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TESTING AND MODELLING FOR THE STRUCTURAL CHANGE IN COVARIANCE MATRIX TIME SERIES WITH MULTIPLICATIVE FORM

We first construct a new generalized Hausman test for detecting the structural change in a multiplicative form of covariance matrix time series model. This generalized Hausman test is asymptotically ...
JSTOR Daily9mon

Generalized additive models with principal component analysis: an application to time series of respiratory disease and air pollution data

Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 67, No. 2 (FEBRUARY 2018), pp. 453-480 (28 pages) Environmental epidemiological studies of the health effects of air ...
EurekAlert!2y

Hybrid quantum-classical algorithm accelerates dynamic mode decomposition for high-dimensional time series analysis

Seeking to reduce the computing power needed for the widely used dynamic mode decomposition algorithm, a team of researchers in China led by Guo-Ping Guo developed a quantum-classical hybrid algorithm ...