There is a growing need for statistical methods that generate an ensemble of plausible realizations of a hierarchical process from a single run or experiment. The main challenge is how to construct such an ensemble in a ...

This paper addresses the problem of classifying users with different visual abilities based on their pupillary response data while performing computer-based tasks. Multiscale Schur Monotone (MSM) summaries of high frequency ...

Over the past decade, several studies suggested possible analogy between price dynamics in the foreign exchange market and atmospheric turbulent flows. Such analogies suggest that applications in business and industry can ...

In this paper we propose a new forecasting methodology that comprises simultaneous level wise modeling in the wavelet domain. The WAW methodology (short for wavelet armax winters) uses three modeling strategies: ARMAX ...

The conceptual framework for modeling the inertial subrange is strongly influenced by the Richardson cascade, now the subject of various reinterpretations. One apparent departure from the Richardson cascade is attributed ...

This paper introduces a simple frequency domain test to discern whether two stationary time series have the same autocovariance function. The driving idea is that two stationary short-memory autocovariances coincide over ...

To handle potentially large and complicated nonstationary data curves, this article presents new data reduction methods based on the discrete wavelet transform. The methods minimize objective functions to balance the ...