Results 31 to 40 of about 219 (152)

Exponential inequalities for nonstationary Markov chains

Dependence Modeling, 2019
Exponential inequalities are main tools in machine learning theory. To prove exponential inequalities for non i.i.d random variables allows to extend many learning techniques to these variables.
Alquier Pierre, Doukhan Paul, Fan Xiequan   +2 more
doaj   +1 more source

Modelo en series de tiempo para la tasa de penetración de un pozo de petróleo de referencia: Caso Puerto Boyacá - Colombia

Ingeniería y Ciencia, 2015
En este trabajo se identificó un modelo en series de tiempo para el control de la tasa de penetración (ROP) en un pozo de referencia denominado V∗∗∗ que pertenece al campo en desarrollo VEL que está ubicado en la cuenca del Valle del Magdalena Medio (VMM)
Henry Daniel Hernández Martínez, Diego Fernando Lemus Polanía   +1 more
doaj   +1 more source

Optimal precision of coarse structural nested mean models to estimate the effect of initiating ART in early and acute HIV infection

Journal of Causal Inference
Time-dependent coarse structural nested mean models (coarse SNMMs) were developed to estimate treatment effects from longitudinal observational data. Coarse SNMMs estimate the combined effect of multiple treatment dosages and are thus useful to estimate ...
Lok Judith J.
doaj   +1 more source

Statistical, machine learning, and deep learning models for COVID-19 forecasting in Kenya

Computational and Mathematical Biophysics
This study aims to enhance coronavirus disease 2019 forecasting in Kenya by comparing the predictive performance of statistical, machine learning, and deep learning (DL) models for total cases, critical cases, severe cases, and total deaths, using data ...
Kiarie Joyce, Mwalili Samuel Musili, Mbogo Rachel, Mutinda John Kamwele, Langat Amos Kipkorir   +4 more
doaj   +1 more source

Autocorrelation-based tests for vector error correction models with uncorrelated but nonindependent errors

, 2010
Cointegration, Weak error process, Portmanteau tests, Lagrange multiplier test, Vector error correction model, 91B84, 62M10,
Hamdi Raïssi, Raïssi, Hamdi
core   +1 more source

An outlier test for linear processes

Outlier, ARMA-process, linear process, outlier test, robust estimates, 62M10, 62F03,
Thomas Flak, Wolfgang Schmid
core   +1 more source

Root-n consistency in weighted L 1 -spaces for density estimators of invertible linear processes [PDF]

, 2008
Kernel estimator, Plug-in estimator, Tightness criteria, Functional limit theorem, Infinite-order moving average process, Infinite-order autoregressive process, Primary: 62G07, 62G20, 62M05, 62M10,
Anton Schick, Wolfgang Wefelmeyer
core   +1 more source

Empirical wavelet analysis of tail and memory properties of LARCH and FIGARCH models

Heavy tails, Long memory, Volatility, Wavelets, 62M10, 42C40,
Piotr Kokoszka, Agnieszka Jach
core   +1 more source

An empirical central limit theorem with applications to copulas under weak dependence

, 2009
Copulas, Multivariate FCLT, Weak dependence, 62M10, 62G07, 60F17,
Jean-David Fermanian, Fermanian, Jean-David, Doukhan, Paul, Paul Doukhan, Gabriel Lang, Lang, Gabriel   +5 more
core   +1 more source

Effect of outliers on forecasting temporally aggregated flow variables

Additive outliers, innovation outliers, forecasting, temporal aggregation, 62M10, 62M20,
Rissa Ota, Luiz Hotta, Pedro Pereira
core   +1 more source