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This paper presents a novel approach for constrained state estimation from noisy measurements. The optimal trending algorithms described in this paper assume that the trended system variables have the...
The Statistical and Econometric Analysis of Asylum Application Trends and their relationship to GDP in the EEA
Asylum applications GDP unit roots and cointegration causality error correcting model time varying parameter multiplicative growth model elasticises conditional variance, Kalman Filter
2013/6/14
The sharp decline in Ireland's economic performance in recent years has coincided with a recent fall in asylum applications. Simultaneously countries such as Switzerland are seeing increases in asylum...
Explaining temporal trends in annualized relapse rates in placebo groups of randomized controlled trials in relapsing multiple sclerosis: systematic review and meta-regression
multiple sclerosis relapses annualized relapse rates placebo baseline characteristics eligibility criteria meta-analysis meta-regression systematic review
2013/4/27
Background: Recent studies have shown a decrease in annualised relapse rates (ARRs) in placebo groups of randomised controlled trials (RCTs) in relapsing multiple sclerosis (RMS).
Methods: We conduc...
Testing of Unit and Fractional Roots in the Context of Deterministic Trends with Weakly Autocorrelated Disturbances
Testing of Unit Fractional Roots Deterministic Trends
2009/9/17
Testing of Unit and Fractional Roots in the Context of Deterministic Trends with Weakly Autocorrelated Disturbances。
SiZer for time series: A new approach to the analysis of trends
Autocovariance function estimation Local linear fit Scale-space method SiZer Time series
2009/9/16
Smoothing methods and SiZer are a useful statistical tool for discovering statistically significant structure in data. Based on scale space ideas originally developed in the computer vision literature...
A mathematical proof of the existence of trends in financial time series
Financial time series mathematical finance technical analysis trends random walks efficient markets
2010/3/17
We are settling a longstanding quarrel in quantitative finance by proving the
existence of trends in financial time series thanks to a theorem due to P. Cartier
and Y. Perrin, which is expressed in ...
SiZer for time series：A new approach to the analysis of trends
Autocovariance function estimation Local linearfit Scale-space method Sizer Time series
2010/4/29
Smoothing methods and SiZer are a useful statistical tool for
discovering statistically significant structure in data. Based on scale space
ideas originally developed in the computer vision literatu...