Related papers: Testing for integer integration in functional time…
Particulate matter data now include various particle sizes, which often manifest as a collection of curves observed sequentially over time. When considering 51 distinct particle sizes, these curves form a high-dimensional functional time…
We propose a setup for fractionally cointegrated time series which is formulated in terms of latent integrated and short-memory components. It accommodates nonstationary processes with different fractional orders and cointegration of…
This paper studies the numerical computation of integrals, representing estimates or predictions, over the output $f(x)$ of a computational model with respect to a distribution $p(\mathrm{d}x)$ over uncertain inputs $x$ to the model. For…
In many phenomena, data are collected on a large scale and of different frequencies. In this context, functional data analysis (FDA) has become an important statistical methodology for analyzing and modeling such data. The approach of FDA…
We propose a method for testing whether hierarchically ordered groups of potentially correlated variables are significant for explaining a response in a high-dimensional linear model. In presence of highly correlated variables, as is very…
Time series clustering is a central machine learning task with applications in many fields. While the majority of the methods focus on real-valued time series, very few works consider series with discrete response. In this paper, the…
We develop new econometric methods for the comparison of nonparametric time trends. In many applications, practitioners are interested in whether the observed time series all have the same time trend. Moreover, they would often like to know…
The efficient evaluation of high-dimensional integrals is of importance in both theoretical and practical fields of science, such as data science, statistical physics, and machine learning. However, exact computation methods suffer from the…
We propose testing procedures for the hypothesis that a given set of discrete observations may be formulated as a particular time series of counts with a specific conditional law. The new test statistics incorporate the empirical…
Cointegration is an important topic for time-series, and describes a relationship between two series in which a linear combination is stationary. Classically, the test for cointegration is based on a two stage process in which first the…
Continuous integration testing is an important step in the modern software engineering life cycle. Test prioritization is a method that can improve the efficiency of continuous integration testing by selecting test cases that can detect…
In recent years, modeling and analysis of interval-valued time series have garnered increasing attention in econometrics, finance, and statistics. However, these studies have predominantly focused on statistical inference in the forecasting…
Functional time series have become an integral part of both functional data and time series analysis. Important contributions to methodology, theory and application for the prediction of future trajectories and the estimation of functional…
The proposed system of integer functions is logically fully independent from the traditional mathematical analysis of the real functions, but there is a well-defined mutual correspondence between the two disciplines. The system of integer…
Classification of sequences of temporal intervals is a part of time series analysis which concerns series of events. We propose a new method of transforming the problem to a task of multivariate series classification. We use one of the…
The aim of ordinal classification is to predict the ordered labels of the output from a set of observed inputs. Interval-valued data refers to data in the form of intervals. For the first time, interval-valued data and interval-valued…
This paper deals with two-sample tests for functional time series data, which have become widely available in conjunction with the advent of modern complex observation systems. Here, particular interest is in evaluating whether two sets of…
We introduce a general notion of fractional (noninteger) derivative for functions defined on arbitrary time scales. The basic tools for the time-scale fractional calculus (fractional differentiation and fractional integration) are then…
Integer-valued time series exist widely in economics, finance, biology, computer science, medicine, insurance, and many other fields. In recent years, many types of models have been proposed to model integer-valued time series data, in…
Time Series Analysis has been given a great amount of study in which many useful tests were developed. The phenomenal work of Engle and Granger in 1987 and Johansen in 1988 has paved the way for the most commonly used cointegration tests so…