Results 151 to 160 of about 4,093 (257)

From Discrete to Continuous: Modeling Volatility of the Istanbul Stock Exchange Market with GARCH and COGARCH

The objective of this paper is to model the volatility of Istanbul Stock Exchange market, ISE100 Index by ARMA and GARCH models and then take a step further into the analysis from discrete modeling to continuous modeling.
Yildirim, Yavuz, Unal, Gazanfer
core  

A self-normalization and support vector regression based approach for detecting structural change points in time series. [PDF]

PLoS One
Xie N.
europepmc   +1 more source

Modeling Sequences of Long Memory Positive Weakly Stationary Random Variables [PDF]

In this paper we introduce a new class of covariance stationary long-memory models on the positive half-line. The overall structure of the models is related to that of GARCH processes of Engle (1982) and Bollerslev (1986), whereby sequence of random ...
Dmitri Koulikov
core  

2024 global temperature record is consistent with model-predicted warming. [PDF]

Proc Natl Acad Sci U S A
Mann ME, Steinman BA, Fernandez A, Christiansen SA, Li X.   +4 more
europepmc   +1 more source

Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts

Simulation methods are used to measure the expected differentials between the Mean Square Errors of the forecasts from models based on temporally disaggregated versus aggregated data.
Ramirez, Octavio A.
core  

A genetic algorithm-based ensemble framework for wind speed forecasting. [PDF]

Sci Rep
Barchi TM, Dos Santos JLF, Alves TA, de Mattos Neto PSG, Stevan SL, Corrêa FC, Medina MCC, Siqueira HV, de Oliveira JFL.   +8 more
europepmc   +1 more source

Respiratory phase alignment across memory encoding and retrieval improves task efficiency. [PDF]

Sci Rep
Nakamura NH, Yoshino K, Fukunaga M.
europepmc   +1 more source

KALMAN FILTERS AND ARMA MODELS

Ratio Mathematica, 2003
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

Modeling model uncertainty [PDF]

Recently there has been much interest in studying monetary policy under model uncertainty. We develop methods to analyze different sources of uncertainty in one coherent structure useful for policy decisions.
Onatski, Alexei, Williams, Noah
core  

Denoising Respiratory Sinus Arrhythmia of Pulse-to-Pulse Interval Signals Extracted from Photoplethysmogram with an Autoregressive Moving Average Model. [PDF]

Sensors (Basel)
Liu SH, Lin CK, Zhu X, Wang JJ, Hsu YL, Pan KL.   +5 more
europepmc   +1 more source