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You searched for subject:(Time series analysis). Showing records 1 – 30 of 1422 total matches.

[1] [2] [3] [4] [5] … [48]

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University of Hong Kong

1. 朱倩倩; Zhu, Qianqian. On quantile inference for conditional heteroscedastic models.

Degree: PhD, 2017, University of Hong Kong

 In this thesis, three conditional heteroscedatic models are investigated under a quantile regression framework. Among these three models, two are first proposed as new conditional… (more)

Subjects/Keywords: Time-series analysis

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APA (6th Edition):

朱倩倩; Zhu, Q. (2017). On quantile inference for conditional heteroscedastic models. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249880

Chicago Manual of Style (16th Edition):

朱倩倩; Zhu, Qianqian. “On quantile inference for conditional heteroscedastic models.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed April 01, 2020. http://hdl.handle.net/10722/249880.

MLA Handbook (7th Edition):

朱倩倩; Zhu, Qianqian. “On quantile inference for conditional heteroscedastic models.” 2017. Web. 01 Apr 2020.

Vancouver:

朱倩倩; Zhu Q. On quantile inference for conditional heteroscedastic models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/10722/249880.

Council of Science Editors:

朱倩倩; Zhu Q. On quantile inference for conditional heteroscedastic models. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249880


University of Hong Kong

2. Lo, Pak-hang. On a buffered conditional volatility process.

Degree: M. Phil., 2014, University of Hong Kong

The traditional threshold time series model is famous for its capability in capturing asymmetry. Regime switching takes place immediately when a certain variable crosses the… (more)

Subjects/Keywords: Time-series analysis

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APA (6th Edition):

Lo, P. (2014). On a buffered conditional volatility process. (Masters Thesis). University of Hong Kong. Retrieved from Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446

Chicago Manual of Style (16th Edition):

Lo, Pak-hang. “On a buffered conditional volatility process.” 2014. Masters Thesis, University of Hong Kong. Accessed April 01, 2020. Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446.

MLA Handbook (7th Edition):

Lo, Pak-hang. “On a buffered conditional volatility process.” 2014. Web. 01 Apr 2020.

Vancouver:

Lo P. On a buffered conditional volatility process. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2020 Apr 01]. Available from: Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446.

Council of Science Editors:

Lo P. On a buffered conditional volatility process. [Masters Thesis]. University of Hong Kong; 2014. Available from: Lo, P. [勞柏衡]. (2014). On a buffered conditional volatility process. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177344 ; http://dx.doi.org/10.5353/th_b5177344 ; http://hdl.handle.net/10722/196446


University of Hong Kong

3. 劉釗; Liu, Zhao. On mixture double autoregressive time series models.

Degree: M. Phil., 2013, University of Hong Kong

Conditional heteroscedastic models are one important type of time series models which have been widely investigated and brought out continuously by scholars in time series(more)

Subjects/Keywords: Time-series analysis

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APA (6th Edition):

劉釗; Liu, Z. (2013). On mixture double autoregressive time series models. (Masters Thesis). University of Hong Kong. Retrieved from Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465

Chicago Manual of Style (16th Edition):

劉釗; Liu, Zhao. “On mixture double autoregressive time series models.” 2013. Masters Thesis, University of Hong Kong. Accessed April 01, 2020. Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465.

MLA Handbook (7th Edition):

劉釗; Liu, Zhao. “On mixture double autoregressive time series models.” 2013. Web. 01 Apr 2020.

Vancouver:

劉釗; Liu Z. On mixture double autoregressive time series models. [Internet] [Masters thesis]. University of Hong Kong; 2013. [cited 2020 Apr 01]. Available from: Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465.

Council of Science Editors:

劉釗; Liu Z. On mixture double autoregressive time series models. [Masters Thesis]. University of Hong Kong; 2013. Available from: Liu, Z. [劉釗]. (2013). On mixture double autoregressive time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5177350 ; http://dx.doi.org/10.5353/th_b5177350 ; http://hdl.handle.net/10722/196465


University of Hong Kong

4. Guan, Bo. On some new threshold-type time series models.

Degree: PhD, 2013, University of Hong Kong

The subject of time series analysis has drawn significant attentions in recent years, since it is of tremendous interest to practitioners, as well as to… (more)

Subjects/Keywords: Time series analysis.

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APA (6th Edition):

Guan, B. (2013). On some new threshold-type time series models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266

Chicago Manual of Style (16th Edition):

Guan, Bo. “On some new threshold-type time series models.” 2013. Doctoral Dissertation, University of Hong Kong. Accessed April 01, 2020. Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266.

MLA Handbook (7th Edition):

Guan, Bo. “On some new threshold-type time series models.” 2013. Web. 01 Apr 2020.

Vancouver:

Guan B. On some new threshold-type time series models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2013. [cited 2020 Apr 01]. Available from: Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266.

Council of Science Editors:

Guan B. On some new threshold-type time series models. [Doctoral Dissertation]. University of Hong Kong; 2013. Available from: Guan, B. [关博]. (2013). On some new threshold-type time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5053385 ; http://dx.doi.org/10.5353/th_b5053385 ; http://hdl.handle.net/10722/188266


University of Hong Kong

5. 李源; Li, Yuan. On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach.

Degree: M. Phil., 2012, University of Hong Kong

This thesis aims at investigating different forms of residuals from a general time series model with conditional mean and conditional variance fitted by the Gaussian… (more)

Subjects/Keywords: Time-series analysis.

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APA (6th Edition):

李源; Li, Y. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Masters Thesis). University of Hong Kong. Retrieved from Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876

Chicago Manual of Style (16th Edition):

李源; Li, Yuan. “On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach.” 2012. Masters Thesis, University of Hong Kong. Accessed April 01, 2020. Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876.

