Results 141 to 150 of about 412,561 (324)

An Explicit Formula for Likelihood Function for Gaussian Vector Autoregressive Moving-Average Model Conditioned on Initial Observables with Application to Model Calibration [PDF]

arXiv, 2016
We derive an explicit formula for likelihood function for Gaussian VARMA model conditioned on initial observables where the moving-average (MA) coefficients are scalar. For fixed MA coefficients the likelihood function is optimized in the autoregressive variables $\Phi$'s by a closed form formula generalizing regression calculation of the VAR model ...
arxiv  

Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT This paper aims to study the dynamic risk connection between the Climate Policy Uncertainty Index (CPU) of the United States and the grain commodity market. Our findings denote that (a) quantile spillover is stronger at extreme than median levels, underscoring the value of systematic risk spillovers in extreme market conditions.
Hongjun Zeng, Mohammad Zoynul Abedin, Abdullahi D. Ahmed, Brian Lucey   +3 more
wiley   +1 more source

Monthly streamflow prediction using a hybrid stochastic-deterministic approach for parsimonious non-linear time series modeling

Engineering Applications of Computational Fluid Mechanics, 2020
Accurate streamflow prediction is essential in reservoir management, flood control, and operation of irrigation networks. In this study, the deterministic and stochastic components of modeling are considered simultaneously.
Zhen Wang, Nasrin Fathollahzadeh Attar, Keivan Khalili, Javad Behmanesh, Shahab S. Band, Amir Mosavi, Kwok-wing Chau   +6 more
doaj   +1 more source

An Autoregressive Integrated Moving Average Model for Predicting Varicella Outbreaks - China, 2019. [PDF]

China CDC Wkly, 2023
Wang M, Jiang Z, You M, Wang T, Ma L, Li X, Hu Y, Yin D.   +7 more
europepmc   +1 more source

Autoregressive Integrated Moving Average Model for Polar Seas Ice Prediction

International Journal of Mathematical Models and Methods in Applied Sciences, 2020
Sea ice predictions are very important for the future of polar climates and play a significant role in ecosystems. Models are the simulated representations that have been set up to research systems. To advance model forecasts, researchers require improved parameterizations that are formed by the assembling and analysis of convenient observations.
openaire   +1 more source

Up in Smoke: Reciprocal Effects of Cannabis Use and Job Complexity on Extrinsic Career Outcomes

Human Resource Management, EarlyView.
ABSTRACT With the passage of cannabis‐friendly legislation in the U.S., cannabis use is on the rise and poses increasing challenges to managing human resources in the workplace. However, the literature offers a limited understanding of its long‐term implications for career outcomes.
Zhonghao Wang, Andrew Li, Jonathan Shaffer, Jason L. Huang, Xuedan Tao   +4 more
wiley   +1 more source

Turbulence signatures of natural river morphology in four dimensions

River Research and Applications, Volume 39, Issue 1, Page 122-133, January 2023., 2023
Abstract Turbulent flow in natural river channels drives geophysical processes and exerts a fundamental influence on aquatic biota. An extensive range of turbulence properties have previously been synthesized into four categories or “dimensions” with ecological relevance: intensity, periodicity, orientation and scale (IPOS).
Giuditta Trinci, Gemma L. Harvey, Alexander James Henshaw, Walter Bertoldi   +3 more
wiley   +1 more source

Optimizing support vector machines and autoregressive integrated moving average methods for heart rate variability data correction. [PDF]

MethodsX, 2023
Svane J, Wiktorski T, Ørn S, Eftestøl TC.   +3 more
europepmc   +1 more source

A note on the determinants of non‐fungible tokens returns

International Journal of Finance &Economics, EarlyView.
Abstract We aim to identify the determinants of non‐fungible tokens (NFTs) returns. The 10 most popular NFTs based on their price, trading volume, and market capitalisation are examined. Twenty‐three potential drivers of the returns of each NFT are considered.
Theodore Panagiotidis, Georgios Papapanagiotou   +1 more
wiley   +1 more source

A Longitudinal Investigation of Directional Relations Between Domain Knowledge and Reading in the Elementary Years

Reading Research Quarterly, Volume 58, Issue 1, Page 59-77, January/February/March 2023., 2023
ABSTRACT The present study tested the postulation that “knowledge begets reading, which begets knowledge.” Using Random Intercepts Cross‐Lagged Panel Models (RI‐CLPM), we analyzed a U.S. nationally representative data set to examine the directionality and magnitude of the longitudinal relation between domain knowledge (operationalized as science domain
HyeJin Hwang, Kristen L. McMaster, Panayiota Kendeou   +2 more
wiley   +1 more source