Results 61 to 70 of about 7,220 (228)
A brief history of long memory: Hurst, Mandelbrot and the road to ARFIMA [PDF]
, 2016 Long memory plays an important role in many fields by determining the behaviour and predictability of systems; for instance, climate, hydrology, finance, networks and DNA sequencing.
Franzke, Christian +3 more
core +2 more sources
Journal of Computing Research and Innovation, 2021 Gold is known as the most valuable commodity in the world because it is a universal currency recognized by every single bank across the globe. Thus, many people were interested in investing gold since gold market was always steadier compared to other ...
Atiqa Nur Azza Mahmad Azan +2 more
semanticscholar +1 more source
Forecasting Digital Asset Return: An Application of Machine Learning Model
International Journal of Finance &Economics, Volume 30, Issue 3, Page 3169-3186, July 2025.ABSTRACT In this study, we aim to identify the machine learning model that can overcome the limitations of traditional statistical modelling techniques in forecasting Bitcoin prices. Also, we outline the necessary conditions that make the model suitable.
Vito Ciciretti +4 more
wiley +1 more source
MEDIA STATISTIKA, 2021 Currently the emergence of the novel coronavirus (Sars-Cov-2), which causes the COVID-19 pandemic and has become a serious health problem because of the high risk causes of death.
Puspita Kartikasari +2 more
semanticscholar +1 more source
Local Whittle estimation in time‐varying long memory series
Journal of Time Series Analysis, Volume 46, Issue 4, Page 647-673, July 2025.The memory parameter is usually assumed to be constant in traditional long memory time series. We relax this restriction by considering the memory a time‐varying function that depends on a finite number of parameters. A time‐varying Local Whittle estimator of these parameters, and hence of the memory function, is proposed.
Josu Arteche, Luis F. Martins
wiley +1 more source
Improved Trend Analysis With EOFs and Application to Warming of Polar Regions
International Journal of Climatology, Volume 45, Issue 7, 15 June 2025.Introducing a variation of EOF analysis, we obtain an insignificant Antarctic trend between 1979 and 2023 of (0.13 ± 0.17) K/decade. The first principal component completely captures the trend for land regions of the order of the size of most countries.
Ewan T. Phillips, Holger Kantz
wiley +1 more source
Analisis Kejadian Gempa Bumi Tektonik di Wilayah Pulau Sumatera
Jurnal Matematika, 2016 The purpose of this study to get an overview of the earthquakes in Sumatra. The method used is descriptive statistics and models Autoregressive Fractionally Integrated Moving Average (ARFIMA). The result from analysis data yielded a mathematical model to
Jose Rizal +3 more
doaj +1 more source
Identifying influential individuals and predicting future demand of chronic kidney disease patients
Decision Sciences, Volume 56, Issue 2, Page 123-143, April 2025.ABSTRACT To ensure high service quality, managers need to personalize treatment options and meet their customer demands. Our research is motivated by the need to better anticipate and prepare for that. We develop a generalizable framework that is the first to address two healthcare risk management goals: (1) identifying high risk and stable‐demand ...
Zlatana D. Nenova, Valerie L. Bartelt
wiley +1 more source
Computational aspects of Bayesian spectral density estimation
, 2011 Gaussian time-series models are often specified through their spectral density. Such models present several computational challenges, in particular because of the non-sparse nature of the covariance matrix.
Chopin, Nicolas +2 more
core +5 more sources
Fractional stochastic volatility model
Journal of Time Series Analysis, Volume 46, Issue 2, Page 378-397, March 2025.This article introduces a discrete‐time fractional stochastic volatility model (FSV) based on fractional Gaussian noise. The new model includes the standard stochastic volatility model as a special case and has the same limit as the fractional integrated stochastic volatility (FISV) model, which is the continuous‐time fractional Ornstein–Uhlenbeck ...
Shuping Shi, Xiaobin Liu, Jun Yu
wiley +1 more source