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 20 of 35 for “"Time-series regression"”.
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Empirical Bayes procedures in time series regression models
… Bayes estimators for the coefficients in time series regression models are presented. Due to the uncontrollability of time series observations, explanatory variables in each stage do not remain unchanged. A generalization of the results of O'Bryan and Susarla is established and shown to be …
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Estimation of Parameters in Replicated Time Series Regression Models
<p>The time series regression model was widely studied in the literature by several authors. However, statistical analysis of replicated time series regression models has received little attention. In this thesis, we study the application of quasi-least squares, a relatively new method, to estimate …
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Inference of time series regression models with weakly dependent errors
In this thesis we develop inferential methods for time series models with weakly dependent errors in the following three aspects. The first aspect concerns the issue of the size-distortion in the presence of strong temporal dependence, which is well-known in the literature. There are recently …
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Multitaper Transfer Function Estimates and the Hunt for Coherent Signals Trespassing on Time Series Regression Models
… of coherent harmonic signals underlying time series regression models. Time series regression observes a response series modelled as a function of one or more predictor series, relating predictors and response over time. Unfortunately, standard time-domain regression models don’t account …
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Geopolitikos ritmu: ryšys tarp pasaulinių įvykių ir svarbiausių žaliavų kainų /
… of critical resources (namely platinum) using a time series regression model. Understanding this relationship is crucial for policy makers, especially in the light of the recent EU and US legislation on critical raw materials. By quantifying the interactions between GPR and CRM, this study will …
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Monetarism, Federal Reserve Policy and the Monetarist Experiment
… policy incorrectly. Using statistical and time-series regression analyses, I address this question and conclude that the "Monetarist Experiment" was nothing of the kind. Federal Reserve policy never actually changed and monetary aggregates were not affected according to the principles of …
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Determinants and macro-volatility impact of international capital flows in selected sub-saharan African countries
… greater inflows of foreign capital in recent times. The result of these efforts has been the recent surge in capital flows and changes in its composition towards more short-term flows...In this thesis the major determinants of the volume and maturity of foreign capital flows in selected …
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Empirical Bayes procedures in time series analysis
… the empirical Bayes estimates of various time series parameters: the auto-regressive time series model, the time series regression model with auto-correlated errors and the spectral density function. In each case, empirical Bayes estimators are obtained using asymptotic or approximate …
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Transformer Networks for Smart Cities: Framework and Application to Makassar Smart Garden Alleys
… language processing (NLP), computer vision, time-series regression, and multi-modal data fusion in recent years. This begs the question whether Transformers can be further diversified to leverage fusions of IoT data sources for heterogeneous multi-task learning in S&CC trade spaces. This is a …
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Machine Learning Approach to Forecast Global Solar Radiation Time Series
… can be stored or dispatched in a particular time-instant in order to meet the demand. Scheduling Demand Respond (DR) action on the grid, can optimize the dispatch by reducing over generated energy wastage. The difficulty now is to ensure the availability of energy to supply into the grid by …
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Determinants of Dividend Payout Policy for the Manufacturing Companies Listed at DSE in Tanzania
… formulated, measured and tested by panel data (time series) regression analysis with descriptive and correlation analysis through SPSS. The Findings reveal that profitability is the most significant factor that influencing dividend payout for the manufacturing companies listed at DSE .However …
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Apartment volatility determinants across the United States markets
… conducts a significant amount of cross-sectional time-series regression analysis to test the determinants of such volatilities. It is found that demand volatilities dominate the volatility of vacancy change of apartment markets. As for the revenue change volatility, it is almost equally determined …
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Adjusting for Autocorrelated Errors in Neural Networks for Time Series
Time series are everywhere and exist in a wide range of domains. Electrical activities of manufacturing equipment, electrocardiograms, traffic occupancy rates, currency exchange rates, speech signals, and atmospheric measurements can all be seen as examples of time series. Modeling time series …
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Making the cut: An examination of body appreciation and well-being among female powerlifters
… = 9.23 years) self-reported data across five time points over 10 weeks. Athletes were asked to track weight change using self-reported of body weight. Body image was measured using the Body Appreciation Scale-2 along with a single-item indicator of both shape satisfaction and weight …
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The Effects of Minimum Wage on Employment and Labor Force Participation in The Province of Quebec (Canada)
… minimum wage and nonhomogeneous labor. Quarterly time-series regression equations are estimated through ordinary least squares. The empirical analysis focuses on the problem of sensitivity of the minimum wage estimates. This is done by splitting the period of observation into two sub-periods, …
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Two studies of Japan-REIT performance : modeling risk and tracking property-level performance
… research with longer data periods in a two-stage regression (a time-series regression and a cross-sectional regression) for all the listed J-REITs. Nevertheless, the model results in a limited explanatory power for the J-REIT performance, probably due to too short a market history, as in the past …
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Error magnitude and directional accuracy for time series forecasting evaluation
… compare the forecast performance between SARIMA, time series regression, Holt-Winter, intervention neural network and fuzzy time series. The root mean square error, mean absolute percentage error, mean absolute deviation, Fisher’s exact test, Chi-square test, directional accuracy, directional …
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An empirical study of marketing environment strategy and performance in the property market
… Taiwan property industry. Pooled cross-sectional time series regression and multiple regress methods were employed to test the research hypotheses and exploratory propositions. In the separated model, internal environment variables (market orientation, product advantage and resource commitment) …
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Economics Meets Mortality
… and employs a two-stage least squares (2SLS) regression framework with mass layoffs as an instrument to identify the causal effect of unemployment on mortality. Results indicate that unemployment leads to nine additional deaths per 100,000 people, with pronounced effects among older men and in …
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Boom and gloom: comparing diverse development outcomes among oil- and mineral-dependent developing countries
… To answer this question, my research uses a multimethod research design involving three phases and both quantitative and qualitative methods. The first phase draws on evidence from quantitative cross-section time-series regression analysis using national development data on 26 oil- and …
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