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489 | Wed, 8/12/2015, 8:30 AM - 10:20 AM | CC-210 | |
Time Series, Change Points, and Business Analytics — Contributed Papers | |||
Business and Economic Statistics Section , Government Statistics Section , Section on Statistics and the Environment | |||
Chair(s): Robert A. Cage, Bureau of Labor Statistics | |||
8:35 AM | Change Point Analyses in Correlated Data — Kyungduk Ko, Boise State University | ||
8:50 AM | Multiple Change-Points Estimation in GARCH Models — Sichen Zhou, SUNY Stony Brook ; Haipeng Xing, SUNY Stony Brook | ||
9:05 AM | Temporal Aggregation Effects on Testing for a Variance Change of a Time Series — Bu Hyoung Lee, Temple University ; William W.S. Wei, Temple University | ||
9:20 AM | Martingale Difference Divergence Matrix and Its Application to Dimensional Reduction for Multivariate Time Series — Chung Eun Lee ; Xiaofeng Shao, University of Illinois at Urbana-Champaign | ||
9:35 AM | A Multivariate State Space Model for IBNR Reserve — Daiane Rodrigues Dos Santos, Pontifícia Universidade Católica ; Cristiano Augusto Coelho Fernandes, Pontifícia Universidade Católica ; Joel Correia Da Rosa, Rockefeller University | ||
9:50 AM | Rendezvous of Time Series Model and Temporal Data Mining — Seong-Tae Kim | ||
10:05 AM | Statistical Challenges for a Crowd-Sourcing--Based Delivery Platform of Software Development — Ta-Hsin Li, IBM T.J. Watson Research Center |
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