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The relationships of Tuna productions among Japan, South Korea and Taiwan¡XA Time-Series AnalysisWang, I-Fan 15 January 2012 (has links)
Japan, South Korea, and Taiwan have similar economic backgrounds, as they have undergone the aftermath of destruction and restructuring from the World Wars, and they are all situated in important locations in the East Asia region. Since there have been abundant research studies about competition in economic growth, international trade, and technology advances, however, there competition might also be competition between these countries in the fishery industry. Resulted of Western and the Central Pacific Ocean (WCPO) has been one of the most valuable fishery areas in the world, we use the tuna capture data from the Western and Central Pacific Fisheries Commission (WCPFC) and utilize a cointegration test and error correction model in a time series analysis to analyze the competitive relationship in the three countries. In our study, we found that if the Japanese captures increase, the Taiwanese captures also increase and the same cases occur in the contrasting cases. But the relationships with South Korea and Japan or with South Korea and Taiwan are negative. It represents that the capture in the three countries impact each other. We also try to find the reasons for impact and long-run and short-run competitive relationships.
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Detecting Java Memory Leak by Time Series AnalysisHuang, Chih-Hung 23 July 2007 (has links)
A memory leak is a common software vulnerability that will lead to performance degradation of the software or crash or both. A Memory leak is one typical cause of software aging. The phenomenon of memory leaks usually occurs in C/C++ because programmers need to manage memory by themselves when programs run. However, many think that Java does not suffer from memory leaks since Java provides automatic garbage collection. Actually, Java programs will run out of memory unexpectedly after executing for a long time. The reason for Java memory leaks is that reachable objects are no longer needed. These objects should be reclaimed but they can¡¦t because they are still referenced.
This thesis introduces a method for filtering the leaked objects in Java memory leak programs. First, we monitor the heap growth after each full garbage collection and the
numbers of full garbage collection to identify programs that might have potential memory management problems. Second, we periodically keep track of growth trend of each object of problematic programs and filter out the suspected one by time series analysis. Finally, we execute the program blocks that include objects that we find out to see if the program will run out of memory eventually. The method has been implemented and has been verified successful by four Java memory leak programs.
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The effect of the currency movements on stock marketsZohrabyan, Tatevik 12 April 2006 (has links)
This paper uncovers the relationship between stock markets and exchange rates
in seven countries by employing stable aggregate currency (SAC) for the period of 1973-
2004. Ordinary Least Squares (OLS) regression, time series methods, and directed
acyclic graphs are applied to the daily data on stock market indices and exchange rates.
The findings based on regression analysis show that exchange rate exposure of stock
markets is statistically significant when stock indexes in SAC are used. Using an
innovation accounting technique, we confirm that stock markets and exchange rates are
correlated. Moreover, in most cases stock markets are more exogenous than foreign
currency markets, which explains the relatively high percentage of uncertainty in the
foreign currency market. Overall, SAC-based models give relatively more accurate and
robust results than those which employ stock indices in local currencies, because it is
more accurate to convert both variables into the same denominator.
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Municipal waste management in times of economic downturn - the case of the Växjö Municipality (Sweden)Kurz, Verena January 2009 (has links)
<p>This paper is analysing the development of municipal waste amounts in theSwedish municipality of Växjö. The cause of the analysis were decliningwaste amounts in the second half of 2008, which was a rather atypical developmentsince in the years before, a steady growth could be observed.Therefore, the Waste management department in Växjö raised the questionif and in what way the economic downturn that Sweden is currently undergoingcould affect the waste amounts. This is the central question I try toanswer in this paper. To pursue a systematic analysis, I start with a theoreticalsection on how waste is generated in societies, how waste is managed inSweden and which factors influence the development of municipal waste.Aim of this section is to give a theoretical assessment on how the economicdownturn could affect the actual waste amounts. Then, an empirical analysisof Växjö’s municipal waste amounts is conducted. This is done by timeseries modelling of monthly amounts, by using the ARIMA methodology.The models then are tested on structural breaks that could be attributed to aneconomic downturn. Finally, the waste amounts for the next twelve monthsare forecasted.</p>
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Identification and estimation of a first order bilinear time series /Afariebor, Roland, January 2001 (has links)
Thesis (M.A.S.)--Memorial University of Newfoundland, 2001. / Bibliography: leaves 66-68.
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Comparison of estimates of autoregressive models with superimposed errorsChong, Siu-yung. January 2001 (has links)
Thesis (M. Phil.)--University of Hong Kong, 2001. / Includes bibliographical references (leaves 89-94).
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Essays on the analysis of structural changes in macroeconomic time series /Choi, Kyongwook, January 2002 (has links)
Thesis (Ph. D.)--University of Washington, 2002. / Vita. Includes bibliographical references (leaves 109-119).
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Neural network based models for value-at-risk analysis with applications in emerging markets /Chen, Xiaoliang. January 2009 (has links) (PDF)
Thesis (Ph.D.)--City University of Hong Kong, 2009. / "Submitted to Department of Management Sciences in partial fulfillment of the requirements for the degree of Doctor of Philosophy." Includes bibliographical references (leaves 94-104)
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Time aliasing methods of spectrum estimation /Dahl, Jason F. January 2003 (has links) (PDF)
Thesis (Ph. D.)--Brigham Young University. Dept. of Mechanical Engineering, 2003. / Includes bibliographical references (p. 263-279).
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Statistical inference for some discrete-valued time seriesWang, Chao, 王超 January 2012 (has links)
Some problems of' statistical inference for discrete-valued time series are investigated in this study. New statistical theories and methods are developed which may aid us in gaining more insight into the understanding of discrete-valued time series data.
The first part is concerned with the measurement of the serial dependence of binary time series. In early studies the classical autocorrelation function was used, which, however, may not be an effective and informative means of revealing the dependence feature of a binary time series. Recently, the autopersistence function has been proposed as an alternative to the autocorrelation function for binary time series. The theoretical autopersistence functions and their sample analogues, the autopersistence graphs, are studied within a binary autoregressive model. Some properties of the autopcrsistencc functions and the asymptotic properties of the autopersistence graphs are discussed, justifying that the antopersistence graphs can be used to assess the dependence feature.
Besides binary time series, intcger-vall1ed time series arc perhaps the most commonly seen discrete-valued time series. A generalization of the Poisson autoregression model for non-negative integer-valued time series is proposed by imposing an additional threshold structure on the latent mean process of the Poisson autoregression. The geometric ergodicity of the threshold Poisson autoregression with perburbations in the latent mean process and the stochastic stability of the threshold Poisson autoregression are obtained. The maximum likelihood estimator for the parameters is discussed and the conditions for its consistency and asymptotic normally are given as well.
Furthermore, there is an increasing need for models of integer-valued time series which can accommodate series with negative observations and dependence structure more complicated than that of an autoregression or a moving average. In this regard, an integer-valued autoregressive moving average process induced by the so-called signed thinning operator is proposed. The first-order model is studied in detail. The conditions for the existence of stationary solution and the existence of finite moments are discussed under general assumptions. Under some further assumptions about the signed thinning operators and the distribution of the innovation, a moment-based estimator for the parameters is proposed, whose consistency and asymptotic normality are also proved. The problem of conducting one-step-ahead forecast is also considered based on hidden Markov chain theory.
Simulation studies arc conducted to demonstrate the validity of the theories and methods established above. Real data analysis such as the annual counts of major earthquakes data are also presented to show their potential usefulness in applications. / published_or_final_version / Statistics and Actuarial Science / Doctoral / Doctor of Philosophy
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