搜索结果: 1-4 共查到“时间序列分析 Time series”相关记录4条 . 查询时间(0.109 秒)
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Estimating Time-Varying Networks for High-Dimensional Time Series
高维 时间序列 时变网络
2023/4/25
We explore time-varying networks for high-dimensional locally stationary time series, using the large VAR model framework with both the transition and (error) precision matrices evolving smoothly over...
Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Policy Choice in Time Series by Empirical Welfare Maximization
经验福利 最大化 时间序列 政策选择
2023/4/25
This paper develops a novel method for policy choice in a dynamic setting where the available data is a multivariate time series. Building on the statistical treatment choice framework, we propose Tim...
Estimation of the mean of functional time series and a two sample problem
Functional data analysis Time series Two sample problem Long–run variance Eurodollar futures
2011/6/15
This paper is concerned with inference based on the mean function of a functional
time series, which is defined as a collection of curves obtained by splitting a continuous
time record, e.g. into da...
Dynamic interactions in terms of senders, hubs, and receivers (SHR) using the singular value decomposition of time series: Theory and brain connectivity applications
Dynamic interactions senders hubs receivers singular value decomposition of time series: Theory and brain connectivity applications
2010/12/15
Understanding of normal and pathological brain function requires the identification and localization of functional connections between specialized regions. The availability of high time resolution sig...
