Results 81 to 90 of about 6,621,438 (152)

Testing for threshold effect in ARFIMA models: Application to US unemployment rate data

, 2008
Macroeconomic time series often involve a threshold effect in their ARMA representation, and exhibit long memory features. In this paper we introduce a new class of threshold ARFIMA models to account for this.
Scaillet, Olivier, Lahiani, A.
core   +2 more sources

Bayesian Analysis of Long Memory and Persistence using ARFIMA Models

This paper provides a Bayesian analysis of Autoregressive Fractionally Integrated Moving Average (ARFIMA) models. We discuss in detail inference on impulse responses, and show how Bayesian methods can be used to (i) test ARFIMA models against ARIMA ...
Gary Koop, Jacek Osiewalski, Eduardo Ley, Mark F.J. Steel   +3 more
core   +1 more source

SaPt-CNN-LSTM-AR-EA: a hybrid ensemble learning framework for time series-based multivariate DNA sequence prediction. [PDF]

PeerJ, 2023
Yan W, Tan L, Meng-Shan L, Sheng S, Jun W, Fu-An W.   +5 more
europepmc   +1 more source

Comparing the bias and misspecification in ARFIMA models

, 1995
ARFIMA models - AutoRegressive Fractional Integrated Moving Average modelsSIGLEGBUnited ...
Smith, J., Yadav, S, Taylor, N., Warwick Univ., Coventry (United Kingdom). Dept. of Economics   +3 more
core  

ARFIMA time series models

, 2014
The thesis deal with long-memory processes which are defined by several ways. The main concern is dedicated to ARFIMA model, to its basic properties and its application.
Vdovičenko, Martin
core  

Addressing non-stationarity with stochastic trend in the context of limited time series data: An experimental survey in healthcare analytics

Applied Computer Science
Stationarity is a fundamental assumption in time series modeling that underlies reliable statistical inference and forecasting. Time series data can be found in many domains, including industry, engineering, finance, economics, epidemiology, and health ...
Apollinaire BATOURE BAMANA, Yannick SOKDOU BILA LAMOU, David Jaures FOTSA-MBOGNE, Mahdi SHAFIEE KAMALABAD   +3 more
doaj   +1 more source

South African inflation modelling using bootstrapped long short-term memory methods. [PDF]

SN Bus Econ, 2023
Kubheka S.
europepmc   +1 more source

Time Analysis of an Emergent Infection Spread Among Healthcare Workers: Lessons Learned from Early Wave of SARS-CoV-2. [PDF]

Int J Gen Med, 2022
Leme PAF, Jalalizadeh M, Giacomelli da Costa C, Buosi K, Dal Col LSB, Dionato FAV, Gon LM, Yadollahvandmiandoab R, Reis LO.   +8 more
europepmc   +1 more source

Temporal Structure in Sensorimotor Variability: A Stable Trait, But What For? [PDF]

Comput Brain Behav, 2023
Perquin MN, van Vugt MK, Hedge C, Bompas A.   +3 more
europepmc   +1 more source

Forecasting commodity prices: empirical evidence using deep learning tools. [PDF]

Ann Oper Res, 2023
Ben Ameur H, Boubaker S, Ftiti Z, Louhichi W, Tissaoui K.   +4 more
europepmc   +1 more source