Zobrazeno 1 - 10
of 79
pro vyhledávání: '"Guy P. Nason"'
Autor:
Guy P. Nason
Publikováno v:
Scientific Reports, Vol 10, Iss 1, Pp 1-12 (2020)
Abstract Spectral analysis characterises oscillatory time series behaviours such as cycles, but accurate estimation requires reasonable numbers of observations. At the time of writing, COVID-19 time series for many countries are short: pre- and post-
Externí odkaz:
https://doaj.org/article/09757d515dad453b90f92eb8d7923c17
Autor:
Alessandro Cardinali, Guy P. Nason
Publikováno v:
Journal of Statistical Software, Vol 55, Iss 1, Pp 1-22 (2013)
This article describes the R package costat. This package enables a user to (i) perform a test for time series stationarity; (ii) compute and plot time-localized autocovariances, and (iii) to determine and explore any costationary relationship betwee
Externí odkaz:
https://doaj.org/article/6abacfed09ee473b90912eab98e4b936
Autor:
Guy P. Nason
Publikováno v:
Journal of Statistical Software, Vol 14, Iss 1, Pp 1-11 (2005)
Tree based methods in S or R are extremely useful and popular. For simple trees and memorable variables it is easy to predict the outcome for a new case using only a standard decision tree diagram. However, for large trees or trees where the variable
Externí odkaz:
https://doaj.org/article/b238ded6197849cb8f7951d3fc9b9381
Autor:
Idris A. Eckley, Guy P. Nason
Publikováno v:
Journal of Statistical Software, Vol 43, Iss 03 (2011)
Locally stationary process representations have recently been proposed and applied to both time series and image analysis applications. This article describes an implementation of the locally stationary two-dimensional wavelet process approach in R.
Externí odkaz:
https://doaj.org/article/76544646472547ab8564e604781d4f8c
Publikováno v:
Electron. J. Statist. 14, no. 2 (2020), 3268-3314
The classical regular and partial autocorrelation functions are powerful tools for stationary time series modelling and analysis. However, it is increasingly recognized that many time series are not stationary and the use of classical global autocorr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e31f45b5edb9a2b630464a1b7b554543
http://arxiv.org/abs/2004.12716
http://arxiv.org/abs/2004.12716
Autor:
Fan Chen, Guy P. Nason
Publikováno v:
PLoS ONE, Vol 15, Iss 5, p e0229845 (2020)
PLoS ONE
PLoS ONE
This article introduces a new formulation of, and method of computation for, the projection median. Additionally, we explore its behaviour on a specific bivariate set up, providing the first theoretical result on form of the influence curve for the p
Publikováno v:
Journal of Statistical Software, Vol 96, Iss 1, Pp 1-36 (2020)
Journal of Statistical Software; Vol 96 (2020); 1-36
Journal of Statistical Software; Vol 96 (2020); 1-36
This article introduces the GNAR package, which fits, predicts, and simulates from a powerful new class of generalized network autoregressive processes. Such processes consist of a multivariate time series along with a real, or inferred, network that
Autor:
Alessandro Cardinali, Guy P. Nason
Publikováno v:
Cardinali, A & Nason, G P 2018, ' Practical powerful wavelet packet tests for second-order stationarity ', Applied and Computational Harmonic Analysis, vol. 44, no. 3, pp. 558-583 . https://doi.org/10.1016/j.acha.2016.06.006
Methods designed for second-order stationary time series can be misleading when applied to nonstationary series, often resulting in inaccurate models and poor forecasts. Hence, testing time series stationarity is important especially with the advent
Autor:
Joe Winton, Duncan Elliott, Jennifer Davies, Guy P. Nason, Matthew Mayhew, Benedict James Powell
Publikováno v:
Powell, B, Nason, G, Elliott, D, Mayhew, M, Davies, J & Winton, J 2018, ' Tracking and modelling prices using web-scraped price microdata : towards automated daily consumer price index forecasting ', Journal of the Royal Statistical Society: Series A, vol. 181, no. 3, pp. 737-756 . https://doi.org/10.1111/rssa.12314
Summary With the increasing relevance and availability of on-line prices that we see today, it is natural to ask whether the prediction of the consumer price index (CPI), or related statistics, may usefully be computed more frequently than existing m
Autor:
Guy P. Nason
Publikováno v:
Journal of the Royal Statistical Society Series A: Statistics in Society. 181:923-925