MLA Handbook (7th Edition):

李源; Li, Yuan. “On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach.” 2012. Web. 01 Apr 2020.

Vancouver:

李源; Li Y. On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. [Internet] [Masters thesis]. University of Hong Kong; 2012. [cited 2020 Apr 01]. Available from: Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876.

Council of Science Editors:

李源; Li Y. On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. [Masters Thesis]. University of Hong Kong; 2012. Available from: Li, Y. [李源]. (2012). On mixed portmanteau statistics for the diagnostic checking of time series models using Gaussian quasi-maximum likelihood approach. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4833006 ; http://dx.doi.org/10.5353/th_b4833006 ; http://hdl.handle.net/10722/173876


Rutgers University

6. Yan, Xi, 1985-. Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization.

Degree: PhD, Statistics and Biostatistics, 2019, Rutgers University

This dissertation focuses on developing new statistical methods for analyzing and modeling financial time series. The first part of this dissertation discusses modeling of functional… (more)

Subjects/Keywords: Functional time series; Time-series analysis

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APA (6th Edition):

Yan, Xi, 1. (2019). Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/62066/

Chicago Manual of Style (16th Edition):

Yan, Xi, 1985-. “Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization.” 2019. Doctoral Dissertation, Rutgers University. Accessed April 01, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/62066/.

MLA Handbook (7th Edition):

Yan, Xi, 1985-. “Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization.” 2019. Web. 01 Apr 2020.

Vancouver:

Yan, Xi 1. Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization. [Internet] [Doctoral dissertation]. Rutgers University; 2019. [cited 2020 Apr 01]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/62066/.

Council of Science Editors:

Yan, Xi 1. Statistical analysis of dynamic risk neutral density, dynamic cross-sectional distribution and portfolio optimization. [Doctoral Dissertation]. Rutgers University; 2019. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/62066/


University of Johannesburg

7. Human, Johannes Urbanus. Some aspects of harmonic time series analysis.

Degree: PhD, 2012, University of Johannesburg

 Harmonic time series are often used to describe the periodic nature of a time series, for example the periodic nature of a variable star’s observed… (more)

Subjects/Keywords: Harmonic analysis; Time-series analysis

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APA (6th Edition):

Human, J. U. (2012). Some aspects of harmonic time series analysis. (Doctoral Dissertation). University of Johannesburg. Retrieved from http://hdl.handle.net/10210/4275

Chicago Manual of Style (16th Edition):

Human, Johannes Urbanus. “Some aspects of harmonic time series analysis.” 2012. Doctoral Dissertation, University of Johannesburg. Accessed April 01, 2020. http://hdl.handle.net/10210/4275.

MLA Handbook (7th Edition):

Human, Johannes Urbanus. “Some aspects of harmonic time series analysis.” 2012. Web. 01 Apr 2020.

Vancouver:

Human JU. Some aspects of harmonic time series analysis. [Internet] [Doctoral dissertation]. University of Johannesburg; 2012. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/10210/4275.

Council of Science Editors:

Human JU. Some aspects of harmonic time series analysis. [Doctoral Dissertation]. University of Johannesburg; 2012. Available from: http://hdl.handle.net/10210/4275


The Ohio State University

8. Michel, Jonathan R. Essays in Nonlinear Time Series Analysis.

Degree: PhD, Economics, 2019, The Ohio State University

 This dissertation consists of six papers. Each of these papers are on a different aspect of statistical analysis of nonlinear time series. In the first… (more)

Subjects/Keywords: Economics; Time Series Analysis, Nonstationary time series, Mixing, Nonlinear Time Series

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APA (6th Edition):

Michel, J. R. (2019). Essays in Nonlinear Time Series Analysis. (Doctoral Dissertation). The Ohio State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158

Chicago Manual of Style (16th Edition):

Michel, Jonathan R. “Essays in Nonlinear Time Series Analysis.” 2019. Doctoral Dissertation, The Ohio State University. Accessed April 01, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158.

MLA Handbook (7th Edition):

Michel, Jonathan R. “Essays in Nonlinear Time Series Analysis.” 2019. Web. 01 Apr 2020.

Vancouver:

Michel JR. Essays in Nonlinear Time Series Analysis. [Internet] [Doctoral dissertation]. The Ohio State University; 2019. [cited 2020 Apr 01]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158.

Council of Science Editors:

Michel JR. Essays in Nonlinear Time Series Analysis. [Doctoral Dissertation]. The Ohio State University; 2019. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=osu1555001297904158


University of Hong Kong

9. 鄭遙; Zheng, Yao. Robust methods and quantile inference for econometric models.

Degree: PhD, 2017, University of Hong Kong

 This thesis studies the robust diagnostic checking, quantile inference, and the least absolute deviations (LAD) estimation for some time series models. Some new inference tools… (more)

Subjects/Keywords: GARCH model; Time-series analysis

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APA (6th Edition):

鄭遙; Zheng, Y. (2017). Robust methods and quantile inference for econometric models. (Doctoral Dissertation). University of Hong Kong. Retrieved from http://hdl.handle.net/10722/249918

Chicago Manual of Style (16th Edition):

鄭遙; Zheng, Yao. “Robust methods and quantile inference for econometric models.” 2017. Doctoral Dissertation, University of Hong Kong. Accessed April 01, 2020. http://hdl.handle.net/10722/249918.

MLA Handbook (7th Edition):

鄭遙; Zheng, Yao. “Robust methods and quantile inference for econometric models.” 2017. Web. 01 Apr 2020.

