Results 101 to 110 of about 75,093 (310)

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

Linear and nonlinear dynamic systems in financial time series prediction [PDF]

Management Science Letters, 2012
Autoregressive moving average (ARMA) process and dynamic neural networks namely the nonlinear autoregressive moving average with exogenous inputs (NARX) are compared by evaluating their ability to predict financial time series; for instance the S&P500 ...
Salim Lahmiri
doaj  

Arma

, 2011
[ES] Definición del término Arma en el diccionario Dicter. [EN] Definition of the word Arma in the dictionary Dicter.
openaire   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Co-occurrence of aminoglycoside resistance gene armA in non-Typhi Salmonella isolates producing CTX-M-15 in Algeria [PDF]

, 2011
N. Bouzidi, Leila Aoun, Mazouz Dekhil, Sophie A. Granier, Laurent Poirel, Anne Brisabois, Patrice Nordmann, Yves Millemann   +7 more
openalex   +1 more source

Moving Sum Procedure for Multiple Change Point Detection in Large Factor Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a moving sum methodology for detecting multiple change points in high‐dimensional time series under a factor model, where changes are attributed to those in loadings as well as emergence or disappearance of factors. We establish the asymptotic null distribution of the proposed test for family‐wise error control and show the
Matteo Barigozzi, Haeran Cho, Lorenzo Trapani   +2 more
wiley   +1 more source

Dynamic Soft Sensor Development for Time-Varying and Multirate Data Processes Based on Discount and Weighted ARMA Models [PDF]

, 2019
Longhao Li, Yongshou Dai
openalex   +1 more source

Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley   +1 more source

A Multidisciplinary Approach to Crime Scene Investigation: A Cold Case Study and Proposal for Standardized Procedures in Buried Cadaver Searches over Large Areas

Forensic Sciences
This case report presents a multidisciplinary forensic investigation into a cold case involving a missing person in Italy, likely linked to a homicide that occurred in 2008.
Pier Matteo Barone, Enrico Di Luise
doaj   +1 more source

Vítimas de arma branca/fogo em um hospital de emergência: um estudo epidemiológico / Stab / fire victims in an emergency hospital: an epidemiological study

, 2022
Michell Alencar Alves Correia, Laércio Pol-Fachin   +1 more
openalex   +1 more source