Sentences with phrase «of stochastic trends»

This claim isn't derived from his research *, but is his judgement, based on the same kind of assessment of stochastic trends that economists do, and very similar to the judgements involved in relating smoking and cancer.

We focus on the presence or absence of stochastic trends.

The ambiguity on the unit root question in paper discussed, stems from the use of the PP test, which I believe my simulations disqualifies it in light of my stochastic trend specification (see previous comment).

Note that the whole purpose of that stochastic trend analysis (with plot) was to juxtapose your analysis (which assumes stationarity under the H0) with my analysis (which doesn't assume stationarity under the H0).

Not exact matches

The methodology developed in Lovejoy's two recent papers could also be used by researchers to help analyze precipitation trends and regional climate variability and to develop new stochastic methods of climate forecasting, he adds.

In essence, technical indicators incorporated into your live charts like volume indicators, trend lines, Fibonacci levels, stochastic oscillators etc., can block out the market noise, forming a better picture of the markets and trends that lie ahead.

I have a nice little swing trade strategy of late that buys stong stocks on the dip, and sells them after a week or two when they revert to their trend following some basic RSI, stochastics and vol.

This is why we decomposed the temperature data into a slow, non-linear trend line (shown here) and a stochastic component — a standard procedure that even makes it onto the cover picture of a data analysis textbook, as well as being described in a climate time series analysis textbook.

That requires a model of the stochastic variations in the data and a precise definition of, what the trend means in the particular consideration.

«The seasonal unit root test makes it possible to determine the stochastic trend of monthly temperatures using an autoregressive model,» says Prof. Wai Ming To.

What you are looking at, David, is more function of stochastic noise than underlying trend.

Nevertheless, the salutary aspect of the GISP 2 data is the clear indication it provides of a gentle, truly secular cooling trend since the Holocene optimum, overlain by weakly stationary, strongly structured, quasi-Gaussian stochastic variations whose ordinate distribution and power - spectrum both diverge from anything resembling a Poisson process of abrupt jumps.

This inability has little effect on the results — statistical estimates are based on the notion of cointegration, which uses stochastic trends as fingerprints to match temporal changes in temperature and radiative forcing.

Cointegration indicates that internal climate variability and / or the omission of some components of radiative forcing (e.g., stratospheric water vapor, black or organic carbon, nitrite aerosols, etc.) do not impart a stochastic or deterministic trend that would interfere with the interpretation of temperature changes at the subdecadal scale (SI Appendix).

Obtain future stochastic projections by extending the trend (e.g. by extrapolation) and adding back random «realisations» of the noise model («Monte Carlo simulation»).

None of these profiles can be predicted with any certainty but the stochastic trends are there.

With proxy data that has a high auto correlation or long term persistence one can obtain extended lengths of time where a stochastic trend can appear.

In your earlier reply to me you hinted that your examples of stochastic vs deterministic trends were only for illustrative purposes.

===================== Note that this is a DIFFERENT discussion than the discussion about the PRESENCE OF A UNIT ROOT, as the ARIMA (0,1,2) specification also describes a stochastic trend.

My dig about things being inconvenient was more intended for the humour than anything else, but I note you still refer to «unphysical conclusions» rather than «unphysical observations» i.e. the stochastic nature of this trend.

If the goal is to see whether the temperature is forced (deterministic) as opposed to random (stochastic), than the best trend estimate is to take the estimate of the net radiative forcing.

However, and more to the point, both of these structures in fact represent stochastic trends, so I have no clue what all the huffing and puffing is about (well, I do have a clue, but it has nothing to do with science).

For fun i browsed some of his papers, that you could find online, and i found a lot of «statistical significant temperature trends» and very little «unit root» and «stochastic trends».