Do Stationarity Transformations Actually Improve Time Series Forecasts? A Controlled Experimental Evaluation
Fuente:
arXiv
Saved in:
| Main Authors: | Malla, Bhanu Suraj, Hu, Yuqing |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
StationarityToolkit: Comprehensive Time Series Stationarity Analysis in Python
by: Malla, Bhanu Suraj, et al.
Published: (2026)
by: Malla, Bhanu Suraj, et al.
Published: (2026)
Physical Parameter Calibration
by: Li, Yang, et al.
Published: (2022)
by: Li, Yang, et al.
Published: (2022)
Fuzzy Jump Models for Soft and Hard Clustering of Multivariate Time Series Data
by: Cortese, Federico P., et al.
Published: (2025)
by: Cortese, Federico P., et al.
Published: (2025)
Power Analysis for Experiments with Clustered Data, Ratio Metrics, and Regression for Covariate Adjustment
by: Hesterberg, Tim, et al.
Published: (2024)
by: Hesterberg, Tim, et al.
Published: (2024)
Constructing confidence intervals for constrained parameters via valid prior-free inferential models
by: Lu, Hezhi, et al.
Published: (2026)
by: Lu, Hezhi, et al.
Published: (2026)
Fundamental Bounds and Efficient Estimation for Dead-Time-Constrained Event Detection, with Application to Single-Photon Lidar
by: Jorgensen, Frederic J. N., et al.
Published: (2026)
by: Jorgensen, Frederic J. N., et al.
Published: (2026)
Round Robin Active Sequential Change Detection for Dependent Multi-Channel Data
by: Chaudhuri, Anamitra, et al.
Published: (2024)
by: Chaudhuri, Anamitra, et al.
Published: (2024)
Continuity of the Solution of a Non-Parametric Bayesian Statistical Calibration Procedure
by: Prasadan, Akshay, et al.
Published: (2026)
by: Prasadan, Akshay, et al.
Published: (2026)
Use of indicator functions to enumerate cross-array designs without direct product structure
by: Aoki, Satoshi, et al.
Published: (2022)
by: Aoki, Satoshi, et al.
Published: (2022)
Lasso regularization for mixture experiments with noise variables
by: González-Navarrete, Manuel, et al.
Published: (2024)
by: González-Navarrete, Manuel, et al.
Published: (2024)
Composite empirical likelihood for multisample clustered data
by: Chen, Jiahua, et al.
Published: (2016)
by: Chen, Jiahua, et al.
Published: (2016)
Conservative Decisions with Risk Scores
by: Wei, Yishu, et al.
Published: (2025)
by: Wei, Yishu, et al.
Published: (2025)
Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
by: Gourieroux, Christian, et al.
Published: (2022)
by: Gourieroux, Christian, et al.
Published: (2022)
Signature-Kernel Based Evaluation Metrics for Robust Probabilistic and Tail-Event Forecasting
by: Redhead, Benjamin R., et al.
Published: (2026)
by: Redhead, Benjamin R., et al.
Published: (2026)
Expert Elicitation and Data Noise Learning for Material Flow Analysis using Bayesian Inference
by: Dong, Jiayuan, et al.
Published: (2022)
by: Dong, Jiayuan, et al.
Published: (2022)
Causal chain event graphs for remedial maintenance
by: Yu, Xuewen, et al.
Published: (2022)
by: Yu, Xuewen, et al.
Published: (2022)
A Finite Mixture Failure-rate based Heterogeneous Step-stress Accelerated Life Testing (h-SSALT) Model
by: Palit, Pranoy, et al.
Published: (2026)
by: Palit, Pranoy, et al.
Published: (2026)
An Extension of the d-Variate FGM Copula with Application
by: Hamadou, Mous-Abou, et al.
Published: (2025)
by: Hamadou, Mous-Abou, et al.
Published: (2025)
Trajectory-based real-time pedestrian crash prediction at intersections: A novel non-linear link function for block maxima led Bayesian GEV framework addressing heterogeneous traffic condition
by: Anowar, Parvez, et al.
Published: (2025)
by: Anowar, Parvez, et al.
Published: (2025)
A model and method for analyzing the precision of binary measurement methods based on beta-binomial distributions, and related statistical tests
by: Takeshita, Jun-ichi, et al.
Published: (2020)
by: Takeshita, Jun-ichi, et al.
Published: (2020)
A Robust Topological Framework for Detecting Regime Changes in Multi-Trial Experiments with Application to Predictive Maintenance
by: El-Yaagoubi, Anass B., et al.
