Autocorrelation Click to edit Master subtitle style 11 What is Autocorrelation? • One of the important assumptions of CLRM is absence of autocorrelation/serial correlation…

Slide 1Rates of return and alternative measures of capital input Nicholas OULTON London School of Economics and Ana RINCON-AZNAR National Institute of Economic and Social…

Slide 1ARIMA Modelling and Forecasting Slide 2 Introduction Describe the stationarity of the AR process Determine the mean and variance of the AR process Assess the importance…

ARIMA Modelling and Forecasting Introduction Describe the stationarity of the AR process Determine the mean and variance of the AR process Assess the importance of Box-Jenkins…

1. Econometric Analysis of Financial Market Data1 ZONGWU CAIE-mail address: [email protected] Department of Mathematics & StatisticsUniversity of North Carolina, Charlotte,…

Slide 1 A Bayesian hierarchical modeling approach to reconstructing past climates David Hirst Norwegian Computing Center Slide 2 Temperature data Many locations Direct measure…

Slide 1 Dewarped Minds United Slide 2 Progress Report from Bozeman: Simulator Estimating eye motion Dewarping Montaging Mosaicing Slide 3 Simulator Simulates translational…

Forecasting and Trading Commodity Contract Spreads with Gaussian Processes Nicolas Chapados and Yoshua Bengio University of Montreal and ApSTAT Technologies Inc. Approach…