Vancouver:

鄭遙; Zheng Y. Robust methods and quantile inference for econometric models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2017. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/10722/249918.

Council of Science Editors:

鄭遙; Zheng Y. Robust methods and quantile inference for econometric models. [Doctoral Dissertation]. University of Hong Kong; 2017. Available from: http://hdl.handle.net/10722/249918


University of Hong Kong

10. 馬世晟; Ma, Sai-shing. On the long memory autoregressive conditional duration models.

Degree: M. Phil., 2014, University of Hong Kong

In financial markets, transaction durations refer to the duration time between two consecutive trades. It is common that more frequent trades are expected to be… (more)

Subjects/Keywords: Autoregression (Statistics); Time-series analysis

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APA (6th Edition):

馬世晟; Ma, S. (2014). On the long memory autoregressive conditional duration models. (Masters Thesis). University of Hong Kong. Retrieved from Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101

Chicago Manual of Style (16th Edition):

馬世晟; Ma, Sai-shing. “On the long memory autoregressive conditional duration models.” 2014. Masters Thesis, University of Hong Kong. Accessed April 01, 2020. Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101.

MLA Handbook (7th Edition):

馬世晟; Ma, Sai-shing. “On the long memory autoregressive conditional duration models.” 2014. Web. 01 Apr 2020.

Vancouver:

馬世晟; Ma S. On the long memory autoregressive conditional duration models. [Internet] [Masters thesis]. University of Hong Kong; 2014. [cited 2020 Apr 01]. Available from: Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101.

Council of Science Editors:

馬世晟; Ma S. On the long memory autoregressive conditional duration models. [Masters Thesis]. University of Hong Kong; 2014. Available from: Ma, S. [馬世晟]. (2014). On the long memory autoregressive conditional duration models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5185908 ; http://dx.doi.org/10.5353/th_b5185908 ; http://hdl.handle.net/10722/197101


University of Hong Kong

11. Li, Yang. Statistical inference for some econometric time series models.

Degree: PhD, 2014, University of Hong Kong

 With the increasingly economic activities, people have more and more interest in econometric models. There are two mainstream econometric models which are very popular in… (more)

Subjects/Keywords: Econometrics; Time-series analysis

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APA (6th Edition):

Li, Y. (2014). Statistical inference for some econometric time series models. (Doctoral Dissertation). University of Hong Kong. Retrieved from Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984

Chicago Manual of Style (16th Edition):

Li, Yang. “Statistical inference for some econometric time series models.” 2014. Doctoral Dissertation, University of Hong Kong. Accessed April 01, 2020. Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984.

MLA Handbook (7th Edition):

Li, Yang. “Statistical inference for some econometric time series models.” 2014. Web. 01 Apr 2020.

Vancouver:

Li Y. Statistical inference for some econometric time series models. [Internet] [Doctoral dissertation]. University of Hong Kong; 2014. [cited 2020 Apr 01]. Available from: Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984.

Council of Science Editors:

Li Y. Statistical inference for some econometric time series models. [Doctoral Dissertation]. University of Hong Kong; 2014. Available from: Li, Y. [李杨]. (2014). Statistical inference for some econometric time series models. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b5153693 ; http://dx.doi.org/10.5353/th_b5153693 ; http://hdl.handle.net/10722/195984


Nelson Mandela Metropolitan University

12. Mlambo, Farai Fredric. Good's casualty for time series: a regime-switching framework.

Degree: Faculty of Science, 2014, Nelson Mandela Metropolitan University

 Causal analysis is a significant role-playing field in the applied sciences such as statistics, econometrics, and technometrics. Particularly, probability-raising models have warranted significant research interest.… (more)

Subjects/Keywords: Time-series analysis; Econometrics

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APA (6th Edition):

Mlambo, F. F. (2014). Good's casualty for time series: a regime-switching framework. (Thesis). Nelson Mandela Metropolitan University. Retrieved from http://hdl.handle.net/10948/6018

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Mlambo, Farai Fredric. “Good's casualty for time series: a regime-switching framework.” 2014. Thesis, Nelson Mandela Metropolitan University. Accessed April 01, 2020. http://hdl.handle.net/10948/6018.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Mlambo, Farai Fredric. “Good's casualty for time series: a regime-switching framework.” 2014. Web. 01 Apr 2020.

Vancouver:

Mlambo FF. Good's casualty for time series: a regime-switching framework. [Internet] [Thesis]. Nelson Mandela Metropolitan University; 2014. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/10948/6018.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Mlambo FF. Good's casualty for time series: a regime-switching framework. [Thesis]. Nelson Mandela Metropolitan University; 2014. Available from: http://hdl.handle.net/10948/6018

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Queens University

13. Rahim, Karim. Applications of Multitaper Spectral Analysis to Nonstationary Data .

Degree: Mathematics and Statistics, 2014, Queens University

 This thesis is concerned with changes in the spectrum over time observed in Holocene climate data as recorded in the Burgundy grape harvest date series.… (more)

Subjects/Keywords: Spectral Analysis; Time Series

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APA (6th Edition):

Rahim, K. (2014). Applications of Multitaper Spectral Analysis to Nonstationary Data . (Thesis). Queens University. Retrieved from http://hdl.handle.net/1974/12584

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Rahim, Karim. “Applications of Multitaper Spectral Analysis to Nonstationary Data .” 2014. Thesis, Queens University. Accessed April 01, 2020. http://hdl.handle.net/1974/12584.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Rahim, Karim. “Applications of Multitaper Spectral Analysis to Nonstationary Data .” 2014. Web. 01 Apr 2020.

