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Parametric quantile autoregressive moving average models with exogenous terms
Parametric autoregressive moving average models with exogenous terms (ARMAX) have been widely used in the literature. Usually, these models consider...
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A Novel First-Order Autoregressive Moving Average Model to Analyze Discrete-Time Series Irregularly Observed
A novel first-order autoregressive moving average model for analyzing discrete-time series observed at irregularly spaced times is introduced. Under...
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Forecasting Growth
Time series analysis involves examining patterns and trends in sequential data to forecast the values of a series. There is a myriad of time series...
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Detection of multiple change-points in high-dimensional panel data with cross-sectional and temporal dependence
We consider the detection of multiple change-points in a high-dimensional time series exhibiting both cross-sectional and temporal dependence....
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Monitoring photochemical pollutants based on symbolic interval-valued data analysis
This study considers monitoring photochemical pollutants for anomaly detection based on symbolic interval-valued data analysis. For this task, we...
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Markov Processes for the Management of a Microgrid
In this work, a stochastic modelization of wind and photovoltaic power productions is coupled with a two-level optimization in which the operating...
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Extensions of the CLT to Sums of Dependent Random Variables
In this chapter, we consider some extensions of the Central Limit Theorem to classes of sums (or averages) of dependent random variables. Many...
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Compositional DuPont Analysis. A Visual Tool for Strategic Financial Performance Assessment
DuPont analysis is a classical tool for assessing the determinants of financial performance of firms. It is based on financial ratios comparing...
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Time Series
A time series is a collection of data points ordered chronologically and recorded at successive time intervals. These data points can be taken over...
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Seasonality and Periodicity
This deals with the elimination of seasonal component describing periodic changes in time series which pass off during one calendar year and repeat...
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Factors Associated with Powerful Hurricanes in the Atlantic
South Florida is not just a tourist and emigration magnet but also a magnet for hurricanes. Notwithstanding the hurricanes, Covid-19 has made the...
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The Scan Statistic for Multidimensional Data and Social Media Applications
This chapter reviews the literature on the scan statistic with particular emphasis on its application. The chapter considers the application of the...
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LRD spectral analysis of multifractional functional time series on manifolds
This paper addresses the estimation of the second-order structure of a manifold cross-time random field (RF) displaying spatially varying Long Range...
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Hierarchical Bayesian Integrated Modeling of Age- and Sex-Structured Wildlife Population Dynamics
Biodiversity of large wild mammals is declining at alarming rates worldwide. It is therefore imperative to develop effective population conservation...
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Adaptive and robust experimental design for linear dynamical models using Kalman filter
Current experimental design techniques for dynamical systems often only incorporate measurement noise, while dynamical systems also involve process...
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Utilizing Repetitive Sampling in the Construction of a Control Chart for Lindley Distribution with Time Truncation
The monitoring of the process relies on the average product lifetime, which adheres to the Lindley distribution and employs a truncated life...
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Time Series: Analysis, Model, and Forecasting
In statistics, there are two kinds of data, cross-section data and time-series data. Time-series data are those recorded over time. Cross-section...
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General dependence structures for some models based on exponential families with quadratic variance functions
We describe a procedure to introduce general dependence structures on a set of random variables. These include order- q moving average-type...
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Adjusted Inference for the Spatial Scan Statistic
A modification is proposed to the usual inference test of the Kulldorff’s spatial scan statistic, incorporating additional information about the size...