

Time Series ◽

Nonstationary Time Series ◽

Time Series Models

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Discussion of “An analysis of global warming in the Alpine region based of nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas

Statistical Methods & Applications ◽

10.1007/s10260-012-0203-6 ◽

2012 ◽

Vol 21 (3) ◽

pp. 363-369 ◽

Author(s):

Domenico Piccolo

Keyword(s):

Time Series ◽

Global Warming ◽

Alpine Region ◽

Nonstationary Time Series ◽

Time Series Models

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On the Computation of Optimal Designs for Certain time Series Models with Applications to Optimal Quantile Selection for Location or Scale Parameter Estimation

SIAM Journal on Scientific and Statistical Computing ◽

10.1137/0903015 ◽

1982 ◽

Vol 3 (2) ◽

pp. 238-249 ◽

Author(s):

Randall L. Eubank ◽

Patricia L. Smith ◽

Philip W. Smith

Keyword(s):

Time Series ◽

Parameter Estimation ◽

Scale Parameter ◽

Optimal Designs ◽

Time Series Models ◽

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Discussion of ‘An analysis of global warming in the Alpine region based on nonlinear nonstationary time series models’ by Battaglia and Protopapas

Statistical Methods & Applications ◽

10.1007/s10260-012-0201-8 ◽

2012 ◽

Vol 21 (3) ◽

pp. 347-353 ◽

Author(s):

Reinhard Böhm

Keyword(s):

Time Series ◽

Global Warming ◽

Alpine Region ◽

Nonstationary Time Series ◽

Time Series Models

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A comment on “An analysis of global warming in the Alpine Region based on nonlinear nonstationary time series models” by F. Battaglia and M. K. Protopapas

Statistical Methods & Applications ◽

10.1007/s10260-012-0204-5 ◽

2012 ◽

Vol 21 (3) ◽

pp. 355-361 ◽

Author(s):

Francesco Giordano ◽

Cira Perna ◽

Cosimo D. Vitale

Keyword(s):

Time Series ◽

Global Warming ◽

Alpine Region ◽

Nonstationary Time Series ◽

Time Series Models

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Fast variable selection for memetracker phrases time series prediction

Proceedings of the 5th International Conference on PErvasive Technologies Related to Assistive Environments - PETRA '12 ◽

10.1145/2413097.2413156 ◽

2012 ◽

Author(s):

Yoan Miche ◽

Tatiana Chistiakova ◽

Anton Akusok ◽

Amaury Lendasse ◽

Rui Nian ◽

...

Keyword(s):

Time Series ◽

Variable Selection ◽

Time Series Prediction ◽

Fast Variable ◽

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Joint mutual information-based input variable selection for multivariate time series modeling

Engineering Applications of Artificial Intelligence ◽

10.1016/j.engappai.2014.08.011 ◽

2015 ◽

Vol 37 ◽

pp. 250-257 ◽

Author(s):

Min Han ◽

Weijie Ren ◽

Xiaoxin Liu

Keyword(s):

Time Series ◽

Mutual Information ◽

Variable Selection ◽

Multivariate Time Series ◽

Time Series Modeling ◽

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