Results 151 to 160 of about 12,105 (264)
Aircraft Ionizing Radiation Exposure for Solar Cycle 24/25 From ARMAS and NAIRAS
Abstract Exposure to ionizing radiation from galactic cosmic rays and solar energetic particles at aviation flight altitudes can have an adverse effect on human health. Although airline crews are classified as radiation workers by the International Commission on Radiological Protection (ICRP), in most countries, their level of exposure is unquantified ...
Daniel B. Phoenix +3 more
wiley +1 more source
FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS [PDF]
In this paper we study simple time series models and assess their forecasting performance. In particular we calibrate ARMA and ARMAX (where the exogenous variable is the system load) processes.
Rafal Weron, Adam Misiorek
core
From Groups to Individuals: How Identifiability Reduces Biased Meta‐Perceptions and Polarization
ABSTRACT Political polarization reflects not only people's attitudes toward rival groups but also their meta‐perceptions—beliefs about how one's group is viewed by the opposing side. These second‐order beliefs are often negatively biased and exaggerated (Lees and Cikara 2020), reinforcing mistrust and perceived division.
Amy Bruck, Ilana Ritov
wiley +1 more source
Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
Research of Stock Time Series Based on probabilistic Suffix Tree
this paper introduces a Probabilistic Suffix Tree (PST) method based on the time series symbolization, and constructs a stock forecasting model based on the combination of time series symbolizationa and PST.
CHENG Xiao-Lin, ZHENG Xing, LI Xu-Wei
doaj
The impact of new VAT enforcement on financial performance: Evidence from Saudi Arabia non-financial listed companies using the event study and ARMA model. [PDF]
Al-Otaibi MI, Nor NM, Yusri Y, Guzaiz N.
europepmc +1 more source
A model is presented to represent changes in the mechanical and transport characteristics of fractured rock that result from coupled mechanical and chemical effects.
Min, Ki-Bok +2 more
core
ARMA models provide a parsimonious and flexible mechanism for modeling the evolution of a time series. Some useful measures of these models (e.g., the autocorrelation function or the spectral density function) are tedious to compute by hand.
Keith H. Webb, Lawrence M. Leemis
core
KALMAN FILTERS AND ARMA MODELS
The Kalman filter is the celebrated algorithm giving a recursive solution of the prediction problem for time series. After a quite general formulation of the prediction problem, the contributions of its solution by the great mathematicians Kolmogorov and Wiener are shorthly recalled and it is showed as Kalman filter furnishes the optimal predictor, in ...
openaire +2 more sources
On the Approximability of Stationary Processes using the ARMA Model
We identify certain gaps in the literature on the approximability of stationary random variables using the Autoregressive Moving Average (ARMA) model.
Rajagopalan, Anand +2 more
core

