The MTS X has m variables and the corresponding component of the jth variable [x.sub.j] is a univariate time series
of length n:
Each MTS dimension series is considered as a separate univariate time series
. Firstly, similarity searching approach is used to search the similarity sequence for each dimension series; then the similar sequences of each dimensional series are synthesized on the weighted BORDA voting method to generate the multivariate similar sequences.
In order to evaluate forecasting performance of ANNs, we consider three univariate time series
Repeating the analysis in Section VA using this parsimonious multivariate time series model (as opposed to a univariate time series
model), it is found that no breaks occur for any of the four series (FS, NFS, FH, and NFH).
Univariate time series
analysis of the N[O.sub.3]-N and dissolved reactive P concentration data from Site 3 and Site 4 was also conducted.
The econometric method first examines the stationarity properties of the univariate time series
. The present study uses the Augmented Dickey-Fuller (ADF) unit root test to examine the stationarity of the data series.
acf The module acf plots the sample autocorrelation function of a univariate time series
. In assessing the adequacy of a fitted model, acf may be used to test whether the time series of residuals show significant autocorrelations.
In doing so, we used the bivariate autoregressive methodology recently proposed by King and Watson (1997), paying explicit attention to the univariate time series
properties of the variables.
We consider first a simple class of univariate time series
models of the `AR(p) + Trend(q)' form
Dennis and Taper (1994) reviewed many of the statistical and conceptual problems associated with the detection of density dependence in single populations, and proposed statistical methods for analyzing univariate time series
data with a stochastic model of density-dependent population growth.
Univariate time series
models are used, either explicitly or implicitly, to forecast the expected bond default risk premium.
Univariate Time Series
Model of Quarterly Accounting Earnings per Share: A Proposed Model, Journal of Accounting Research, (Spring): 179-189.