Results 41 to 50 of about 69,045 (191)
CONTROL CHARTS FOR STATIONARY VECTOR ARMA PROCESSES
South African Journal of Industrial Engineering, 2012 <P>ENGLISH ABSTRACT: In practice, there are many quality control situations where a product under consideration may have two or more interrelated quality characteristics and observations of each characteristic are serially correlated.
J. Yadavalli, S.J. Claasen, N. Singh
doaj
Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach
Journal of Forecasting, EarlyView.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
CARMA Approximations and Estimation
Frontiers in Applied Mathematics and Statistics, 2020 CARMA(p, q) processes are compactly defined through a stochastic differential equation (SDE) involving q + 1 derivatives of the Lévy process driving the noise, despite this latter having in general no differentiable paths.
Silvia Lavagnini
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Multistage Model Predictive Control Co-Risk Dispatch for Coupled Electricity and Heat System
IEEE Access, 2021 The energy transition can facilitate the rapid development of the coupled electricity and heat system (CEHS), accommodating the higher share of renewable energy.
Tongchui Liu +3 more
doaj +1 more source
International Journal of Finance &Economics, EarlyView.ABSTRACT One of the critical risks associated with cryptocurrency assets is the so‐called downside risk, or tail risk. Conditional Value‐at‐Risk (CVaR) is a measure of tail risks that is not normally considered in the construction of a cryptocurrency portfolio.
Xinran Huang +3 more
wiley +1 more source
Independent Process Analysis without A Priori Dimensional Information [PDF]
, 2007 Recently, several algorithms have been proposed for independent subspace analysis where hidden variables are i.i.d. processes. We show that these methods can be extended to certain AR, MA, ARMA and ARIMA tasks. Central to our paper is that we introduce a
Kiszlinger, Melinda +3 more
core +2 more sources
Orion Routing Protocol for Delay-Tolerant Networks [PDF]
, 2011 In this paper, we address the problem of efficient routing in delay tolerant network. We propose a new routing protocol dubbed as ORION. In ORION, only a single copy of a data packet is kept in the network and transmitted, contact by contact, towards the
Ahmed, Toufik, Medjiah, Samir
core +8 more sources
Proteins: Structure, Function, and Bioinformatics, EarlyView.ABSTRACT We present the first x‐ray crystallographic structural evidence of an archaeal DNA ligase showing the AMP covalent adduct together with further cofactor hydrolysis, capturing a transient intermediary in the first step of the ligation reaction, triggered by the pyrophosphate hydrolysis.
A. X. Quintana‐Armas +3 more
wiley +1 more source
steel research international, EarlyView.Laser welding of duplex stainless steel disrupts phase balance, promotes nitride precipitation, and reduces fatigue resistance. Postweld heat treatment restores austenite and dissolves nitrides, but the resulting crystallography and phase morphology still impair fatigue performance.
Aparecida Silva Magalhães +6 more
wiley +1 more source
Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited
Econometrics, 2016 In recent years, fractionally-differenced processes have received a great deal of attention due to their flexibility in financial applications with long-memory.
M. Shelton Peiris, Manabu Asai
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