Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch +3 more
wiley +1 more source
Automated Learning of a Dense Manifold of Electronic States and Electronic Energy Transfer and Reactions in Singlet O Collisions with N<sub>2</sub>. [PDF]
Meng Q +4 more
europepmc +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
Nonextensive Description of Charged-Particle Production in Ultrarelativistic Collisions. [PDF]
Rosales Herrera D +4 more
europepmc +1 more source
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu +3 more
wiley +1 more source
Notch Bandpass Filter with an Independently Controllable Notch Frequency Based on SSPPs and an Annular Slot DGS. [PDF]
Yang J, Li S, Kang Z, Zhang Q, Chen Z.
europepmc +1 more source
Convergence and stability analysis of the Extended Infinite Horizon Model Predictive Control. [PDF]
Alvarez LA +2 more
europepmc +1 more source
Saddlepoint inference for rank-based k-sample tests in clustered survival trials. [PDF]
Newer HA.
europepmc +1 more source
Universal work extraction in quantum thermodynamics. [PDF]
Watanabe K, Takagi R.
europepmc +1 more source

