搜索结果: 1-15 共查到“经济学 time-series”相关记录55条 . 查询时间(0.171 秒)
DEVELOPING A LAND COVER CLASSIFICATION OF SALT MARSHES USING UAS TIME-SERIES IMAGERY AND AN OPEN SOURCE WORKFLOW
UAS QGIS OpenDroneMap Salt Marsh RGB Supervised Classification Plug-in
2018/11/8
Salt marsh ecology classification is difficult using traditional coarse resolution remote sensing techniques. Salt marshes exhibit a spatial pattern of vegetation zonation that are visually identifiab...
ESTIMATING THE IMPACT OF URBAN EXPANSION ON LAND SUBSIDENCE USING TIME SERIES OF DMSP NIGHT-TIME LIGHT SATELLITE IMAGERY
land subsidence urban expansion DMSP/OLS NTL PSInSAR
2018/5/14
In recent decades, urbanization has resulted a massive increase in the amount of infrastructure especially large buildings in large cities worldwide. There has been a noticeable expansion of entire ci...
FREQUENCY ANALYSIS OF MODIS NDVI TIME SERIES FOR DETERMINING HOTSPOT OF LAND DEGRADATION IN MONGOLIA
MODIS-NDVI Climate Parameter Time-series trend analysis Mann-Kendall
2018/5/15
This study examines MODIS NDVI satellite imagery time series can be used to determine hotspot of land degradation area in whole Mongolia. The trend statistical analysis of Mann-Kendall was applied to ...
The Deterrence Controversy: A Reconsideration of the Time Series Evidence
Deterrence Controversy Time Series Evidence
2015/8/5
The Deterrence Controversy: A Reconsideration of the Time Series Evidence.
Comments on Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series
Temporal Sectoral Aggregation
2015/8/5
Comments on Temporal and Sectoral Aggregation of Seasonally Adjusted Time Series.
Recent Changes in Macro Policy and Its Effects: Some Time Series Evidence
Macro Policy Series Evidence
2015/8/4
Recent Changes in Macro Policy and Its Effects: Some Time Series Evidence.
Discussion of "The Cross Section and Time Series of Stock and Bond Returns" by Koijen, Lustig & Van Nieuwerburgh
Cross Section Stock and Bond Returns
2015/7/23
A￠ ne model in which:
ñ 3 priced factors explain the cross section of bond and stock returns:
level, CP, DP
ñ 2 factors explain the time variation in bond and stock returns:
CP, DP
Preference shocks from aggregation: time series data evidence
Aggregation shock time series data evidence
2015/7/21
Preference shocks from aggregation: time series data evidence.
Interest Rate Manipulation Detection using Time Series Clustering Approach
Interest Rate Manipulation Detection Series Clustering Approach
2012/9/14
The Interbank Offered Rate is a vital benchmark interest rate in the financial markets of every country to which financial contracts are tied. In the light of the recent LIBOR manipulation incident, t...
Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series
DFA and DMA synthetic long-range time series
2012/9/17
Notwithstanding the signi cant e orts to develop estimators of long-range correlations (LRC) and to compare their performance, no clear consensus exists on what is the best method and under which cond...
On the non-stationarity of financial time series: impact on optimal portfolio selection
non-stationarity of financial time series impact optimal portfolio selection Statistical Finance
2012/6/2
We investigate the possible drawbacks of employing the standard Pearson estimator to measure correlation coefficients between financial stocks in the presence of non-stationary behavior, and we provid...
Segmentation analysis on a multivariate time series of the foreign exchange rates
finite multivariate Gaussian mixture Jensen-Shannon divergence variance-covariance matrix cross-sectional analysis
2012/6/2
This study considers the multivariate segmentation procedure under the assumption of the multivariate Gaussian mixture. Jensen-Shannon divergence between two multivariate Gaussian distributions is emp...
A Comprehensive Analysis of Time Series Segmentation on the Japanese Stock Prices
Tokyo Stock Exchange Jensen-Shannon divergence volatility
2012/6/2
This study conducts a comprehensive analysis of time series segmentation on the Japanese stock prices listed on the first section of the Tokyo Stock Exchange during the period from January 4, 2000 to ...
Study of statistical correlations in intraday and daily financial return time series
Study of statistical correlations intraday daily financial return time series Statistical Finance
2012/4/28
The aim of this article is to briefly review and make new studies of correlations and co-movements of stocks, so as to understand the "seasonalities" and market evolution. Using the intraday data of t...
Renyi's information transfer between financial time series
Econophysics R´ enyi entropy Information transfer Financial time series
2011/7/4
In this paper we quantify the statistical coherence between financial time series by means of
R´enyi’s entropy. With the help of Cambell’s coding theorem we show that R´enyi’s entropy sel...