This is a preview. Log in through your library . Abstract In this paper, we investigate some information properties of parameter estimation in spectral analysis of stationary time series based on a ...

A spectral estimate of the generalized prediction variance of a stationary time series is considered and a modification which uses a frequency domain regression to allow for the effect of exogenous ...

Singular Spectrum Analysis (SSA) is a powerful nonparametric method that has emerged as a vital tool in the analysis and forecasting of time series data. By utilising matrix decomposition techniques, ...

This study used SEER data from 1975 to 2018 and included 545,486 patients with lung cancer. The best parameters for ARIMA are ARIMA (p, d, q) = (0, 2, 2). In addition, the best parameter for SES was α ...

Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...

Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...

Gordon Scott has been an active investor and technical analyst or 20+ years. He is a Chartered Market Technician (CMT). Gordon Scott has been an active investor and technical analyst or 20+ years. He ...