Exploring the sources of uncertainty: Why does bagging for time series forecasting work? |
544:Y |
QCAS / 65 / 3-4 / 267 |

A review of empirical likelihood methods for time series |
544:Y |
QCAS / 60 / 4 / 373 |

Detecting trends in time series of functional data: A study of Antarctic climate change |
544:Z |
QCAS / 60 / 4 / 375 |

Estimating the marginal law of a time series with applications
to heavy-tailed distributions |
544:Y |
QCAS / 59 / 5-6 / 525 |

A study of Mexican free-tailed bat chirp syllables: Bayesian functional mixed models for nonstationary acoustic time series |
544:Z |
QCAS / 59 / 3 / 247 |

Testing for equal predictability of stationary ARMA processes |
544:Y |
QCAS / 54 / 1-2 / 111 |

Comparison of time series using subsampling |
544:Y |
QCAS / 52 / 3 / 331 |

Time series forecasting using flexible neural tree model |
544:Y |
QCAS / 52 / 2 / 221 |

Is time-series-based predictability evident in real time? |
544:Y |
QCAS / 52 / 1 / 83 |

Shape-based retrieval in time-series databases |
544:Y |
QCAS / 51 / 6 / 667 |

Grey models in seasonal time series forecasting |
544:Y |
QCAS / 51 / 5 / 559 |

Dependent SiZer: Goodness-of-fit tests for time series models |
544:Y |
QCAS / 50 / 5 / 551 |

Runs tests for assessing volatility forecastability in financial time series |
544:Y |
QCAS / 50 / 4 / 449 |

Time series modelling of daily tax revenues |
544:Y |
QCAS / 49 / 3 / 325 |

Measures to evaluate the discrepancy between direct and indirect model-based seasonal adjustment |
544:Y |
QCAS / 49 / 1 / 93 |

Improving cross-correlation tests through re-sampling techniques |
544:Y |
QCAS / 48 / 2 / 205 |

A study on the effect of power transformation in the ARMA (p, q) model |
544:Y |
QCAS / 47 / 5 / 561 |

Local linear regression for estimating time series data |
544:Y |
QCAS / 47 / 4 / 437 |

Data mining on time series: An illustration using fast-food restaurant franchise data |
544:Y |
QCAS / 47 / 4 / 441 |

Finite-sample performance of alternative estimators for autoregressive models in the presence of outliers |
544:Y |
QCAS / 45 / 6 / 691 |

Markov Poisson regression models for discrete time series. Part 1: Methodology |
544:Y |
QCAS / 45 / 3 / 331 |