Results 101 to 110 of about 5,687 (280)
Cognitive and emotional mechanisms underlying migraine quality of life
Headache: The Journal of Head and Face Pain, EarlyView.Abstract Objective This study was conducted to examine how migraine‐related illness perceptions, shame, and psychological distress are associated with migraine‐specific quality of life, and to test a serial mediation model in which illness perceptions relate to quality of life via shame and psychological distress.
Shiri Shinan‐Altman +1 more
wiley +1 more source
The Estimation of an Autocorrelation Parameter of a Gaussian Vector Process
Journal of the Royal Statistical Society Series B: Statistical Methodology, 1979 Summary A procedure based on differences is used to yield an estimator of an unknown parameter occurring in the autocorrelation structure of a stationary Gaussian vector process. Various properties of the estimator including its existence, consistency and asymptotic normality are shown.
openaire +2 more sources
Monitoring the Process Mean of Autocorrelated Data
, 2008 When modeling the stochastic behavior of a sequence { } t X of the quality measurement X on the output of a production process, it is usually assumed the measurements taken over time are independent and identically distributed.
King, Jesse Dorian
core
Journal of Cardiovascular Electrophysiology, EarlyView.Stimulus‐independent DF mapping integrates intracardiac signals with 3D anatomy to visualize high‐DF activity, with regions derived from SmartTouch and Pentaray catheters showing spatial correspondence with operator‐defined ablation sites. Quantitative analysis demonstrates higher proximity scores at ablation sites, low projection error, and good ...
Selim M. Zor +5 more
wiley +1 more source
Data and code to reproduce the results in Grimm, T. R., Newhart, K. B., Hering, A. S. "Nonparametric Threshold Estimation of Autocorrelated Statistics in Multivariate Statistical Process Monitoring".
Newhart, Kathryn B. +3 more
core +1 more source
The Journal of Finance, EarlyView.ABSTRACT Using information in returns, we identify the stochastic process of consumption. We find that aggregate consumption reacts over multiple quarters to innovations spanned by financial markets. This persistent component accounts for over a quarter of consumption variation. These shocks command a large and significant risk premium, driving a large
SVETLANA BRYZGALOVA +2 more
wiley +1 more source
SPC for short-run multivariate autocorrelated processes
This paper discusses the development of a multivariate control charting technique for short-run autocorrelated data manufacturing environment. The proposed approach is a combination of the multivariate residual charts for autocorrelated data and the ...
A. Snoussi
core +1 more source
The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach
Journal of Time Series Analysis, EarlyView.ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley +1 more source
Sparse Causal Dynamic Linear Regression
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source
Kernel Ridge-Type Shrinkage Estimators in Partially Linear Regression Models with Correlated Errors
MathematicsPartially linear time series models often suffer from multicollinearity among regressors and autocorrelated errors, both of which can inflate estimation risk.
Syed Ejaz Ahmed +2 more
doaj +1 more source