Time series forecasts are used to predict a future value or a classification at a particular point in time. Here’s a brief overview of their common uses and how they are developed. Industries from ...
Adam Hayes, Ph.D., CFA, is a financial writer with 15+ years Wall Street experience as a derivatives trader. Besides his extensive derivative trading expertise, Adam is an expert in economics and ...
Statistical discrimination for nonstationary random processes is important in many applications. Our goal was to develop a discriminant scheme that can extract local features of the time series, is ...
The asymptotic distribution of residual autocorrelations and a score statistic are derived for checking model adequacy for some Markov regression models for time series. These models are natural ...