Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 11 of 11 for “"Non-stationary Time Series"”.
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Quantile Inference and Change Point Test under Time Series Non-stationarity
Recently, the non-stationary time series data attracts increased attention from researchers. The main goal of the thesis is to develop the methodologies for quantile inference and change point test under time series non-stationarity. The first part of the thesis considers the simultaneous or …
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State-space multitaper spectrogram algorithms : theory and applications
… state-space multitaper approach for analyzing non-stationary time series. Nonstationary time series are commonly divided into small time windows for analysis, but existing methods lose predictive power by analyzing each window independently, even though nearby windows have similar spectral …
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Analysis of Continuous Longitudinal Data with ARMA(1, 1) and Antedependence Correlation Structures
… are often collected on individuals at scheduled times resulting in dependent responses. Inference methods for studying the behavior of responses over time as well as methods to study the association with certain risk factors or covariates taking into account the dependencies are of great …
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A non-convex framework for structured non-stationary covariance recovery theory and application
… data. The thesis develops a structured time-indexed covariance model for non-stationary time-series data by decomposing them into sparse spatial and temporally smooth components. Traditionally, time-indexed covariance models without structure require a large sample size to be estimable. …
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Complexity as a Form of Transition From Dynamics to Thermodynamics: Application to Sociological and Biological Processes.
… of a generalized version of thermodynamics, of non-extensive nature. A detailed account of this attempt is reported in Ignaccolo and Grigolini (2001), which shows that this approach leads to inconsistencies. It is shown that there is no need to generalize the Kolmogorov-Sinai entropy by means of …
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On the analysis tools of turbulent and financial time series
… on some of the important tools used in analyzing time series. Since turbulence turned out to be a rather complex phenomenon, a variety of different models and analysis tools have been devised to simulate, analyze and address the different questions that are raised by the behaviour of these …
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Three Essays Applying Dynamic Models in Economics, Finance, and Machine Learning
… of heterogeneity.</p> <p><strong>A Comparison of Time-Varying GARCH Models</strong></p> <p>This essay uses three separate tools to model the evolution of the dependence structure between major global currencies from 2000 to 2018. It combines the ARMA-GARCH approach to univariate times series …
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Integrated performance prediction and quality control in manufacturing systems
… and maintenance strategies throughout the lifetime of the system. In many situations, especially in manufacturing, systems experience multiple degradation cycles, failures, and maintenance events throughout their lifetimes. In such cases, historical records of sensor readings observed during …
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Climate variability and extreme hydro-meteorological events in the Southern Central Andes, NW Argentina
… river discharge, integrating high-quality daily time series from gauging stations (40 rainfall and 8 river discharge stations) with gridded datasets (CPC-uni and TRMM 3B42 V7), for the period between 1940 and 2015. Evidence for a general intensification of the hydrological cycle at intermediate …
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Separability between signal and noise components using the distribution of scaled Hankel matrix eigenvalues with application in biomedical signals.
… animal bodies. These records are considered as nonlinear time series, which hold important information about the physiological activities of organisms, and embrace many subjects of interest. However, biomedical signals are often corrupted by artifacts and noise, which require separation or …