Vancouver:

Rahim K. Applications of Multitaper Spectral Analysis to Nonstationary Data . [Internet] [Thesis]. Queens University; 2014. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/1974/12584.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Rahim K. Applications of Multitaper Spectral Analysis to Nonstationary Data . [Thesis]. Queens University; 2014. Available from: http://hdl.handle.net/1974/12584

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Rutgers University

14. Liu, Xialu, 1986-. New models and methods for time series analysis in big data era.

Degree: PhD, Statistics and Biostatistics, 2015, Rutgers University

In big data era, available information becomes massive and complex and is often observed over time. Conventional time series models are limited in capability of… (more)

Subjects/Keywords: Time-series analysis; Big data

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APA (6th Edition):

Liu, Xialu, 1. (2015). New models and methods for time series analysis in big data era. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/47468/

Chicago Manual of Style (16th Edition):

Liu, Xialu, 1986-. “New models and methods for time series analysis in big data era.” 2015. Doctoral Dissertation, Rutgers University. Accessed April 01, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/47468/.

MLA Handbook (7th Edition):

Liu, Xialu, 1986-. “New models and methods for time series analysis in big data era.” 2015. Web. 01 Apr 2020.

Vancouver:

Liu, Xialu 1. New models and methods for time series analysis in big data era. [Internet] [Doctoral dissertation]. Rutgers University; 2015. [cited 2020 Apr 01]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47468/.

Council of Science Editors:

Liu, Xialu 1. New models and methods for time series analysis in big data era. [Doctoral Dissertation]. Rutgers University; 2015. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/47468/


Rutgers University

15. Chang, Kun. Topics in compositional, seasonal and spatial-temporal time series.

Degree: PhD, Statistics and Biostatistics, 2015, Rutgers University

This dissertation studies several topics in time series modeling. The discussion on seasonal time series, compositional time series and spatial-temporal time series brings new insight… (more)

Subjects/Keywords: Time-series analysis; Prediction theory

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APA (6th Edition):

Chang, K. (2015). Topics in compositional, seasonal and spatial-temporal time series. (Doctoral Dissertation). Rutgers University. Retrieved from https://rucore.libraries.rutgers.edu/rutgers-lib/48411/

Chicago Manual of Style (16th Edition):

Chang, Kun. “Topics in compositional, seasonal and spatial-temporal time series.” 2015. Doctoral Dissertation, Rutgers University. Accessed April 01, 2020. https://rucore.libraries.rutgers.edu/rutgers-lib/48411/.

MLA Handbook (7th Edition):

Chang, Kun. “Topics in compositional, seasonal and spatial-temporal time series.” 2015. Web. 01 Apr 2020.

Vancouver:

Chang K. Topics in compositional, seasonal and spatial-temporal time series. [Internet] [Doctoral dissertation]. Rutgers University; 2015. [cited 2020 Apr 01]. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/48411/.

Council of Science Editors:

Chang K. Topics in compositional, seasonal and spatial-temporal time series. [Doctoral Dissertation]. Rutgers University; 2015. Available from: https://rucore.libraries.rutgers.edu/rutgers-lib/48411/


Hong Kong University of Science and Technology

16. Wu, Degang. Coupling analysis in time series using information theory and dynamical systems theory.

Degree: 2016, Hong Kong University of Science and Technology

 Inferring causality from observations of different entities is central to science. Time series is an important form of observations in subjects ranging from physics, geology… (more)

Subjects/Keywords: Time-series analysis ; Mathematical models

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APA (6th Edition):

Wu, D. (2016). Coupling analysis in time series using information theory and dynamical systems theory. (Thesis). Hong Kong University of Science and Technology. Retrieved from http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Wu, Degang. “Coupling analysis in time series using information theory and dynamical systems theory.” 2016. Thesis, Hong Kong University of Science and Technology. Accessed April 01, 2020. http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Wu, Degang. “Coupling analysis in time series using information theory and dynamical systems theory.” 2016. Web. 01 Apr 2020.

Vancouver:

Wu D. Coupling analysis in time series using information theory and dynamical systems theory. [Internet] [Thesis]. Hong Kong University of Science and Technology; 2016. [cited 2020 Apr 01]. Available from: http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Wu D. Coupling analysis in time series using information theory and dynamical systems theory. [Thesis]. Hong Kong University of Science and Technology; 2016. Available from: http://repository.ust.hk/ir/Record/1783.1-87522 ; https://doi.org/10.14711/thesis-b1736171 ; http://repository.ust.hk/ir/bitstream/1783.1-87522/1/th_redirect.html

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Colorado State University

17. Saldarriaga, Jaime. Investigation of wet and dry years by runs.

Degree: PhD, Civil Engineering, 2017, Colorado State University

 A technique is advanced for testing the structure of time series, with the basic statistical parameter being the mean run-length. This technique is shown to… (more)

Subjects/Keywords: Time-series analysis; Hydrology; Runoff

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APA (6th Edition):

Saldarriaga, J. (2017). Investigation of wet and dry years by runs. (Doctoral Dissertation). Colorado State University. Retrieved from http://hdl.handle.net/10217/183822

Chicago Manual of Style (16th Edition):

Saldarriaga, Jaime. “Investigation of wet and dry years by runs.” 2017. Doctoral Dissertation, Colorado State University. Accessed April 01, 2020. http://hdl.handle.net/10217/183822.

MLA Handbook (7th Edition):

Saldarriaga, Jaime. “Investigation of wet and dry years by runs.” 2017. Web. 01 Apr 2020.

Vancouver:

Saldarriaga J. Investigation of wet and dry years by runs. [Internet] [Doctoral dissertation]. Colorado State University; 2017. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/10217/183822.

