搜索结果: 1-11 共查到“时间序列分析 time”相关记录11条 . 查询时间(0.201 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimating Time-Varying Networks for High-Dimensional Time Series
高维 时间序列 时变网络
2023/4/25
We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices evolving smoothly over...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Policy Choice in Time Series by Empirical Welfare Maximization
经验福利 最大化 时间序列 政策选择
2023/4/25
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Building on the statistical treatment choice framework, we propose Tim...
Time--Evolving Statistics of Chaotic Orbits of Conservative Maps in the Context of the Central Limit Theorem
time Chaotic Orbits Conservative Maps Central Limit Theorem Statistics
2011/7/6
We study chaotic orbits of conservative low--dimensional maps and present numerical results showing that the probability density functions (pdfs) of the sum of $N$ iterates in the large $N$ limit exhi...
The Universal Arrow of Time II: Quantum mechanics case
Quantum mechanics The Universal Arrow of Time chaotic macroscopic systems classical Hamilton mechanics
2011/7/7
The given paper is natural continuation of our previous paper arXiv:1011.4173 We have illustrated earlier, that in the classical Hamilton mechanics for an overwhelming majority of real chaotic macrosc...
Ordering of small particles in one-dimensional coherent structures by time-periodic flows
time-periodic flows small particles Ordering one-dimensional coherent structures
2011/7/7
Small particles transported by a fluid medium do not necessarily have to follow the flow. We show that for a wide class of time-periodic incompressible flows inertial particles have a tendency to spon...
Stable marriage problem under Monte Carlo simulations, influence of preferrence corelation on relaxation time
Stable marriage problem Monte Carlo simulations influence of preferrence corelation relaxation time
2011/7/5
In this paper we consider stable marriage problem under the Monte Carlo
simulations. We investigate how correlation in lists of preferrences can affect
simulation results such as: relaxation time, t...
Estimation of the mean of functional time series and a two sample problem
Functional data analysis Time series Two sample problem Long–run variance Eurodollar futures
2011/6/15
This paper is concerned with inference based on the mean function of a functional
time series, which is defined as a collection of curves obtained by splitting a continuous
time record, e.g. into da...
A new periodicity concept for time scales
Periodic time scale periodic function shift operator
2011/1/20
By means of the shift operators we introduce a new periodicity concept on time scales. This new approach will enable researchers to investigate periodicity notion on a large class of time scales whose...
Predicting Sequences of Progressive Events Times with Time-dependent Covariates
Sequences Progressive Events Times Time-dependent Covariates
2010/12/15
This paper presents an approach to modeling progressive event-history data when the overall objective is prediction based on time-dependent covariates.This approach does not model the hazard function ...
While modern optics is largely a physics of harmonic oscillators and two-by-two matrices, it is possible to learn about some hidden properties of the two-by-two matrix from optical systems.
Dynamic interactions in terms of senders, hubs, and receivers (SHR) using the singular value decomposition of time series: Theory and brain connectivity applications
Dynamic interactions senders hubs receivers singular value decomposition of time series: Theory and brain connectivity applications
2010/12/15
Understanding of normal and pathological brain function requires the identification and localization of functional connections between specialized regions. The availability of high time resolution sig...