Time-series statistics

Local trend (i.e. shape) analysis of time series data reveals co-changing patterns in dynamics of biological systems. However, slow permutation procedures to evaluate the statistical significance of local trend scores have limited its applications to high-throughput time series data analysis, e.g., data from the next generation sequencing technology based studies.

14p vikentucky2711 24-11-2020 12 1   Download

CHAPTER 67 Timeseries Analysis. A time series y with typical element y s is a (finite or infinite) sequence of random variables. Usually, the subscript s goes from 1 to ∞, i.e., the time series is written y 1 , y 2 , . . ., but it may have different (finite or inifinite) starting or ending values.

51p leslienguyen 28-10-2010 60 3   Download

CHAPTER 65 Disturbance Related (Seemingly Unrelated) Regressions. One has m timeseries regression equations y i = X i β i + εi . Everything is different: the dependent variables, the explanatory variables, the coefficient vectors. Even the numbers of the observations may be different,

59p leslienguyen 28-10-2010 72 2   Download