Open AccessBook
The Analysis of Time Series: An Introduction
Reads0
Chats0
TLDR
In this paper, simple descriptive techniques for time series estimation in the time domain forecasting stationary processes in the frequency domain spectral analysis bivariate processes linear systems state-space models and the Kalman filter non-linear models multivariate time series modelling some other topics.Abstract:
Simple descriptive techniques probability models for time series estimation in the time domain forecasting stationary processes in the frequency domain spectral analysis bivariate processes linear systems state-space models and the Kalman filter non-linear models multivariate time series modelling some other topics.read more
Citations
More filters
Journal ArticleDOI
Adaptive Fraud Detection
Tom Fawcett,Foster Provost +1 more
TL;DR: This paper uses a rule-learning program to uncover indicators of fraudulent behavior from a large database of customer transactions, which are used to create a set of monitors, which profile legitimate customer behavior and indicate anomalies.
Book
Principles of Data Mining
TL;DR: The book consists of three sections and provides a tutorial overview of the principles underlying data mining algorithms and their application, and shows how all of the preceding analysis fits together when applied to real-world data mining problems.
Journal ArticleDOI
Travelling waves and spatial hierarchies in measles epidemics
TL;DR: This work demonstrates recurrent epidemic travelling waves in an exhaustive spatio-temporal data set for measles in England and Wales and uses wavelet phase analysis, which allows for dynamical non-stationarity—a complication in interpreting spatio–temporal patterns in these and many other ecological time series.
Journal ArticleDOI
Interdecadal Variations of the Thermohaline Circulation in a Coupled Ocean-Atmosphere Model
TL;DR: In this paper, a fully coupled ocean-atmosphere model is shown to have irregular oscillations of the thermohaline circulation in the North Atlantic Ocean with a time scale of approximately 50 years.
Journal ArticleDOI
Exponential smoothing: the state of the art, part ii
TL;DR: Gardner as discussed by the authors reviewed the research in exponential smoothing since the original work by Brown and Holt and brought the state-of-the-art up to date by introducing a new class of state-space models with a single source of error.