Results 21 to 30 of about 78 (50)

Novel time series methods in economic forecasting: SutteARIMA evidence from Indonesian Consumer Price Index and currency exchange rates

Cogent Economics & Finance
Economic forecasting demands precision. Yet traditional models often stumble when confronted with real-world complexity – the messy interplay of linear trends, non-linear disruptions and seasonal fluctuations that characterize financial time series. This
Ansari Saleh Ahmar, Eva Boj del Val
doaj   +1 more source

Fast rate of convergence in high dimensional linear discriminant analysis

, 2010
This paper gives a theoretical analysis of high dimensional linear discrimination of Gaussian data. We study the excess risk of linear discriminant rules.
Girard, Robin
core   +3 more sources

Modelo sintético para estandarizar el índice de potencial turístico: un enfoque basado en el concepto de distancia [PDF]

, 2023
The assessment of tourism potential allows delimiting the attractiveness of tourism destinations, constituting the basis for the design of tourism products and experiences.
Díaz Pompa , Félix, González Odio , Yeilan Ivette, Mariño Vivar , Jorge Luis, Parra Parra , Dayana, Soria Leyva, Eddy   +4 more
core   +2 more sources

Measurability of functionals and of ideal point forecasts

, 2022
The ideal probabilistic forecast for a random variable $Y$ based on an information set $\mathcal{F}$ is the conditional distribution of $Y$ given $\mathcal{F}$.
Fissler, Tobias, Holzmann, Hajo
core   +1 more source

Current philosophical perspectives on drug approval in the real world

Journal of Causal Inference
The evidence-based medicine approach to causal medical inference is the dominant account among medical methodologists. Competing approaches originating in the philosophy of medicine seek to challenge this account.
Landes Jürgen, Auker-Howlett Daniel J.
doaj   +1 more source

An Efficient Search Strategy for Aggregation and Discretization of Attributes of Bayesian Networks Using Minimum Description Length [PDF]

, 2014
Bayesian networks are convenient graphical expressions for high dimensional probability distributions representing complex relationships between a large number of random variables.
Corcoran, Jem, Levine, Nicholas, Tran, Daniel   +2 more
core  

Adaptive Higher-order Spectral Estimators

, 2017
Many applications involve estimation of a signal matrix from a noisy data matrix. In such cases, it has been observed that estimators that shrink or truncate the singular values of the data matrix perform well when the signal matrix has approximately low
Gerard, David, Hoff, Peter
core   +1 more source

Estimating the mean function of a Gaussian process and the Stein effect [PDF]

, 1983
The problem of global estimation of the mean function [theta](·) of a quite arbitrary Gaussian process is considered. The loss function in estimating [theta] by a function a(·) is assumed to be of the form L([theta], a) = [integral operator] [[theta](t)
Berger, James, Wolpert, Robert
core   +2 more sources

Spectral cut-off regularizations for ill-posed linear models

, 2014
International audienceThis paper deals with recovering an unknown vector β from the noisy data Y = Xβ + σξ, where X is a known n × p-matrix with n ≥ p and ξ is a standard white Gaussian noise.
Chernousova, E, Golubev, Yu
core   +3 more sources

Testing the order of a model

, 2006
This paper deals with order identification for nested models in the i.i.d. framework. We study the asymptotic efficiency of two generalized likelihood ratio tests of the order.
Chambaz, Antoine
core   +1 more source