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Record W4250612932 · doi:10.1002/9781119214656.ch8

Time Series

2018· other· en· W4250612932 on OpenAlex

Why this work is in the frame

A frame that forgets how it found something cannot be audited. These are the routes that admitted this work.

affAt least one author lists a Canadian institution in the pinned OpenAlex snapshot.

Bibliographic record

VenueWiley series in probability and statistics · 2018
Typeother
Languageen
FieldMathematics
TopicStatistical and numerical algorithms
Canadian institutionsUniversity of British ColumbiaStatistics Canada
Fundersnot available
KeywordsOutlierSeries (stratigraphy)EstimatorTime seriesAutoregressive modelOrder of integration (calculus)MathematicsEconometricsStatisticsApplied mathematicsComputer scienceMathematical analysis

Abstract

fetched live from OpenAlex

This chapter focuses on time series in discrete time. It expresses that the time series is either stationary in some sense or may be reduced to stationarity by a combination of elementary differencing operations and regression trend removal. Two types of stationarity are in common use, second-order stationarity and strict stationarity. A strictly stationary time series with finite second moments is obviously second-order stationary. Outliers in time series are more complex than in the situations, where there is no temporal dependence in the data. Time series outliers can have an arbitrarily adverse influence on parameter estimators for time series models, and the nature of this influence depends on the type of outlier. The chapter describes several probability models for time series outliers, including additive outliers, replacement outliers and innovations outliers. It also describes the properties of classical estimators of the parameters of an autoregression model.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.000
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesMeta-epidemiology (narrow), Insufficient payload (model declined to judge)
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: none
GenreCandidate signal: Other · Consensus signal: none
Teacher disagreement score0.407
Threshold uncertainty score1.000

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0000.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0010.000
Bibliometrics0.0000.000
Science and technology studies0.0000.002
Scholarly communication0.0000.000
Open science0.0000.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0090.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.023
GPT teacher head0.278
Teacher spread0.256 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it