Results 31 to 40 of about 4,545 (215)
A Generic Approach to Covariance Function Estimation Using ARMA-Models
Covariance function modeling is an essential part of stochastic methodology. Many processes in geodetic applications have rather complex, often oscillating covariance functions, where it is difficult to find corresponding analytical functions for ...
Till Schubert +3 more
doaj +1 more source
Abstract We establish the consistency and the asymptotic distribution of the least squares estimators of the coefficients of a subset vector autoregressive process with exogenous variables (VARX). Using a martingale central limit theorem, we derive the asymptotic normal distribution of the estimators. Diagnostic checking is discussed using kernel‐based
Pierre Duchesne +2 more
wiley +1 more source
This paper proposes a fusion model based on the autoregressive moving average (ARMA) model and Elman neural network (NN) to achieve accurate prediction for the state of health (SOH) of lithium-ion batteries.
Zheng Chen +4 more
doaj +1 more source
Forecasting daily and weekly passenger demand is a key fundamental process used by existing urban rail transit (URT) station authorities to diagnose operational problems and make decisions about train schedule patterns to improve operational efficiency ...
Dung David Chuwang, Weiya Chen
doaj +1 more source
ABSTRACT To promote the development of renewable energy, China re‐implemented the Chinese Certified Emission Reduction (CCER) policy in 2023. This study explores certificated CO2 and air pollutants (i.e., NOx, SO2 and particulate matter (PM)) emissions reductions from China's solar thermal power (STP) industry at national scale and conducts the ...
Yun Li +3 more
wiley +1 more source
Forecasting House Prices: The Role of Market Interconnectedness
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
Intraday Functional PCA Forecasting of Cryptocurrency Returns
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant +2 more
wiley +1 more source
What's New? Anal and vulvar high‐grade squamous intraepithelial lesions (HSILs) frequently recur following treatment. Additional genital and anal procedures, however, can be distressing for patients and are potentially disfiguring. This trial assessed whether the 9‐valent human papillomavirus (9vHPV) vaccine reduces HSIL recurrence risk or HPV ...
Helen C. Stankiewicz Karita +13 more
wiley +1 more source
Adaptive Blind Multiuser Detection over Flat Fast Fading Channels Using Particle Filtering
We propose a method for blind multiuser detection (MUD) in synchronous systems over flat and fast Rayleigh fading channels. We adopt an autoregressive-moving-average (ARMA) process to model the temporal correlation of the channels.
Huang Yufei +4 more
doaj +1 more source