Published: (2024)
by: El-Yaagoubi, Anass B., et al.
Published: (2024)
On The Performance of a Two-Sided Shewhart Chart for Continuous Proportions with Estimated Parameters
by: Rakitzis, Athanasios C.
Published: (2025)
by: Rakitzis, Athanasios C.
Published: (2025)
Exponentially weighted moving average chart using zero-inflated negative binomial distribution
by: Abbas, Ali, et al.
Published: (2025)
by: Abbas, Ali, et al.
Published: (2025)
Nonparametric Vector Quantile Autoregression
by: González-Sanz, Alberto, et al.
Published: (2025)
by: González-Sanz, Alberto, et al.
Published: (2025)
Additive Logistic Models as Interpretable Likelihood-Ratio Scores for AUC-Based Classification
by: Chang, Yuan-chin Ivan
Published: (2015)
by: Chang, Yuan-chin Ivan
Published: (2015)
Loss Functions for Detecting Outliers in Panel Data
by: Coleman, Charles D., et al.
Published: (2025)
by: Coleman, Charles D., et al.
Published: (2025)
Uniform error bound for PCA matrix denoising
by: Tong, Xin T., et al.
Published: (2023)
by: Tong, Xin T., et al.
Published: (2023)
Optimizing Forecast Combination Weights Using Exponentially Weighted Hit and Win Rate Losses
by: van Eijk, Henry D., et al.
Published: (2025)
by: van Eijk, Henry D., et al.
Published: (2025)
Enhancing Visual Interpretability and Explainability in Functional Survival Trees and Forests
by: Loffredo, Giuseppe, et al.
Published: (2025)
by: Loffredo, Giuseppe, et al.
Published: (2025)
Exact Bayesian Planning for Simple Step-Stress Accelerated Life Testing with Competing Risks
by: Prajapat, Kiran
Published: (2026)
by: Prajapat, Kiran
Published: (2026)
Why Empirical p-Values Are Not Uniform: Reference Samples, Dependence, and PIT Backtesting
by: Lis, Jakub
Published: (2026)
by: Lis, Jakub
Published: (2026)
Moderation effects and elasticities in compositional regression with a total. Application to Bayesian spatiotemporal modelling of all-cause mortality from environmental stressors
by: Coenders, Germà, et al.
Published: (2025)
by: Coenders, Germà, et al.
Published: (2025)
A Decision Analysis Framework for High-fidelity and Low-fidelity Systems with Applications in Manufacturing Processes
by: Zhang, Fan, et al.
Published: (2026)
by: Zhang, Fan, et al.
Published: (2026)
Evaluating the role of correlation among markers in prediction models
by: Sabroso-Lasa, Sergio, et al.
Published: (2026)
by: Sabroso-Lasa, Sergio, et al.
Published: (2026)
Spectral clustering algorithm for the allometric extension model
by: Kawamoto, Kohei, et al.
Published: (2023)
by: Kawamoto, Kohei, et al.
Published: (2023)
On the breakdown point of transport-based quantiles
by: Avella-Medina, Marco, et al.
Published: (2024)
by: Avella-Medina, Marco, et al.
Published: (2024)
Selective inference after convex clustering with $\ell_1$ penalization
by: Bachoc, François, et al.
Published: (2023)
by: Bachoc, François, et al.
Published: (2023)
Some Goodness of Fit Tests based on Centre Outward Spacings
by: Singh, Rahul
Published: (2022)
by: Singh, Rahul
Published: (2022)
Balancing the edge effect and dimension of spectral spatial statistics under irregular sampling with applications to isotropy testing
by: Eckle, Theresa, et al.
Published: (2024)
by: Eckle, Theresa, et al.
Published: (2024)
Boxplots and quartile plots for grouped and periodic angular data
by: Berlinski, Joshua D., et al.
Published: (2026)
by: Berlinski, Joshua D., et al.
Published: (2026)
Similar Items
-
StationarityToolkit: Comprehensive Time Series Stationarity Analysis in Python
by: Malla, Bhanu Suraj, et al.
Published: (2026) -
Physical Parameter Calibration
by: Li, Yang, et al.
Published: (2022) -
Fuzzy Jump Models for Soft and Hard Clustering of Multivariate Time Series Data
by: Cortese, Federico P., et al.
Published: (2025) -
Power Analysis for Experiments with Clustered Data, Ratio Metrics, and Regression for Covariate Adjustment
by: Hesterberg, Tim, et al.
Published: (2024) -
Constructing confidence intervals for constrained parameters via valid prior-free inferential models
by: Lu, Hezhi, et al.
Published: (2026)