Results 131 to 140 of about 200,864 (257)

Power and Sample Size Calculation for Multivariate Longitudinal Trials Using the Longitudinal Rank Sum Test. [PDF]

Stat Med
Ghosh D, Xu X, Luo S, CPP Integrated Parkinson's Database.   +3 more
europepmc   +1 more source

Research on Deformation Prediction of Small Interval Tunnel Based on Machine Learning and Numerical Simulation

Energy Science &Engineering, EarlyView.
This study leverages machine learning algorithms—specifically artificial neural networks (ANN) and genetic programming (GP)—to forecast and analyze variations in vault settlement measurements during excavation of small interval tunnel. A settlement prediction model was developed and validated through comparative analysis with regression to evaluate the
Wenjie Zhai, Jia Xue, Yongjie Fu, Beichen Yu, Yan Zhu, Man Yuan, Mingbo Chi, Zhentao Li   +7 more
wiley   +1 more source

Boosting AI-Generated Biomedical Images with Confidence through Advanced Statistical Inference. [PDF]

J Am Stat Assoc
Gu Z, Yu S, Wang G, Wang L.
europepmc   +1 more source

Mixing Behavior of Natural Gas and Hydrogen in a High‐Efficiency Vane (HEV) Static Mixer

Energy Science &Engineering, EarlyView.
Static mixers play a crucial role in the safe transport of hydrogen‐blended natural gas. Computational fluid dynamics (CFD) was employed to investigate the effects of structural parameters of the HEV static mixer on the mixing behavior and homogeneity of natural gas and hydrogen. The modeling approach was well validated against experimental data.
Xiang Zhou, Jun Zheng, Weiqing Xu, Dewen Kong, Yan Shi, Maolin Cai   +5 more
wiley   +1 more source

Mechanical behavior of human breast tissues: ex vivo and in silico characterization. [PDF]

Biomech Model Mechanobiol
Teixeira AM, André AD, Parente M, da Luz Barroso M, Cunha C, Costa H, Martins P.   +6 more
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
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, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Saddlepoint inference for rank-based k-sample tests in clustered survival trials. [PDF]

Sci Rep
Newer HA.
europepmc   +1 more source

Forecasting With Dynamic Factor Models Estimated by Partial Least Squares

Journal of Forecasting, EarlyView.
ABSTRACT Dynamic factor models (DFMs) have found great success in nowcasting and short‐term macroeconomic forecasting when incorporating large sets of predictive information. The factor loadings are typically estimated cross‐sectionally with principal component analysis (PCA) or maximum likelihood (ML), which ignore whether the factors have predictive ...
Samuel Rauhala
wiley   +1 more source

Multivariate Regression With Dependence Structures: Evaluating Associations Between Plasma Metabolomics and Alcohol Intake in Older Adults. [PDF]

Stat Med
Yang Y, Chen C, Lee H, Wang M, Zhang Y, Chen S.   +5 more
europepmc   +1 more source

Forecasting Natural Gas Futures Price Volatility of the United States: National Versus State‐Level Climate Concern Indexes

Journal of Futures Markets, EarlyView.
ABSTRACT This paper uses GARCH‐MIDAS to predict US natural gas futures volatility using national and state‐level Climate Concern Indexes (CCIs). We find that both national and state‐level CCIs positively affect price volatility. Notably, models using state‐level data—specifically those utilizing least‐squares (LS) weighting combinations—surpass the ...
Afees A. Salisu, Ahamuefula E. Ogbonna, Rangan Gupta, Onur Polat   +3 more
wiley   +1 more source