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 +3 more
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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
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Analisis Ketahanan Pangan Provinsi Sumatera Utara dengan Metode Regresi Data Panel [PDF]
, 2014 Krisis pangan sedang mengancam Indonesia. Berbagai tanggapanmengutarakan kondisi ini terjadi karena kemampuan untuk memproduksi beras se-makin menurun sementara jumlah konsumsi beras semakin bertambah seiring den-gan bertambahnya jumlah penduduk ...
Silalahi, D. (Doni) +2 more
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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 +3 more
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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)
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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
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La revolución del big data: baloncesto 2.0 [PDF]
, 2016 Treball final de Grau en Periodisme. Codi: PE0932.
Sáez Rodrigo, Silvia
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Rapid evolution of complex limit cycles [PDF]
, 2009 The current article studies certain problems related to complex cycles of holomorphic foliations with singularities in the complex plane. We focus on the case when polynomial differential one-form gives rise to a foliation by Riemann surfaces.
Dimitrov, Nikolay
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ARMAX(p,r,q) parameter identifiability without coprimeness [PDF]
, 2012 In the ARMAX(p; r; q) model given (p; r; q); the presence of multiple parameters is often ignored. In a coprime model Hannan has shown that the unrestricted reduced form (URF) parameter is identifiable under the simple condition that the end parameter ...
Wegge, Leon
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Nonlinear Cointegration and Nonlinear Error Correction: Record Counting Cointegration Tests. [PDF]
In this article we propose a record counting cointegration (RCC) test that is robust to nonlinearities and certain types of structural breaks. The RCC test is based on the synchronicity property of the jumps (new records) of cointegrated series, counting
Aparicio, Felipe M. +2 more
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