Results 11 to 20 of about 220 (46)

Kernel Analog Forecasting: Multiscale Test Problems [PDF]

, 2020
Data-driven prediction is becoming increasingly widespread as the volume of data available grows and as algorithmic development matches this growth. The nature of the predictions made, and the manner in which they should be interpreted, depends crucially
Burov, Dmitry, Giannakis, Dimitrios, Manohar, Krithika, Stuart, Andrew   +3 more
core   +1 more source

A Bayesian Networks Approach to Operational Risk

, 2010
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted for each bank using only internal loss data, and takes into account in a ...
Aquaro, V., Bardoscia, M., Bellotti, R., Consiglio, A., De Carlo, F., Ferri, G.   +5 more
core   +1 more source

A fractal set from the binary reflected Gray code [PDF]

, 2005
The permutation associated with the decimal expression of the binary reflected Gray code with N bits is considered. Its cycle structure is studied. Considered as a set of points, its self-similarity is pointed out.
Barnsley M, Feder J, Forrester P J, Gardner M, Gilbert W, Goddyn L, Goddyn L, Gray F, Hollstien R B, Hurst H E, J A Oteo, J Ros, Knuth D E, Knuth D E, Krauth W, Losee R M, Oshanin G, Press W H, Sloane N J A, White A   +19 more
core   +3 more sources

Using a Bayesian change-point statistical model with autoregressive terms to study the monthly number of dispensed asthma medications by public health services [PDF]

, 2018
In this paper, it is proposed a Bayesian analysis of a time series in the presence of a random change-point and autoregressive terms. The development of this model was motivated by a data set related to the monthly number of asthma medications dispensed ...
Casale Aragon, Davi, Marques de Mello, Luane, Martinez, Edson, Mota de Queiroz, José André, Santos Previdelli, Isolde Terezinha   +4 more
core   +3 more sources

Large sample behaviour of high dimensional autocovariance matrices

, 2016
The existence of limiting spectral distribution (LSD) of $\hat{\Gamma}_u+\hat{\Gamma}_u^*$, the symmetric sum of the sample autocovariance matrix $\hat{\Gamma}_u$ of order $u$, is known when the observations are from an infinite dimensional vector linear
Bhattacharjee, Monika, Bose, Arup
core   +1 more source

Social Media Impact on the ‘Cosmos’ Blockchain Ecosystem: State and Prospect

Data Science Journal
The proliferation of blockchain technology heralds transformative impacts across various sectors, offering decentralization, transparency, and enhanced security.
Ivan Pavlyshyn, Anna Petrenko, Bohdan Opryshko, Bohdan Oliinyk, Sergii Kavun   +4 more
doaj   +1 more source

Global Orbit Patterns for One Dimensional Dynamical Systems [PDF]

, 2009
In this article, we study the behaviour of discrete one-dimensional dynamical systems associated to functions on finite sets. We formalise the global orbit pattern formed by all the periodic orbits (gop) as the ordered set of periods when the initial ...
Fiol, Clarisse, Lozi, Rene
core   +2 more sources

A hybrid method for accurate offset detection in GNSS time series

Journal of Geodetic Science
This study addresses the crucial detection of offsets in GNSS time series for accurate velocity estimations, vital in geosciences and engineering. Existing methods are challenged by correlated noise and can suffer from over-segmentation or high false ...
Arias-Gallegos Alejandro, Koivula Hannu, Nordman Maaria   +2 more
doaj   +1 more source

Second Order Least Square Estimation on Arch(1) Model with Box-cox Transformed Dependent Variable [PDF]

, 2013
Box-Cox transformation is often used to reduce heterogeneity and to achieve a symmetric distribution of response variable. In this paper, we estimate the parameters of Box-Cox transformed ARCH(1) model using second-order leastsquare method and then we ...
Subanar, S. (Subanar), Utami, H. (Herni)
core  

Aplicación de redes neuronales artificiales a la previsión de series temporales no estacionarias o no invertibles [PDF]

, 2002
En los últimos tiempos se ha comprobado un aumento del interés en la aplicación de las Redes Neuronales Artificiales a la previsión de series temporales, intentando explotar las indudables ventajas de estas herramientas.
Fuente García, D. de la, Parreño, J., Pino Díez, R., Priore, P.   +3 more
core   +1 more source