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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
41

On some nonparametric and semiparametric approaches to time series modelling /

Xia, Yingcun. January 1999 (has links)
Thesis (Ph. D.)--University of Hong Kong, 1999. / Includes bibliographical references (leaves 343-360).
42

<>.

Thompson, Gregory B. January 2009 (has links)
Dissertation (Ph.D.)--University of Toledo, 2009. / Typescript. "Submitted as partial fulfillment of the requirements for the Doctor of Philosophy Degree in Physics." "A thesis entitled"--at head of title. Document is actually a dissertation. Non-Latin script record Bibliography: leaves 236-240.
43

An experiment with turning point forecasts using Hong Kong time series data

Leung, Kwai-lin. January 1900 (has links)
Thesis (M.Soc.Sc.)--University of Hong Kong, 1989. / Also available in print.
44

Mining for frequent events in time series

Stoecker-Sylvia, Zachary. January 2004 (has links)
Thesis (M.S.) -- Worcester Polytechnic Institute. / Keywords: envelopes; numeric; time series; events; mining. Includes bibliographical references (leaves 71-72 ).
45

A statistical mechanical study of fat tails in financial time series

Cheng, Tak Sum 01 January 2002 (has links)
No description available.
46

Interrupted Time Series Analysis Techniques in Pharmacovigilance

Prendergast, Tim January 2013 (has links)
This thesis considers an approach to evaluate the effectiveness of risk communications for prescription drugs by performing interrupted time series analysis of prescription drug volumes prior to and after the risk communication date. The paper presents methods for detecting change in the presence of autocorrelation and techniques to reduce bias in estimation. Statistical results and data plots are presented for 63 data series. Size and power of the statistical techniques are considered, and a correspondence analysis between these statistical techniques and a small group of physicians is performed. The methods considered in this thesis correspond weakly with physician sentiment, and exhibit inflated type I errors in the presence of significant autocorrelation.
47

Some aspects of harmonic time series analysis

Human, Johannes Urbanus 17 January 2012 (has links)
Ph.D. / Harmonic time series are often used to describe the periodic nature of a time series, for example the periodic nature of a variable star’s observed light curve. Statistical methods for determining the number of harmonic components to include in harmonic time series are limited. In this thesis a stepwise bootstrap procedure based on a F-type statistic is suggested. The performance of the stepwise procedure is compared to that of Schwartz’s Bayesian Criterion (SBC) and a procedure based on a statistic described by Siegel (1980). Harmonic series with correlated noise terms and irregularly spaced observations are also considered. Tests to detect changes in harmonic parameters are also derived in this thesis. A cumulative sum statistic to test for constant amplitude is derived. It is shown that testing for constant amplitude is equivalent to testing for constant slope in simple linear regression. We also derive a likelihood ratio statistic to test for constant amplitude. It is shown that the latter likelihood ratio statistic is asymptotically equivalent to the cumulative sum statistic. These statistics are compared to a quadratic form statistic used by Koen (2009). Likelihood ratio tests are also derived for detecting changes in the frequency or phase of harmonic time series. Graphical devices to aid in diagnostic checking are suggested.
48

An examination of theoretical bases and empirical evidence for the existence of the momentum effect in learning scientific concepts /

Kwon, Jae-Sool January 1984 (has links)
No description available.
49

A computer method for spectral analysis of time series in speech /

Mahaffey, Robert Bruce January 1966 (has links)
No description available.
50

Nonlinear time series analysis applied to resonance enhanced drilling

Sayah, Mukthar January 2015 (has links)
In order to optimise the Resonance Enhanced Drilling (RED) performance in different rock formations, it is important to understand both the influence of the system parameters on the drilling dynamics, and other measures that are involved in the drilling operation. This work studies the dynamic behaviour of the drilling system. It also investigates the influence of various system parameters on the drilling module dynamics in order to identify in real-time the formation being drilled from the dynamical responses of the drilling assembly. It also aims to optimise the selection of the operating parameters for a drilled formation, resulting in an improvement in the Rate Of Penetration (ROP). A nonlinear time series analysis approach has been used to infer the changes in the system parameters from subtle changes in the system dynamics. Using the acceleration time-series as a measurement of simulated and experimental impact oscillators representing a model for drilling conditions with intermittent impacts, the systems attractors were reconstructed and characterised. It is shown that the stiffness correlates well with the topology of the reconstructed attractor. Nonimpacting trajectories formed an approximate plane within the three dimensional reconstructed phase-space. Contact with the constraint caused a systematic deviation from the linear subspace, the inclination of which, measured by statistics of the tangent vector, can be used to infer the stiffness. Based on the developed framework it is now possible to classify stiffness of the impacted material from a single variable in a simple way and in real-time. An experimental impact drilling rig was designed, built and used to study the influence of the system parameters on the high-frequency impact drilling. The newly designed rig is a smaller and simpler apparatus. It is designed to mimic the actual RED apparatus in terms of providing controlled axial vibration into a conventional rotary drilling whilst avoiding complications that might arise from including all RED rig elements. An instrumentation and sensing system was also developed to measure motions and forces resulting from the dynamic interactions between the drill-bit and the rock formations.

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