The Application of the Time Series Theory to Processing Data From the SBAS Receiver in Safety Mode

2012 ◽  
Author(s):  
M. Jonas
Keyword(s):  
Time Series ◽  
Statistical Tests ◽  
Point Of View ◽  
Garch Models ◽  
Autocorrelation Functions ◽  
Conditional Heteroscedasticity ◽  
New Methods ◽  
Processing Data ◽  
Wide Area Augmentation System ◽  
The Usa

Before satellite-based augmentation systems (SBAS) such as the Wide Area Augmentation System (WAAS) in the USA, and the European Geostationary Navigation Overlay Service (EGNOS), will be used in railway safety-related applications, it is necessary to determine reliability attributes of these systems as quality measures from the user’s point of view. It is necessary to find new methods of processing data from the SBAS system in accordance with strict railway standards. For this purposes data from the SBAS receiver with the Safety of Life Service was processed by means of the time series theory. At first, a basic statistic exploration analysis by means of histograms and boxplot graphs was done. Then correlation analysis by autocorrelation (ACF), and partial autocorrelation functions (PACF), was done. Statistical tests for the confirmation of non-stationarity, and conditional heteroscedasticity of time series were done. Engle’s ARCH test confirmed that conditional heteroscedasticity is contained. ARMA/GARCH models were constructed, and their residuals were analyzed. Autocorrelation functions and statistical tests of models residuals were done. The analysis implies that the models well cover the variance volatility of investigated time series and so it is possible to use the ARMA/GARCH models for the modeling of SBAS receiver outputs.

scholarly journals Detecting trend on ecological river status – how to deal with short incomplete bioindicator time series? Methodological and operational issues

2018 ◽  
Vol 379 ◽  
pp. 169-174
Author(s):  
Flavie Cernesson ◽  
Marie-George Tournoud ◽  
Nathalie Lalande
Keyword(s):  
Time Series ◽  
Statistical Tests ◽  
Methodological Issue ◽  
Temporal Trends ◽  
Graphical Analysis ◽  
Point Of View ◽  
Trend Detection ◽  
Data Sets ◽  
Monitoring Networks ◽  
Operational Issues

Abstract. Among the various parameters monitored in river monitoring networks, bioindicators provide very informative data. Analysing time variations in bioindicator data is tricky for water managers because the data sets are often short, irregular, and non-normally distributed. It is then a challenging methodological issue for scientists, as it is in Saône basin (30 000 km2, France) where, between 1998 and 2010, among 812 IBGN (French macroinvertebrate bioindicator) monitoring stations, only 71 time series have got more than 10 data values and were studied here. Combining various analytical tools (three parametric and non-parametric statistical tests plus a graphical analysis), 45 IBGN time series were classified as stationary and 26 as non-stationary (only one of which showing a degradation). Series from sampling stations located within the same hydroecoregion showed similar trends, while river size classes seemed to be non-significant to explain temporal trends. So, from a methodological point of view, combining statistical tests and graphical analysis is a relevant option when striving to improve trend detection. Moreover, it was possible to propose a way to summarise series in order to analyse links between ecological river quality indicators and land use stressors.

scholarly journals Modeling the Behavior of Inflation Rate in Albania Using Time Series

2017 ◽  
Vol 13 (3) ◽  
pp. 7257-7263
Author(s):  
Rozana Liko
Keyword(s):  
Time Series ◽  
Serial Correlation ◽  
Inflation Rate ◽  
Garch Models ◽  
Conditional Heteroscedasticity ◽  
One Year ◽  
Autoregressive Conditional Heteroscedasticity

In this paper, time series theory is used to modelling monthly inflation data in Albania during the period from January 2000 to December 2016. The autoregressive conditional heteroscedastic (ARCH) and their extensions, generalized autoregressive conditional heteroscedasticity (GARCH)) models are used to better fit the data. The study reveals that the inflation series is stationary, non-normality and has serial correlation.   Based on minimum AIC and SIC values the best model turn to be GARCH (1, 1) model with mean equation ARMA (2, 1)x(2, 0)12. Based on the selected model one year of inflation is forecasted (from January 2016 to December 2016).

scholarly journals Volatility of cryptocurrencies

Notitia ◽  
2020 ◽  
Vol 6 (1) ◽  
pp. 13-23
Author(s):  
Branimir Cvitko Cicvarić
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Information Criterion ◽  
Garch Models ◽  
Arch Model ◽  
Model Estimate ◽  
Conditional Heteroscedasticity ◽  
Financial Time ◽  
Egarch Model ◽  
Autoregressive Conditional Heteroscedasticity

Many models have been developed to model, estimate and forecast financial time series volatility, amongst which are the most popular autoregressive conditional heteroscedasticity (ARCH) model introduced by Engle (1982) and generalized autoregressive conditional heteroscedasticity (GARCH) model introduced by Bollerslev (1986). The aim of this paper is to determine which type of ARCH/GARCH models can fit the best following cryptocurrencies: Ethereum, Neo, Ripple, Litecoin, Dash, Zcash and Dogecoin. It is found that the EGARCH model is the best fitted model for Ethereum, Zcash and Neo, PARCH model is the best fitted model for Ripple, while for Litecoin, Dash and Dogecoin it depends on the selected distribution and information criterion.

