LAPSE
发表于 2025-3-23 11:18:13
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flex336
发表于 2025-3-23 15:57:44
https://doi.org/10.1007/978-1-4939-6774-2ies presented in Chap. . and SARIMA modeling for seasonal time series to be considered in this chapter. Through case study, we demonstrate how to use Python to implement the Box-Jenkins method. In addition, we also discuss REGARMA models.
Nibble
发表于 2025-3-23 19:03:25
EEG and Semiology in Generalized Epilepsies financial time series by real financial data. To characterize these facts, new models different from the Box-Jenkins ones are needed. And for this reason, ARCH models were firstly proposed by R. F. Engle in 1982 and have been extended by a great number of scholars since then. We also demonstrate ho
滋养
发表于 2025-3-24 00:34:02
Neonatal EEG and Neonatal Seizuresties with multivariate time series: identifiability and curse of dimensionality. Thus, this chapter focuses on a special and useful VAR models. First, basic concepts on multivariate time series and general VARMA models are introduced. Then, we elaborate on VAR model building, forecasting, Granger ca
Tonometry
发表于 2025-3-24 04:49:00
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知道
发表于 2025-3-24 08:41:53
Head Trauma and Posttraumatic Seizures,duce a few unit root and stationarity tests, as well as implement them with Python. We also elaborate on how to simulate a standard Brownian motion which is very useful in fields of finance and other disciplines. Finally, we concisely discuss Granger’s representation theorem and vector error correct
愤怒历史
发表于 2025-3-24 12:14:00
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小官
发表于 2025-3-24 18:47:29
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共同生活
发表于 2025-3-24 20:01:38
978-3-031-13586-6The Editor(s) (if applicable) and The Author(s), under exclusive licence to Springer Nature Switzerl
储备
发表于 2025-3-24 23:26:48
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