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Estimating Extremal Dependence in Univariate and Multivariate Time Series via the Extremogram
Extremogram extremal dependence stationary bootstrap financial time series
2011/10/9
Abstract: Davis and Mikosch [7] introduced the extremogram as a flexible quantitative tool for measuring various types of extremal dependence in a stationary time series. There we showed some standard...
Comparative application of artificial neural networks and genetic algorithms for multivariate time-series modelling of algal blooms in freshwater lakes
Comparative application artificial neural networks genetic algorithms time-series modelling
2009/12/4
The paper compares potentials and achievements of artificial neural networks and genetic algorithms in terms of forecasting and understanding of algal blooms in Lake Kasumigaura (Japan). Despite the c...