Keywords: سری زمانی غیر خطی; Copulas; Nonlinear time series; Bayesian methods; Nonlinear serial dependence; Density forecasts; Inflation forecasting;
مقالات ISI سری زمانی غیر خطی (ترجمه نشده)
مقالات زیر هنوز به فارسی ترجمه نشده اند.
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در صورتی که به ترجمه آماده هر یک از مقالات زیر نیاز داشته باشید، می توانید سفارش دهید تا مترجمان با تجربه این مجموعه در اسرع وقت آن را برای شما ترجمه نمایند.
Keywords: سری زمانی غیر خطی; Density forecasts; Econometric modelling; Evaluating forecasts; Generalized logistic; Industrial production; Nonlinear time series; Point forecasts; Statistical tests; Unemployment;
Keywords: سری زمانی غیر خطی; Nonlinear time series; Forecasting; Regime switching; Inflation;
Keywords: سری زمانی غیر خطی; Nonlinear time series; Stability; Complexity; Multi-scale weighted complexity entropy causality plane; Gas–liquid two-phase flow
Keywords: سری زمانی غیر خطی; Agricultural commodity markets; Nonlinear time series; Spatial price transmission;
Keywords: سری زمانی غیر خطی; C14; C22; C53; G32; Bootstrap; Conditional expected shortfall; Conditional Value-at-Risk; Nonlinear time series; Quantile regression; Semiparametric methods;
Keywords: سری زمانی غیر خطی; Wavelets based forecasting; Nonlinear time series; Non-stationary time series
Keywords: سری زمانی غیر خطی; Internet traffic; Long memory time series; Nonlinear time series; FARIMA models; Neural networks; Hybrid models;
Keywords: سری زمانی غیر خطی; C22; E43; Girsanov's theorem; Interest rates; Nonlinear time series; Stochastic differential equation; Term structure;
Keywords: سری زمانی غیر خطی; Government size; Nonlinear time series; Nonparametric methods; Tipping point; Endogeneity correction; H21; H23; C22; C26;
Keywords: سری زمانی غیر خطی; Discrete Fourier transform; Local stationarity; Nonlinear time series; Stationary bootstrap; Testing for stationarity;
Keywords: سری زمانی غیر خطی; Polynomial splines; Nonlinear time series; Functional autoregressive models; Nonparametric regression; Varying coefficient models;
Keywords: سری زمانی غیر خطی; Central mean subspace; Nadaraya–Watson kernel smoother; Nonlinear time series; Sex crime arrestee
Keywords: سری زمانی غیر خطی; Nonlinear time series; SIR model; State-space model; Unscented Kalman filter;
Keywords: سری زمانی غیر خطی; Nonlinear time series; Bayesian neural networks; Gaussian approximation; Recursive hyperparameters; Genetic algorithms; Hybrid Monte Carlo simulations
Keywords: سری زمانی غیر خطی; State estimation; Sigma point filters; Moment matching; Nonlinear time series;
Keywords: سری زمانی غیر خطی; G17; G01; C46; Financial time series; Bubbles and crashes; Nonlinear time series; Robustness; Log Periodic Power Law;
Keywords: سری زمانی غیر خطی; C12; C13; C22; C51; Conditional heteroskedasticity; Nonlinear time series; Maximum likelihood estimation; Iterative algorithm; Time-varying parameter model;
Forecasting of nonlinear time series using ANN
Keywords: سری زمانی غیر خطی; Forecasting; Nonlinear time series; Neural networks; Moving averages;
Statistical inference for conditional quantiles in nonlinear time series models
Keywords: سری زمانی غیر خطی; Conditional quantile; High-end quantile estimation; Nonlinear time series; Specification test;
Residual-based rank specification tests for AR-GARCH type models
Keywords: سری زمانی غیر خطی; C22; C32; C51; C52; Conditional heteroskedasticity; Linear and quadratic residual autocorrelation tests; Model misspecification test; Nonlinear time series; Parameter constancy; Residual symmetry tests;
GEFCom2012: Electric load forecasting and backcasting with semi-parametric models
Keywords: سری زمانی غیر خطی; Demand forecasting; Forecasting competitions; Multivariate time series; Nonlinear time series; Regression;
Conditional independence graph for nonlinear time series and its application to international financial markets
Keywords: سری زمانی غیر خطی; Nonlinear time series; Conditional independence graphs; Conditional mutual information; Financial markets
Bispectral-based methods for clustering time series
Keywords: سری زمانی غیر خطی; Nonlinear time series; Bispectral density function; Hierarchical clustering
Inference for random coefficient volatility models
Keywords: سری زمانی غیر خطی; Estimating functions; Nonlinear time series; Information; RCA models; GARCH models
Nonlinear recursive estimation of volatility via estimating functions
Keywords: سری زمانی غیر خطی; Estimating functions; GARCH; RCA; Recursive estimation; Nonlinear time series
Semiparametric quantile regression estimation in dynamic models with partially varying coefficients
Keywords: سری زمانی غیر خطی; Efficiency; Nonlinear time series; Partially linear; Partially varying coefficients; Quantile regression; Semiparametric;
Bayesian multi-regime smooth transition regression with ordered categorical variables
Keywords: سری زمانی غیر خطی; Bayesian econometrics; Cumulative probit model; Markov chain Monte Carlo; Multivariate time series; Nonlinear time series; Ordinal regression
