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("time series" adj2 interrupt* .ti,ab,hw.
41. ("time series" adj2 interrupt* .ti,ab,hw.
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We suppose that a time series (x1, x2,…, x n ) exists.
GARCH models can provide a systematic framework for modelling volatility of time series [14, 15].
They have been used to test for nonlinearity [20] and nonstationarity of time series [21].
To address this, we have examined our selected variables across the entire time series (1997 2015).
The program uses a robust regression-based analysis to assess time series [58].
We suppose that time series (x1,…2,x,x n ) has no trend.
A particular challenge of the presented example is the need to simultaneously process a large number of time series (15 datasets with 12 sensors – 180 time series).
Analysis presented here focuses on information provided by second derivative of the continuous pressure time series (d2P/dt2).
Time series (1825 1973) of the Atlantic bluefin tuna, Thunnus thynnus, landings from the trap fishery of Sardinia (W.
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