Council of Science Editors:

Saldarriaga J. Investigation of wet and dry years by runs. [Doctoral Dissertation]. Colorado State University; 2017. Available from: http://hdl.handle.net/10217/183822


Columbia University

18. Yousuf, Kashif. Essays in High Dimensional Time Series Analysis.

Degree: 2019, Columbia University

 Due to the rapid improvements in the information technology, high dimensional time series datasets are frequently encountered in a variety of fields such as macroeconomics,… (more)

Subjects/Keywords: Statistics; Economics; Time-series analysis; Time-series analysis – Data processing; Regression analysis

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APA (6th Edition):

Yousuf, K. (2019). Essays in High Dimensional Time Series Analysis. (Doctoral Dissertation). Columbia University. Retrieved from https://doi.org/10.7916/d8-yfg6-4971

Chicago Manual of Style (16th Edition):

Yousuf, Kashif. “Essays in High Dimensional Time Series Analysis.” 2019. Doctoral Dissertation, Columbia University. Accessed April 01, 2020. https://doi.org/10.7916/d8-yfg6-4971.

MLA Handbook (7th Edition):

Yousuf, Kashif. “Essays in High Dimensional Time Series Analysis.” 2019. Web. 01 Apr 2020.

Vancouver:

Yousuf K. Essays in High Dimensional Time Series Analysis. [Internet] [Doctoral dissertation]. Columbia University; 2019. [cited 2020 Apr 01]. Available from: https://doi.org/10.7916/d8-yfg6-4971.

Council of Science Editors:

Yousuf K. Essays in High Dimensional Time Series Analysis. [Doctoral Dissertation]. Columbia University; 2019. Available from: https://doi.org/10.7916/d8-yfg6-4971


University of Aberdeen

19. Sayah, Mukthar. Nonlinear time series analysis applied to resonance enhanced drilling.

Degree: PhD, 2015, University of Aberdeen

 In order to optimise the Resonance Enhanced Drilling (RED) performance in different rock formations, it is important to understand both the influence of the system… (more)

Subjects/Keywords: Boring; Boring machinery; Time-series analysis

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APA (6th Edition):

Sayah, M. (2015). Nonlinear time series analysis applied to resonance enhanced drilling. (Doctoral Dissertation). University of Aberdeen. Retrieved from http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=227011 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655682

Chicago Manual of Style (16th Edition):

Sayah, Mukthar. “Nonlinear time series analysis applied to resonance enhanced drilling.” 2015. Doctoral Dissertation, University of Aberdeen. Accessed April 01, 2020. http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=227011 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655682.

MLA Handbook (7th Edition):

Sayah, Mukthar. “Nonlinear time series analysis applied to resonance enhanced drilling.” 2015. Web. 01 Apr 2020.

Vancouver:

Sayah M. Nonlinear time series analysis applied to resonance enhanced drilling. [Internet] [Doctoral dissertation]. University of Aberdeen; 2015. [cited 2020 Apr 01]. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=227011 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655682.

Council of Science Editors:

Sayah M. Nonlinear time series analysis applied to resonance enhanced drilling. [Doctoral Dissertation]. University of Aberdeen; 2015. Available from: http://digitool.abdn.ac.uk:80/webclient/DeliveryManager?pid=227011 ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.655682


Oregon State University

20. Robb, Loretta J. Estimation of the order of an autoregressive time series : a Bayesian approach.

Degree: PhD, Statistics, 1979, Oregon State University

 Finite order autoregressive models for time series are often used for prediction and other inferences. Given the order of the model, the parameters of the… (more)

Subjects/Keywords: Time-series analysis

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APA (6th Edition):

Robb, L. J. (1979). Estimation of the order of an autoregressive time series : a Bayesian approach. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/42411

Chicago Manual of Style (16th Edition):

Robb, Loretta J. “Estimation of the order of an autoregressive time series : a Bayesian approach.” 1979. Doctoral Dissertation, Oregon State University. Accessed April 01, 2020. http://hdl.handle.net/1957/42411.

MLA Handbook (7th Edition):

Robb, Loretta J. “Estimation of the order of an autoregressive time series : a Bayesian approach.” 1979. Web. 01 Apr 2020.

Vancouver:

Robb LJ. Estimation of the order of an autoregressive time series : a Bayesian approach. [Internet] [Doctoral dissertation]. Oregon State University; 1979. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/1957/42411.

Council of Science Editors:

Robb LJ. Estimation of the order of an autoregressive time series : a Bayesian approach. [Doctoral Dissertation]. Oregon State University; 1979. Available from: http://hdl.handle.net/1957/42411


Oregon State University

21. Tang, Zhigiang. Bilinear stochastic processes and time series.

Degree: PhD, Electrical and Computer Engineering, 1987, Oregon State University

 In engineering, biology, ecology, medicine, economics and social science, some processes are essentially bilinear, and some could be approximated accurately by bilinear processes under certain… (more)

Subjects/Keywords: Time-series analysis

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APA (6th Edition):

Tang, Z. (1987). Bilinear stochastic processes and time series. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/39933

Chicago Manual of Style (16th Edition):

Tang, Zhigiang. “Bilinear stochastic processes and time series.” 1987. Doctoral Dissertation, Oregon State University. Accessed April 01, 2020. http://hdl.handle.net/1957/39933.

MLA Handbook (7th Edition):

Tang, Zhigiang. “Bilinear stochastic processes and time series.” 1987. Web. 01 Apr 2020.

Vancouver:

Tang Z. Bilinear stochastic processes and time series. [Internet] [Doctoral dissertation]. Oregon State University; 1987. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/1957/39933.

