Results 31 to 40 of about 211 (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

Indices economicos. Modelo dinamico de inversion

Carteras aproximadamente eficientes, Inversión, Modelo de índices, 90A16-62M10, Nearly efficient portfolios, Investment, Index models, 90A16-62M10,
M. Fernández Fernández
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

A functional limit theorem for η-weakly dependent processes and its applications

, 2008
Central limit theorem, Weakly dependent processes, Sample moments and cumulants, 60F05, 62F12, 62M10,
Paul Doukhan, Jean-Marc Bardet, José León, Bardet, Jean-Marc, Rafael León, José, Doukhan, Paul   +5 more
core   +1 more source

On the asymptotic distribution of residual autocovariances in VARX models with applications

VARX models, vector time series, autocovariance matrices, diagnostic checking, 62M10, 62H10,
Pierre Duchesne
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

Single proxy synthetic control

Journal of Causal Inference
Synthetic control methods are widely used to estimate the treatment effect on a single treated unit in time-series settings. A common approach to estimate synthetic control weights is to regress the treated unit’s pretreatment outcome and covariates ...
Park Chan, Tchetgen Tchetgen Eric J.
doaj   +1 more source