Results 71 to 80 of about 4,093 (257)

Modeling and forecasting electricity loads: A comparison [PDF]

In this paper we study two statistical approaches to load forecasting. Both of them model electricity load as a sum of two components – a deterministic (representing seasonalities) and a stochastic (representing noise).
Rafal Weron, Adam Misiorek
core  

A Comparative Review of Specification Tests for Diffusion Models

International Statistical Review, EarlyView.
Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez, D. Diz‐Castro, M. Febrero‐Bande, W. González‐Manteiga   +3 more
wiley   +1 more source

ARMA Identification of Graphical Models

IEEE Transactions on Automatic Control, 2013
Consider a Gaussian stationary stochastic vector process with the property that designated pairs of components are conditionally independent given the rest of the components. Such processes can be represented on a graph where the components are nodes and the lack of a connecting link between two nodes signifies conditional independence. This leads to a
Enrico Avventi, Anders Lindquist, Bo Wahlberg   +2 more
openaire   +3 more sources

Space-time modeling of traffic flow [PDF]

A key concern in transportation planning and traffic management is the ability to forecast traffic flows on a street network. Traffic flows forecasts can be transformed to obtain travel time estimates and then use these as input to travel demand models ...
Prastacos, Poulicos, Kamarianakis, Yiannis   +1 more
core  

Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method

International Statistical Review, EarlyView.
Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang, Tengyuan Liang, Ruey S. Tsay   +2 more
wiley   +1 more source

Attitudes Towards Sexuality and Sexual Orientation in People With Intellectual Disabilities: A Systematic Review

Journal of Intellectual Disability Research, EarlyView.
ABSTRACT Over time, sexuality has become a crucial aspect in people's lives, regardless of physical, intellectual or social conditions, ranging from sex and sexually transmitted diseases to gender identity and sexual orientation. The aim of this study was to carry out a review of the scientific literature on sexual orientation in people with ...
Laura Armas Junco, Juan Antonio Posada Corrales, Laura Alonso Martínez   +2 more
wiley   +1 more source

Modeling and Forecasting of Water Demand in Isfahan Using Underlying Trend Concept and Time Series

مجله آب و خاک, 2016
Introduction: Accurate water demand modeling for the city is very important for forecasting and policies adoption related to water resources management.
H. Sadeghi, A. Akhondali, meisam haddad, M. Golabi   +3 more
doaj   +1 more source

On the Identification of ARMA Graphical Models

IEEE Transactions on Automatic Control
The paper considers the problem to estimate a graphical model corresponding to an autoregressive moving-average (ARMA) Gaussian stochastic process. We propose a new maximum entropy covariance and cepstral extension problem and we show that the problem admits an approximate solution which represents an ARMA graphical model whose topology is determined ...
openaire   +3 more sources

Application of ARMA modeling to multicomponent signals [PDF]

, 1985
This paper investigates the problem of estimating the parameters of a multicomponent signal observed in noise. The process is modeled las a special nonstationary autoregressive moving average (ARMA) process.
Smith, M. R., M.R. Smith, S.T. Nichols, Nichols, S. T., M.J.E. Salami, Salami, Momoh-Jimoh E.   +5 more
core   +1 more source

Another Look at the (Ir)Relevance of Long‐Run Risks for Equity Risk Premia

Journal of Money, Credit and Banking, EarlyView.
Abstract I investigate the empirical asset pricing implications of a three‐factor macro model that extends the baseline consumption model Consumption Capital Asset Pricing Model (CCAPM) by adding the innovations in expected long‐run consumption growth (consumption growth news) and expected long‐run consumption variance (variance news) as risk factors ...
PAULO MAIO
wiley   +1 more source