Council of Science Editors:

Tang Z. Bilinear stochastic processes and time series. [Doctoral Dissertation]. Oregon State University; 1987. Available from: http://hdl.handle.net/1957/39933


Oregon State University

22. Chen, Kuei-Lin. Performance evaluation and design of multiple time series based forecasting systems.

Degree: PhD, Industrial and General Engineering, 1976, Oregon State University

 The study evaluates performances of three multiple time series (MTS) forecasting methods; investigates possible improvements in MTS forecasting operations, and proposes a multiple time series(more)

Subjects/Keywords: Time-series analysis

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APA (6th Edition):

Chen, K. (1976). Performance evaluation and design of multiple time series based forecasting systems. (Doctoral Dissertation). Oregon State University. Retrieved from http://hdl.handle.net/1957/43755

Chicago Manual of Style (16th Edition):

Chen, Kuei-Lin. “Performance evaluation and design of multiple time series based forecasting systems.” 1976. Doctoral Dissertation, Oregon State University. Accessed April 01, 2020. http://hdl.handle.net/1957/43755.

MLA Handbook (7th Edition):

Chen, Kuei-Lin. “Performance evaluation and design of multiple time series based forecasting systems.” 1976. Web. 01 Apr 2020.

Vancouver:

Chen K. Performance evaluation and design of multiple time series based forecasting systems. [Internet] [Doctoral dissertation]. Oregon State University; 1976. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/1957/43755.

Council of Science Editors:

Chen K. Performance evaluation and design of multiple time series based forecasting systems. [Doctoral Dissertation]. Oregon State University; 1976. Available from: http://hdl.handle.net/1957/43755


University of Hong Kong

23. 黎嘉慧; Li, Jiahui. On discrete-time risk models with dependence based on integer-valued time series processes.

Degree: M. Phil., 2012, University of Hong Kong

In the actuarial literature, dependence structures in risk models have been extensively studied. The main theme of this thesis is to investigate some discrete-time risk… (more)

Subjects/Keywords: Time-series analysis; Risk (Insurance) - Statistical methods.

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APA (6th Edition):

黎嘉慧; Li, J. (2012). On discrete-time risk models with dependence based on integer-valued time series processes. (Masters Thesis). University of Hong Kong. Retrieved from Li, J. [黎嘉慧]. (2012). On discrete-time risk models with dependence based on integer-valued time series processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852187 ; http://dx.doi.org/10.5353/th_b4852187 ; http://hdl.handle.net/10722/179996

Chicago Manual of Style (16th Edition):

黎嘉慧; Li, Jiahui. “On discrete-time risk models with dependence based on integer-valued time series processes.” 2012. Masters Thesis, University of Hong Kong. Accessed April 01, 2020. Li, J. [黎嘉慧]. (2012). On discrete-time risk models with dependence based on integer-valued time series processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852187 ; http://dx.doi.org/10.5353/th_b4852187 ; http://hdl.handle.net/10722/179996.

MLA Handbook (7th Edition):

黎嘉慧; Li, Jiahui. “On discrete-time risk models with dependence based on integer-valued time series processes.” 2012. Web. 01 Apr 2020.

Vancouver:

黎嘉慧; Li J. On discrete-time risk models with dependence based on integer-valued time series processes. [Internet] [Masters thesis]. University of Hong Kong; 2012. [cited 2020 Apr 01]. Available from: Li, J. [黎嘉慧]. (2012). On discrete-time risk models with dependence based on integer-valued time series processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852187 ; http://dx.doi.org/10.5353/th_b4852187 ; http://hdl.handle.net/10722/179996.

Council of Science Editors:

黎嘉慧; Li J. On discrete-time risk models with dependence based on integer-valued time series processes. [Masters Thesis]. University of Hong Kong; 2012. Available from: Li, J. [黎嘉慧]. (2012). On discrete-time risk models with dependence based on integer-valued time series processes. (Thesis). University of Hong Kong, Pokfulam, Hong Kong SAR. Retrieved from http://dx.doi.org/10.5353/th_b4852187 ; http://dx.doi.org/10.5353/th_b4852187 ; http://hdl.handle.net/10722/179996


Penn State University

24. Chattopadhyay, Pritthi. Data-Driven Modeling and Pattern Recognition of Dynamical Systems.

Degree: 2018, Penn State University

 Human-engineered complex systems need to be monitored consistently to ensuretheir safety and efficiency, which might be affected due to degradation over timeor unanticipated disturbances. For… (more)

Subjects/Keywords: data-driven modeling; time series analysis

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APA (6th Edition):

Chattopadhyay, P. (2018). Data-Driven Modeling and Pattern Recognition of Dynamical Systems. (Thesis). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/15396pxc271

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Chattopadhyay, Pritthi. “Data-Driven Modeling and Pattern Recognition of Dynamical Systems.” 2018. Thesis, Penn State University. Accessed April 01, 2020. https://etda.libraries.psu.edu/catalog/15396pxc271.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Chattopadhyay, Pritthi. “Data-Driven Modeling and Pattern Recognition of Dynamical Systems.” 2018. Web. 01 Apr 2020.

Vancouver:

Chattopadhyay P. Data-Driven Modeling and Pattern Recognition of Dynamical Systems. [Internet] [Thesis]. Penn State University; 2018. [cited 2020 Apr 01]. Available from: https://etda.libraries.psu.edu/catalog/15396pxc271.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chattopadhyay P. Data-Driven Modeling and Pattern Recognition of Dynamical Systems. [Thesis]. Penn State University; 2018. Available from: https://etda.libraries.psu.edu/catalog/15396pxc271

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

25. Hamada, Ryuunosuke. Applying Nonparametric Bayesian Approach to Non-homogeneous Multiple Time Series towards Prediction of Driving Operations : 運転行動の予測に向けた不均質な複数時系列へのノンパラメトリックベイズ法の適用; ウンテン コウドウ ノ ヨソク ニ ムケタ フキンシツナ フクスウ ジケイレツ エノ ノンパラメトリック ベイズホウ ノ テキヨウ.

