## Abstract The problem of describing hourly data of ground ozone is considered. The complexity of high frequency environmental data dynamics often requires models covering covariates, multiple frequency periodicities, long memory, nonβlinearity and heteroscedasticity. For these reasons we introduc
Non-linear logit models for high-frequency data analysis
β Scribed by Naoya Sazuka
- Publisher
- Elsevier Science
- Year
- 2005
- Tongue
- English
- Weight
- 308 KB
- Volume
- 355
- Category
- Article
- ISSN
- 0378-4371
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
The paper discusses LAUTSCH, LIENERT. and VON EYE'S (1992) orthogonal prediction configural frequency analysis (PCFA). Problems with this approach result from a lack of rules for specification of orthogonal comparisons, and because it is not obvious which comparisons are orthogonal. As an alternativ
A simplified model is presented for medium and high frequencies in structures or acoustics. This model, which does not take into account interferences between propagative waves, is asymptotic in the sense that it is more accurate as frequency increases. Based on energetic quantities and energy balan
The generalized estimation equation (GEE) method, one of the generalized linear models for longitudinal data, has been used widely in medical research. However, the related sensitivity analysis problem has not been explored intensively. One of the possible reasons for this was due to the correlated