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106 articles for “time series analysis”

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Research ArticleOpen accessAll words, across the recordMULTI SCALE TIME SERIES PREDICTION FOR INTRUSION DETECTIONG. Palanivel, K. DuraiswamyWe propose an anomaly-based network intrusion detection system, which analyzes traffic features to detect anomalies. The proposed system can be used both in online as well as off-line mode for detecting deviations from the expected behavior. Although our approach uses network packet or flow data, it is general enough to be adaptable for use with any other network variable, which … …American Journal of Applied Sciences, Vol. 11, Issue 8 · 27 Jun 2014 · 6,776 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordFUZZY MODEL OPTIMIZATION FOR TIME SERIES DATA USING A TRANSLATION IN THE EXTENT OF MEAN ERRORNurhayadi, Subanar, Abdurakhman, Agus Maman AbadiRecently, many researchers in the field of writing about the prediction of stock price forecasting, electricity load demand and academic enrollment using fuzzy methods. However, in general, modeling does not consider the model position to actual data yet where it means that error is not been handled optimally. The error that is not managed well can reduce the accuracy of … …Journal of Mathematics and Statistics, Vol. 10, Issue 2 · 2 Jun 2014 · 6,733 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordVoltage Stability of Medium Transmission Line Equipped with a Thyristor Controlled Series CapacitorPrechanon KumkratugProblem statement: Power-Voltage curve provides very important information for voltage stability analysis. The exact medium transmission line model consists of the resistance and the reactance. The resistance causes in the active line loss. It is not an easy task to achieve the power-voltage curve characteristics of power system with the exact medium line model equipped with a. Thyristor Controlled Series … …American Journal of Applied Sciences, Vol. 9, Issue 10 · 16 Aug 2012 · 7,021 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordVoltage Stability of Long Transmission Line Equipped with a Thyristor Controlled Series CapacitorPrechanon KumkratugProblem statement: Power-Voltage curve provides very important information for voltage stability analysis. The exact long transmission line model consists of the resistance and the reactance. The resistance causes in the active line loss. It is not easy task to achieve the power-voltage curve characteristics of power system with the exact long line model equipeed with a Thyristor Controlled Series Capacitor … …American Journal of Applied Sciences, Vol. 9, Issue 9 · 6 Aug 2012 · 6,971 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordBayesian Changepoint Analysis of the Extreme Rainfall EventsWan Zawiah Wan Zin, Abdul Aziz Jemain, Kamarulzaman IbrahimProblem statement: This study assesses recent changes in extremes of annual rainfall in Peninsular Malaysia based on daily rainfall data for 50 rain-gauged stations over the period 1975-2004. Approach: Eight indices that represent the extreme events are defined and analyzed, which are extreme Dry Spell (XDS), extreme Rain-Sum (XRS), extreme wet-day intensities at 95% and 99% percentiles (I95 and I99), … …Journal of Mathematics and Statistics, Vol. 8, Issue 1 · 6 Feb 2012 · 7,250 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordInvestigation of Socially Responsible Investment Markets (SRI) Using Dynamic Conditional Correlation (DCC) Method: Implications for DiversificationGurudeo Anand Tularam, Eduardo Roca, Victor Siew Howe WongProblem statement: Over the last ten years there has been a phenomenal growth in the amount of funds placed in SRI globally estimated to be around US$6.5 trillion while around US$55 billion in the Australian market. Accurate knowledge of correlation of the Australian SRI market with other SRI markets overseas is crucially important for Australian (SRI) investors for international portfolio … …Journal of Mathematics and Statistics, Vol. 6, Issue 4 · 4 Nov 2010 · 16,234 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordRecent Trends in Ozone and Particle Concentrations in the Sydney (Australia) AirshedMerched Azzi, Hiep DucAn overview is presented of changes in ground level ozone and atmospheric fine particles determined using ambient monitoring data collected at selected locations in Sydney, Australia. After removing seasonally, auto-regressive and moving average dependence from the selected time series, the trend of a selected series was modelled using the fractional long-term dependent component. The selected technique was able to detect … …American Journal of Environmental Sciences, Vol. 4, Issue 5 · 31 Oct 2008 · 6,682 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordForecasting Foreign Direct Investment Inflow in Jordan: Univariate ARIMA ModelAl-Abdulrazag Bashier, Bataineh TalalThe present study is an attempt to build a Univariate time series model to forecast the FDI inflows into Jordan over the coming period 2004-2025. The study employs Box-Jenkins methodology of building ARIMA (Autoregressive Integrated Moving Average) model to achieve the goals of the study. An annual sample time series data for the FDI in Jordan was utilized over the … …Journal of Social Sciences, Vol. 3, Issue 1 · 31 Mar 2007 · 8,385 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordLinear Smoothing of Noisy Spatial Temporal SeriesValter Di Giacinto, Ian dryden, Luigi ippoliti, Luca RomagnoliThe main objective of the study is the development of a linear filter to extract the signal from a spatio-temporal series affected by measurement error. We assume that the evolution of the unobservable signal can be modelled by a space time autoregressive process. In its vectorial form, the model admits a state space representation allowing the direct application of the … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,311 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordNeural Network in Modeling Malaysian Oil Palm YieldZuhaimy Ismail, Azme KhamisProblem statement: Forecasting of palm oil yield has become an important element in the management of oil palm industry for proper planning and decision making. The importance of yield forecasting has led us to explore modeling of palm oil yield for Malaysia using the most recent development of Artificial Neural Network (ANN). The main issue in yield forecasting is to … …American Journal of Applied Sciences, Vol. 8, Issue 8 · 19 Jul 2011 · 8,576 accessesView PDFCite