Degree: Nara Institute of Science and Technology / 奈良先端科学技術大学院大学

Subjects/Keywords: time series analysis

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APA (6th Edition):

Hamada, R. (n.d.). Applying Nonparametric Bayesian Approach to Non-homogeneous Multiple Time Series towards Prediction of Driving Operations : 運転行動の予測に向けた不均質な複数時系列へのノンパラメトリックベイズ法の適用; ウンテン コウドウ ノ ヨソク ニ ムケタ フキンシツナ フクスウ ジケイレツ エノ ノンパラメトリック ベイズホウ ノ テキヨウ. (Thesis). Nara Institute of Science and Technology / 奈良先端科学技術大学院大学. Retrieved from http://hdl.handle.net/10061/8739

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Hamada, Ryuunosuke. “Applying Nonparametric Bayesian Approach to Non-homogeneous Multiple Time Series towards Prediction of Driving Operations : 運転行動の予測に向けた不均質な複数時系列へのノンパラメトリックベイズ法の適用; ウンテン コウドウ ノ ヨソク ニ ムケタ フキンシツナ フクスウ ジケイレツ エノ ノンパラメトリック ベイズホウ ノ テキヨウ.” Thesis, Nara Institute of Science and Technology / 奈良先端科学技術大学院大学. Accessed April 01, 2020. http://hdl.handle.net/10061/8739.

Note: this citation may be lacking information needed for this citation format:
No year of publication.
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Hamada, Ryuunosuke. “Applying Nonparametric Bayesian Approach to Non-homogeneous Multiple Time Series towards Prediction of Driving Operations : 運転行動の予測に向けた不均質な複数時系列へのノンパラメトリックベイズ法の適用; ウンテン コウドウ ノ ヨソク ニ ムケタ フキンシツナ フクスウ ジケイレツ エノ ノンパラメトリック ベイズホウ ノ テキヨウ.” Web. 01 Apr 2020.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Hamada R. Applying Nonparametric Bayesian Approach to Non-homogeneous Multiple Time Series towards Prediction of Driving Operations : 運転行動の予測に向けた不均質な複数時系列へのノンパラメトリックベイズ法の適用; ウンテン コウドウ ノ ヨソク ニ ムケタ フキンシツナ フクスウ ジケイレツ エノ ノンパラメトリック ベイズホウ ノ テキヨウ. [Internet] [Thesis]. Nara Institute of Science and Technology / 奈良先端科学技術大学院大学; [cited 2020 Apr 01]. Available from: http://hdl.handle.net/10061/8739.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.

Council of Science Editors:

Hamada R. Applying Nonparametric Bayesian Approach to Non-homogeneous Multiple Time Series towards Prediction of Driving Operations : 運転行動の予測に向けた不均質な複数時系列へのノンパラメトリックベイズ法の適用; ウンテン コウドウ ノ ヨソク ニ ムケタ フキンシツナ フクスウ ジケイレツ エノ ノンパラメトリック ベイズホウ ノ テキヨウ. [Thesis]. Nara Institute of Science and Technology / 奈良先端科学技術大学院大学; Available from: http://hdl.handle.net/10061/8739

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation
No year of publication.


Ryerson University

26. Ardalani-Farsa, Muhammad. Chaotic time series forecasting with residual analysis using synergy of ensemble neural networks and Taguchi's design of experiments.

Degree: 2010, Ryerson University

 This dissertation aims to develop an effective and practical method to forecast chaotic time series. Chaotic behaviour has been observed in the areas of marketing,… (more)

Subjects/Keywords: Chaotic behavior in systems; Time-series analysis

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APA (6th Edition):

Ardalani-Farsa, M. (2010). Chaotic time series forecasting with residual analysis using synergy of ensemble neural networks and Taguchi's design of experiments. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A1347

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ardalani-Farsa, Muhammad. “Chaotic time series forecasting with residual analysis using synergy of ensemble neural networks and Taguchi's design of experiments.” 2010. Thesis, Ryerson University. Accessed April 01, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A1347.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ardalani-Farsa, Muhammad. “Chaotic time series forecasting with residual analysis using synergy of ensemble neural networks and Taguchi's design of experiments.” 2010. Web. 01 Apr 2020.

Vancouver:

Ardalani-Farsa M. Chaotic time series forecasting with residual analysis using synergy of ensemble neural networks and Taguchi's design of experiments. [Internet] [Thesis]. Ryerson University; 2010. [cited 2020 Apr 01]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A1347.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ardalani-Farsa M. Chaotic time series forecasting with residual analysis using synergy of ensemble neural networks and Taguchi's design of experiments. [Thesis]. Ryerson University; 2010. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A1347

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Ryerson University

27. Ghoraani, Behnaz. Time-Frequency Feature Analysis.

Degree: 2010, Ryerson University

 Most of the real-world signals in nature are non-stationary, i.e., their statistics are time variant. Extracting the time-varying frequency characteristics of a signal is very… (more)

Subjects/Keywords: Signal processing  – Mathematics; Time-series analysis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Ghoraani, B. (2010). Time-Frequency Feature Analysis. (Thesis). Ryerson University. Retrieved from https://digital.library.ryerson.ca/islandora/object/RULA%3A1527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Ghoraani, Behnaz. “Time-Frequency Feature Analysis.” 2010. Thesis, Ryerson University. Accessed April 01, 2020. https://digital.library.ryerson.ca/islandora/object/RULA%3A1527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Ghoraani, Behnaz. “Time-Frequency Feature Analysis.” 2010. Web. 01 Apr 2020.

