Segmenting Observed Time Series Using Comovement and Complexity Measures
Society depends on unbiased, efficient and replicable measurement tools to tell us more truthfully what is happening when our senses would otherwise fool us. A new approach is made to consistently detect the start and end of historic recessions as defined by the US Federal Reserve. To do this, three...
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2019
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-252571 |