Nonlinear time series modeling and prediction using functional weights wavelet neural network-based state-dependent AR model
Keywords: سری زمانی غیر خطی; Wavelet networks; Functional weights wavelet network; Modeling; Prediction; Nonlinear time series; Optimization; Autoregression
Prediction of chaotic time series using computational intelligence
Keywords: سری زمانی غیر خطی; Time series prediction; Single multiplicative neuron model; Computational intelligence; Particle swarm optimization; Nonlinear time series; Biomedical signal analysis
Quantifying chaos: A tale of two maps
Keywords: سری زمانی غیر خطی; Chaos; Invariant measure; Lyapunov exponents; Nonlinear time series;
Forecasting the NN5 time series with hybrid models
Keywords: سری زمانی غیر خطی; Forecasting competitions; Combining forecasts; Nonlinear time series; Seasonality; Neural networks
Use of modified sample entropy measurement to classify ventricular tachycardia and fibrillation
Keywords: سری زمانی غیر خطی; Nonlinear time series; Sample entropy; Complexity; Ventricular fibrillation; Ventricular tachycardia
Modeling volatility with time-varying FIGARCH models
Keywords: سری زمانی غیر خطی; C12; C15; C22; C51; C52; G1; Q4; FIGARCH; Long memory; Nonlinear time series; Structural change; Time-varying parameter model;
MLP ensembles improve long term prediction accuracy over single networks
Keywords: سری زمانی غیر خطی; Forecasting competitions; Time series; Neural networks; Automatic forecasting; Nonlinear time series
Prediction intervals in conditionally heteroscedastic time series with stochastic components
Keywords: سری زمانی غیر خطی; ARIMA-GARCH models; Local level model; Nonlinear time series; State space models; Unobserved component models
Nonparametric model validations for hidden Markov models with applications in financial econometrics
Keywords: سری زمانی غیر خطی; C12; C14; C22; Confidence envelope; Diffusion model; Hidden Markov model; Market microstructure noise; Model validation; Nonlinear time series; Transition density; Stochastic volatility;
A note on the invertibility of nonlinear ARMA models
Keywords: سری زمانی غیر خطی; Attractor; Dynamical system; Nonlinear time series; Polynomial MA model; Subadditive ergodic theory; Threshold MA model
A partially linearized sigma point filter for latent state estimation in nonlinear time series models
Keywords: سری زمانی غیر خطی; State estimation; Sigma point filters; Nonlinear time series
Modeling the dynamics of inflation compensation
Keywords: سری زمانی غیر خطی; E31; C11; G12; G14; E58Inflation compensation; Bayesian; Nonlinear time series; State space model
Density estimation for nonlinear parametric models with conditional heteroscedasticity
Keywords: سری زمانی غیر خطی; C13; C02; Bahadur representation; Conditional heteroscedasticity; Density estimation; Fisher information; Nonlinear time series; Nonparametric kernel density; Stationary density; Stochastic regression;
Specification tests of parametric dynamic conditional quantiles
Keywords: سری زمانی غیر خطی; C12; C22; Omnibus tests; Conditional quantiles; Nonlinear time series; Empirical processes; Quantile processes; Subsampling; Value-at-risk; Tail risk;
Kernel estimation for time series: An asymptotic theory
Keywords: سری زمانی غیر خطی; Kernel estimation; Nonlinear time series; Regression; Central limit theorem; Martingale; Markov chains; Linear processes; Sensitivity measure; Prediction theory; Mean concentration function; Fejér kernel
An asymptotic theory for sample covariances of Bernoulli shifts
Keywords: سری زمانی غیر خطی; primary, 60F05, 62M10; secondary, 60G10Asymptotic normality; Covariance; Dependence; Linear process; Martingale; Moderate deviation; Nonlinear time series; Stationary process; Test of correlation
Granger causality in risk and detection of extreme risk spillover between financial markets
Keywords: سری زمانی غیر خطی; C14; G10; Cross-spectrum; Extreme downside risk; Financial contagion; Granger causality in risk; Nonlinear time series; Risk management; Value at Risk;
Value-at-Risk via mixture distributions reconsidered
Keywords: سری زمانی غیر خطی; Fat-tailed distributions; Forecasting; Gaussian mixture; Markov-switching; Nonlinear time series; Stock Markets; Value-at-Risk
Design of experiments on neural network's training for nonlinear time series forecasting
Keywords: سری زمانی غیر خطی; Design of Experiment; Artificial Neural Network; Nonlinear time series
Optimal smoothing of non-linear dynamic systems via Monte Carlo Markov chains
Keywords: سری زمانی غیر خطی; Bayesian estimation; State estimation; Nonlinear time series; Stochastic processes; Iterated Kalman smoothing filter; Stochastic fed-batch bioreactor;
Joint and marginal specification tests for conditional mean and variance models
Keywords: سری زمانی غیر خطی; C12; C14; C52; Diagnostic tests; Model checks; Generalized spectral analysis; Nonlinear time series; Wild bootstrap; Volatility model;
Forecasting with univariate TAR models
Keywords: سری زمانی غیر خطی; Forecasting; Nonlinear time series; Regime-switching models; Predictive distributions; Threshold-autoregressive models