Reports and Technical Reports
Some simple models for continuous variate time series
(Monterey, California. Naval Postgraduate School, 1985-06); NPS55-85-009
A survey is given of recently developed mathematical models for continuous variate non-Gaussian time series. The emphasis is on marginally specific models with given correlation structure. Exponential, Gamma, Weibull, ...
Simple models for positive-valued and discrete-valued time series with ARMA correlation structure
(Monterey, California. Naval Postgraduate School, 1978-11); NPS55-78-033
Three models for positive-valued and discrete-valued stationary time series are discussed. All have the property that for a range of specified marginal distributions the time series have the same correlation structure as ...
Reversed residuals in autoregressive time series analysis
(Monterey, California. Naval Postgraduate School, 1990-04); NPS-55-90-11
Both linear and nonlinear time series can have directional features, features which indicate that the series do not maintain identical statistical properties when the direction on the time scale is reversed. The main purpose ...
Minification processes
(Monterey, California. Naval Postgraduate School, 1988-09); NPS55-88-010
It is shown that the autoregressive, Markovian minification processes introduced by Tavares and Sim can be extended to marginal distributions other than the exponential and Weibull distributions. Necessary ans sufficient ...
Interactive analysis of gappy bivariate time series using AGSS
(Monterey, California. Naval Postgraduate School, 1992-06); NPS-OR-92-013
Bivariate time series which display nonstationary behavior, such as cycles or long-term trends, are common in fields such as oceanography and meteorology. These are usually very large-scale data sets and often may contain ...
Higher order residual analysis for nonlinear time series with autoregressive correlation structures
(Monterey, California. Naval Postgraduate School, 1984-09); NPS55-84-022
The paper considers nonlinear time series whose second order autocorrelations satisfy autoregressive Yule-Walker equations. The usual linear residuals are then uncorrelated, but not independent, as would be the case for ...
Modeling long term dependence, nonlinearity and periodic phenomena in sea surface temperatures using MARS
(Monterey, California. Naval Postgraduate School, 1995-09); NPS-OR-95-010
Refine By:
Author
Date Issued
Department
-
Operations Research (7)