Der Sommer und Herbst 2003 aus phänologischer Sicht | Summer and autumn 2003 from a phenological point of view

2004 ◽  
Vol 155 (5) ◽  
pp. 142-145 ◽  
Author(s):  
Claudio Defila
Keyword(s):  
Time Series ◽  
New Record ◽  
Point Of View ◽  
Late Spring ◽  
Mean Deviation ◽  
Leaf Shedding ◽  
The Mean ◽  
Very High ◽  
Selection Of

The record-breaking heatwave of 2003 also had an impact on the vegetation in Switzerland. To examine its influences seven phenological late spring and summer phases were evaluated together with six phases in the autumn from a selection of stations. 30% of the 122 chosen phenological time series in late spring and summer phases set a new record (earliest arrival). The proportion of very early arrivals is very high and the mean deviation from the norm is between 10 and 20 days. The situation was less extreme in autumn, where 20% of the 103 time series chosen set a new record. The majority of the phenological arrivals were found in the class «normal» but the class«very early» is still well represented. The mean precocity lies between five and twenty days. As far as the leaf shedding of the beech is concerned, there was even a slight delay of around six days. The evaluation serves to show that the heatwave of 2003 strongly influenced the phenological events of summer and spring.

GROUNDWATER TIME SERIES

1970 ◽  
Vol 1 (3) ◽  
pp. 181-205 ◽  
Author(s):  
ERIK ERIKSSON
Keyword(s):  
Time Series ◽  
Point Of View ◽  
Hydrologic Models ◽  
Physical Point ◽  
Run Off ◽  
Fort Collins ◽  
Statistical Sense ◽  
Full Benefit ◽  
Future Work ◽  
Prediction Problems

The term “stochastic hydrology” implies a statistical approach to hydrologic problems as opposed to classic hydrology which can be considered deterministic in its approach. During the International Hydrology Symposium, held 6-8 September 1967 at Fort Collins, a number of hydrology papers were presented consisting to a large extent of studies on long records of hydrological elements such as river run-off, these being treated as time series in the statistical sense. This approach is, no doubt, of importance for future work especially in relation to prediction problems, and there seems to be no fundamental difficulty for introducing the stochastic concepts into various hydrologic models. There is, however, some developmental work required – not to speak of educational in respect to hydrologists – before the full benefit of the technique is obtained. The present paper is to some extent an exercise in the statistical study of hydrological time series – far from complete – and to some extent an effort to interpret certain features of such time series from a physical point of view. The material used is 30 years of groundwater level observations in an esker south of Uppsala, the observations being discussed recently by Hallgren & Sands-borg (1968).

scholarly journals Transition from Emotional to Rational Advertising for Food Products on the Romanian Market

2017 ◽  
Vol 50 (1) ◽  
pp. 101-108
Author(s):  
A.F. Jităreanu ◽  
Elena Leonte ◽  
A. Chiran ◽  
Benedicta Drobotă
Keyword(s):  
Urban Areas ◽  
Eating Habits ◽  
Well Being ◽  
Point Of View ◽  
The Body ◽  
Positive Effects ◽  
New Methods ◽  
Brand Advertising ◽  
Tangible Evidence ◽  
Health And Well Being

Abstract Advertising helps to establish a set of assumptions that the consumer will bring to all other aspects of their engagement with a given brand. Advertising provides tangible evidence of the financial credibility and competitive presence of an organization. Persuasion is becoming more important in advertising. In marketing, persuasive advertising acts to establish wants/motivations and beliefs/attitudes by helping to formulate a conception of the brand as being one which people like those in the target audience would or should prefer. Considering the changes in lifestyle and eating habits of a significant part of the population in urban areas in Romania, the paper aims to analyse how brands manage to differentiate themselves from competitors, to reposition themselves on the market and influence consumers, meeting their increasingly varied needs. Food brands on the Romanian market are trying, lately, to identify new methods of differentiation and new benefits for their buyers. Given that more and more consumers are becoming increasingly concerned about what they eat and the products’ health effects, brands struggle to highlight the fact that their products offer real benefits for the body. The advertisements have become more diversified and underline the positive effects, from the health and well - being point of view, that those foods offer (no additives and preservatives, use of natural ingredients, various vitamins and minerals or the fact that they are dietary). Advertising messages’ diversification is obvious on the Romanian market, in the context of an increasing concern of the population for the growing level of information of some major consumer segments.

New Trends in Asymptotic Approaches: Summation and Interpolation Methods

2001 ◽  
Vol 54 (1) ◽  
pp. 69-92 ◽  
Author(s):  
Igor V. Andrianov ◽  
Jan Awrejcewicz
Keyword(s):  
Applied Sciences ◽  
Solid Mechanics ◽  
State Of The Art ◽  
Asymptotic Methods ◽  
Perturbation Series ◽  
Review Article ◽  
Point Of View ◽  
Advantages And Disadvantages ◽  
New Methods ◽  
Local Character

In this review article, we present in some detail new trends in application of asymptotic techniques to mechanical problems. First we consider the various methods which allows for the possibility of extending the perturbation series application space and hence omiting their local character. While applying the asymptotic methods very often the following situation appears: an existence of the asymptotics ε → 0 implies an existence of the asymptotics ε → ∞ (or, in a more general sense, ε → a and ε → b). Therefore, an idea of constructing a single solution valid for a whole interval of parameter ε changes is very attractive. In other words, we discuss a problem of asymptotically equivalent function constructions possessing for ε → a and ε → b a known asymptotic behavior. The defined problems are very important from the point of view of both theoretical and applied sciences. In this work, we review the state-of-the-art, by presenting the existing methods and by pointing out their advantages and disadvantages, as well as the fields of their applications. In addition, some new methods are also proposed. The methods are demonstrated on a wide variety of static and dynamic solid mechanics problems and some others involving fluid mechanics. This review article contains 340 references.

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