scholarly journals Joint Prediction of Continuous and Discrete States in Time-Series Based on Belief Functions

2013 ◽  
Vol 43 (1) ◽  
pp. 37-50 ◽  
Author(s):  
Emmanuel Ramasso ◽  
Michèle Rombaut ◽  
Noureddine Zerhouni
Keyword(s):  
Time Series ◽  
Belief Functions ◽  
Discrete States ◽  
Joint Prediction

Generating prediction bands for path forecasts from SETAR models

2017 ◽  
Vol 21 (5) ◽  
Author(s):  
Daniel Grabowski ◽  
Anna Staszewska-Bystrova ◽  
Peter Winker
Keyword(s):  
Nonlinear Dynamics ◽  
Time Series ◽  
Monte Carlo Simulation ◽  
Statistical Theory ◽  
Joint Distribution ◽  
Nonlinear Models ◽  
Optimization Methods ◽  
Global Optimization Methods ◽  
Joint Prediction ◽  
Prediction Bands

AbstractPrediction bands for time series are usually generated point-wise by bootstrap methods. Such bands only convey the prediction uncertainty for each horizon separately. The joint distribution is not taken into account. To represent the forecast uncertainty over the entire horizon, methods for constructing joint prediction bands for path forecasts from SETAR models are proposed. This class of nonlinear models is increasingly used in time series analysis and forecasting as it is useful for capturing nonlinear dynamics. Approaches based on statistical theory and explicit sequential and global optimization methods are both considered. Monte Carlo simulation is used to assess the performance of the proposed methods. The comparison is done with regard to the actual coverage of the constructed prediction bands for full path forecasts as well as with regard to the width of the bands. An empirical application demonstrates the relevance of the choice of bands for indicating the uncertainty of path forecasts in nonlinear models.

A Novel Prognostic Approach for RUL Estimation With Evolving Joint Prediction of Continuous and Discrete States

2019 ◽  
Vol 15 (9) ◽  
pp. 5089-5098 ◽  
Author(s):  
Rong-Jing Bao ◽  
Hai-Jun Rong ◽  
Zhi-Xin Yang ◽  
Badong Chen
Keyword(s):  
Discrete States ◽  
Joint Prediction

scholarly journals MAX PRINCIPLE AND UNIVERSAL SPECTRUM OF PERIODS: COMPLEMENTARY FRACTAL DISTRIBUTIONS AS CONSEQUENCE OF RATIONAL AND IRRATIONAL RELATIONS BETWEEN PARTS OF THE WHOLE SYSTEM

Metaphysics ◽  
2021 ◽  
pp. 39-56
Author(s):  
V. A Panchelyuga ◽  
M. S Panchelyuga
Keyword(s):  
Time Series ◽  
Physical System ◽  
System A ◽  
Mach Principle ◽  
Discrete States ◽  
Universal Spectrum ◽  
Basic Concepts

The paper discusses the assumption that Mach principle should result in existence of a universal spectrum of periods. It is shown that fragments of such a spectrum were found in time series of fluctuations of various processes. A general approach is considered that demonstrates the emergence of discrete states in the spectra of periods, which is based on two basic concepts: resonance and roughness of a physical system. This approach leads to the existence of two complementary fractal distributions associated with sets of rational and irrational relations between the elements of the whole system. A brief review of works that also consider universal spectra of periods is given.

Discrete states of attention during active visual fixation revealed by Markovian analysis of the time series of intrusive saccades

Neuroscience ◽  
2016 ◽  
Vol 339 ◽  
pp. 385-395 ◽  
Author(s):  
Alexandra I. Korda ◽  
Mariniki Koliaraki ◽  
Pantelis A. Asvestas ◽  
George K. Matsopoulos ◽  
Errikos M. Ventouras ◽  
...  
Keyword(s):  
Time Series ◽  
Visual Fixation ◽  
Discrete States ◽  
Markovian Analysis

Joint prediction of time series data in inventory management

2019 ◽  
Vol 61 (2) ◽  
pp. 905-929
Author(s):  
Qifeng Zhou ◽  
Ruyuan Han ◽  
Tao Li ◽  
Bin Xia
Keyword(s):  
Time Series ◽  
Inventory Management ◽  
Time Series Data ◽  
Series Data ◽  
Joint Prediction

The LDE-Type Flare Occurrence (1969-1993)

1994 ◽  
Vol 144 ◽  
pp. 279-282
Author(s):  
A. Antalová
Keyword(s):  
Time Series ◽  
Fourier Analysis ◽  
Sunspot Cycle ◽  
List Type ◽  
Type Number ◽  
Solar Cycles ◽  
Type Iv ◽  
Long Duration ◽  
Cycle Maximum ◽  
Flare Index

AbstractThe occurrence of LDE-type flares in the last three cycles has been investigated. The Fourier analysis spectrum was calculated for the time series of the LDE-type flare occurrence during the 20-th, the 21-st and the rising part of the 22-nd cycle. LDE-type flares (Long Duration Events in SXR) are associated with the interplanetary protons (SEP and STIP as well), energized coronal archs and radio type IV emission. Generally, in all the cycles considered, LDE-type flares mainly originated during a 6-year interval of the respective cycle (2 years before and 4 years after the sunspot cycle maximum). The following significant periodicities were found:• in the 20-th cycle: 1.4, 2.1, 2.9, 4.0, 10.7 and 54.2 of month,• in the 21-st cycle: 1.2, 1.6, 2.8, 4.9, 7.8 and 44.5 of month,• in the 22-nd cycle, till March 1992: 1.4, 1.8, 2.4, 7.2, 8.7, 11.8 and 29.1 of month,• in all interval (1969-1992):a)the longer periodicities: 232.1, 121.1 (the dominant at 10.1 of year), 80.7, 61.9 and 25.6 of month,b)the shorter periodicities: 4.7, 5.0, 6.8, 7.9, 9.1, 15.8 and 20.4 of month.Fourier analysis of the LDE-type flare index (FI) yields significant peaks at 2.3 - 2.9 months and 4.2 - 4.9 months. These short periodicities correspond remarkably in the all three last solar cycles. The larger periodicities are different in respective cycles.

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