Search Results - subject:"Fourier analysis"

Statistical process control for queue length trajectories using Fourier analysis

Morgan, Lucy E.; Barton, Russell R. - In: European journal of operational research : EJOR 325 (2025) 2, pp. 233-246

Persistent link: https://www.econbiz.de/10015433236

Doukali, Mohamed; Song, Xiaojun; Taamouti, Abderrahim - In: Oxford bulletin of economics and statistics 86 (2024) 3, pp. 690-713

Persistent link: https://www.econbiz.de/10014543504

Can customer arrival rates be modelled by sine waves?

Chen, Ningyuan; Gürlek, Ragıp; Lee, Donald K. K.; … - In: Service science 16 (2024) 2, pp. 70-84

Persistent link: https://www.econbiz.de/10014564195

Forecast combination in the frequency domain

Faria, Gonçalo; Verona, Fabio - 2023

Predictability is time and frequency dependent. We propose a new forecasting method - forecast combination in the frequency domain - that takes this fact into account. With this method we forecast the equity premium and real GDP growth rate. Combining forecasts in the frequency domain produces...

Persistent link: https://www.econbiz.de/10013485890

Time Series Econometrics

Neusser, Klaus - 2025 - 2nd ed. 2025.

Introduction -- ARMA models -- Forecasting stationary processes -- Estimation of Mean and Autocovariance Function -- Estimation of ARMA Models -- Spectral Analysis and Linear Filters -- Integrated Processes -- Models of Volatility -- Multivariate Time series -- Estimation of Covariance Function...

Persistent link: https://www.econbiz.de/10015406991

The spillover effect of agricultural product market price fluctuation based on fourier analysis

Zhang, Canyu; Tian, Guixian; Tao, Yongchao - In: International journal of information systems and supply … 15 (2022) 5, pp. 1-17

Persistent link: https://www.econbiz.de/10014299668

Financial cycles in euro area economies : a cross-country perspective using wavelet analysis

Mandler, Martin; Scharnagl, Michael - In: Oxford bulletin of economics and statistics 84 (2022) 3, pp. 569-593

Persistent link: https://www.econbiz.de/10013348442

Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts

Toscano, Giacomo; Livieri, Giulia; Mancino, Maria Elvira; … - In: Journal of financial econometrics 22 (2024) 1, pp. 252-296

Persistent link: https://www.econbiz.de/10014526318

Detecting edgeworth cycles

Holt, Timothy; Igami, Mitsuru; Scheidegger, Simon - In: The journal of law & economics 67 (2024) 1, pp. 67-102

Persistent link: https://www.econbiz.de/10014633698

Spectral analysis and the death of value investing

Bezuidenhout, John-Morgan; Van Vuuren, Gary - In: Cogent Economics & Finance 9 (2021) 1, pp. 1-23

This study explores the redundancy of the value premium by conducting a Fourier analysis. The results illustrate … efficiencies vary over time as risk and behavioral biases change with market conditions. We conducted a Fourier analysis and found … a three-month cycle, a six-month cycle and a 10-year cycle in the value premium. The Fourier analysis illustrates the …

Persistent link: https://www.econbiz.de/10014001392