Vancouver:

Ghoraani B. Time-Frequency Feature Analysis. [Internet] [Thesis]. Ryerson University; 2010. [cited 2020 Apr 01]. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A1527.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Ghoraani B. Time-Frequency Feature Analysis. [Thesis]. Ryerson University; 2010. Available from: https://digital.library.ryerson.ca/islandora/object/RULA%3A1527

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


Clemson University

28. Schkoda, Ryan. Clustering and Classification of Multivariate Stochastic Time Series in the Time and Frequency Domains.

Degree: PhD, Mechanical Engineering, 2012, Clemson University

 The dissertation primarily investigates the characterization and discrimination of stochastic time series with an application to pattern recognition and fault detection. These techniques supplement traditional… (more)

Subjects/Keywords: Fault Detection; Time Series Analysis; Mechanical Engineering

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Schkoda, R. (2012). Clustering and Classification of Multivariate Stochastic Time Series in the Time and Frequency Domains. (Doctoral Dissertation). Clemson University. Retrieved from https://tigerprints.clemson.edu/all_dissertations/907

Chicago Manual of Style (16th Edition):

Schkoda, Ryan. “Clustering and Classification of Multivariate Stochastic Time Series in the Time and Frequency Domains.” 2012. Doctoral Dissertation, Clemson University. Accessed April 01, 2020. https://tigerprints.clemson.edu/all_dissertations/907.

MLA Handbook (7th Edition):

Schkoda, Ryan. “Clustering and Classification of Multivariate Stochastic Time Series in the Time and Frequency Domains.” 2012. Web. 01 Apr 2020.

Vancouver:

Schkoda R. Clustering and Classification of Multivariate Stochastic Time Series in the Time and Frequency Domains. [Internet] [Doctoral dissertation]. Clemson University; 2012. [cited 2020 Apr 01]. Available from: https://tigerprints.clemson.edu/all_dissertations/907.

Council of Science Editors:

Schkoda R. Clustering and Classification of Multivariate Stochastic Time Series in the Time and Frequency Domains. [Doctoral Dissertation]. Clemson University; 2012. Available from: https://tigerprints.clemson.edu/all_dissertations/907


University of Oxford

29. Gryte, Kristofer. Analysis methods for single molecule fluorescence spectroscopy.

Degree: PhD, 2012, University of Oxford

 This thesis describes signal analysis methods for single-molecule fluorescence data. The primary factor motivating method development is the need to distinguish single-molecule FRET fluctuations due… (more)

Subjects/Keywords: 543.56; Biophysics; Time-Series Analysis; confocal; Photophysics

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Gryte, K. (2012). Analysis methods for single molecule fluorescence spectroscopy. (Doctoral Dissertation). University of Oxford. Retrieved from http://ora.ox.ac.uk/objects/uuid:148969c6-78aa-49c2-8f0e-2d5e5018fd98 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.581115

Chicago Manual of Style (16th Edition):

Gryte, Kristofer. “Analysis methods for single molecule fluorescence spectroscopy.” 2012. Doctoral Dissertation, University of Oxford. Accessed April 01, 2020. http://ora.ox.ac.uk/objects/uuid:148969c6-78aa-49c2-8f0e-2d5e5018fd98 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.581115.

MLA Handbook (7th Edition):

Gryte, Kristofer. “Analysis methods for single molecule fluorescence spectroscopy.” 2012. Web. 01 Apr 2020.

Vancouver:

Gryte K. Analysis methods for single molecule fluorescence spectroscopy. [Internet] [Doctoral dissertation]. University of Oxford; 2012. [cited 2020 Apr 01]. Available from: http://ora.ox.ac.uk/objects/uuid:148969c6-78aa-49c2-8f0e-2d5e5018fd98 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.581115.

Council of Science Editors:

Gryte K. Analysis methods for single molecule fluorescence spectroscopy. [Doctoral Dissertation]. University of Oxford; 2012. Available from: http://ora.ox.ac.uk/objects/uuid:148969c6-78aa-49c2-8f0e-2d5e5018fd98 ; https://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.581115


University of Waterloo

30. Perrie, Jonathan. Modelling Chart Trajectories using Song Features.

Degree: 2019, University of Waterloo

 Over the years, hit song science has been a controversial topic within music information retrieval. Researchers have debated whether an unbiased dataset can be constructed… (more)

Subjects/Keywords: Popular music; Time-series analysis; Machine learning

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Perrie, J. (2019). Modelling Chart Trajectories using Song Features. (Thesis). University of Waterloo. Retrieved from http://hdl.handle.net/10012/14937

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Perrie, Jonathan. “Modelling Chart Trajectories using Song Features.” 2019. Thesis, University of Waterloo. Accessed April 01, 2020. http://hdl.handle.net/10012/14937.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Perrie, Jonathan. “Modelling Chart Trajectories using Song Features.” 2019. Web. 01 Apr 2020.

Vancouver:

Perrie J. Modelling Chart Trajectories using Song Features. [Internet] [Thesis]. University of Waterloo; 2019. [cited 2020 Apr 01]. Available from: http://hdl.handle.net/10012/14937.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Perrie J. Modelling Chart Trajectories using Song Features. [Thesis]. University of Waterloo; 2019. Available from: http://hdl.handle.net/10012/14937

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

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