Search results for "TIME SERIES"
showing 10 items of 247 documents
Latent force models for earth observation time series prediction
2016
We introduce latent force models for Earth observation time series analysis. The model uses Gaussian processes and differential equations to combine data driven modelling with a physical model of the system. The LFM presented here performs multi-output structured regression, adapts to the signal characteristics, it can cope with missing data in the time series, and provides explicit latent functions that allow system analysis and evaluation. We successfully illustrate the performance in challenging scenarios of crop monitoring from space, providing time-resolved time series predictions.
Testing Multi-Sensors Time Series of Lai Estimates to Monitor Rice Phenology: Preliminary Results
2018
Timely and accurate information on crop growth and seasonal dynamics are increasingly needed to develop monitoring systems aimed to detect seasonal anomalies, support site specific management and estimate crop yield at the end of the season. In particular, frequent decametric information nowadays being provided exploiting the new generation of Earth Observation (EO) platforms are fundamental for farm level monitoring. This study presents an analysis aimed at fully exploiting dense time series of EO data derived from the combined use of ESA Sentinel-2A and NASA Landsat-7/8 imageries for crop phenological monitoring. Decametric Leaf Area Index (LAI) maps were generated for the year 2016 by in…
Does politics matter in the conduct of fiscal policy? Political determinants of the fiscal sustainability: Evidence from seven individual Central and…
2007
This paper aims at assessing the fiscal sustainability and its political determinants in seven Central and Eastern European Countries (CEEC), namely Estonia, Latvia, Lithuania, Poland, Slovenia, Slovakia and the Czech Republic. First, using the recent sustainability approach of Bohn (1998) based on fiscal reaction function, econometric findings using Ordinary Least Squares (OLS) reveal a positive response of the primary surplus to changes in debt in several countries. In other words, fiscal policy is sustainable in Baltic countries, Slovenia and Slovakia, but not in Poland and in the Czech Republic. Second, by introducing political dummy variables, we test the electoral budget cycle and the…
Model Based Monte Carlo Pricing of Energy and Temperature Quanto Options
2010
Weather derivatives have become very popular tools in weather risk management in recent years. One of the elements supporting their diffusion has been the increase in volatility observed on many energy markets. Among the several available contracts, Quanto options are now becoming very popular for a simple reason: they take into account the strong correlation between energy consumption and certain weather conditions, so enabling price and weather risk to be controlled at the same time. These products are more efficient and, in many cases, significantly cheaper than simpler plain vanilla options. Unfortunately, the specific features of energy and weather time series do not enable the use of …
¿SE PUEDE MEDIR LA NEGOCIACIÓN INFORMADA?: UNA REVISIÓN DE LA METODOLOGÍA BASADA EN LAS COVARIANZAS DE LAS SERIES DE PRECIOS
2009
RESUMENEl desarrollo en los modelos teóricos de microestructura ha motivado la aparición de un grupo de trabajos encaminado al estudio empírico de los costes de transacción y sus componentes dada la importancia que han tenido los mismos en el estudio del funcionamiento de los mercados y la comparación entre éstos así como sus numerosas aplicaciones en campos afines (finanzas corporativas, eficiencia de los mercados, etc.). Por otra parte, la contrastación empírica de los distintos modelos establecidos muestra resultados claramente dispares. Por ello, el objetivo de nuestro trabajo es analizar con detalle y en conjunto dichos modelos centrándonos en un grupo con características muy similares…
A critical view on temperature modelling for application in weather derivatives markets
2012
In this paper we present a stochastic model for daily average temperature. The model contains seasonality, a low-order autoregressive component and a variance describing the heteroskedastic residuals. The model is estimated on daily average temperature records from Stockholm (Sweden). By comparing the proposed model with the popular model of Campbell and Diebold (2005), we point out some important issues to be addressed when modelling the temperature for application in weather derivatives market.
Lobster reserves as a management tool in coastal waters: Two decades of experience in Norway
2022
9 pages, 4 figures.-- Under a Creative Commons license
Trends and Breaks in Per-Capita Carbon Dioxide Emissions, 1870-2028
2004
We consider per-capita carbon dioxide emission trends in 16 early industrialized countries over the period 1870-2028. Using a multiple-break time series method we find more evidence for very early downturns in per-capita trends than for late downturns during the oil price shocks of the 1970s. Only for two countries do downturns in trends imply downward sloping stable trends. We also consider trends in emission composition and find little evidence for in-sample peaks for emissions from liquid and gaseous fuel uses. These results lead us to reject the oil price shocks as events causing permanent breaks in the structure and level of emissions, a conclusion often made in analyses using shorter …
Higher education impact on human development : A case study from Pakistan
2017
Master's thesis Development management UT503 - University of Agder 2017 Higher education is considered as an essential part of the human development process of the country. In this context, the objective of this study is to explore the returns of higher education on human development indicators and as well as examine the impact of human development on higher education in Pakistan from the period of the 1984 to 2014. For estimation, correlation analysis and regression analysis has been used to investigate the association between Variables. The main purpose of the study is to identify the link between higher education and the three most important human development indicators, such as GDP, emp…
Spectral decomposition of cerebrovascular and cardiovascular interactions in patients prone to postural syncope and healthy controls.
2022
We present a framework for the linear parametric analysis of pairwise interactions in bivariate time series in the time and frequency domains, which allows the evaluation of total, causal and instantaneous interactions and connects time- and frequency-domain measures. The framework is applied to physiological time series to investigate the cerebrovascular regulation from the variability of mean cerebral blood flow velocity (CBFV) and mean arterial pressure (MAP), and the cardiovascular regulation from the variability of heart period (HP) and systolic arterial pressure (SAP). We analyze time series acquired at rest and during the early and late phase of head-up tilt in subjects developing or…