Comparison of autoregressive integrated moving average model and generalised regression neural network model for prediction of haemorrhagic fever with renal syndrome in China: a time-series study. [PDF]
Wang YW, Shen ZZ, Jiang Y.
europepmc +1 more source
Analisis Estimasi Produksi Padi Berdasarkan Fase Tumbuh dan Model Estimasi Arima (Autoregressive Integrated Moving Average) Menggunakan Citra Landsat 8 di Kabupaten Sukoharjo dengan Visualisasi Web-GIS [PDF]
Arif Darmawan, S.Si. Jumadi
openalex
Abstract Formal power calculations are rarely presented in interrupted time‐series (ITS) studies due to their technical complexity, creating a significant gap in methodological rigor. This paper aimed to make power and sample size determination more accessible for researchers, particularly in the field of addiction, by providing a suite of practical ...
Emma Beard, Jamie Brown, Lion Shahab
wiley +1 more source
Dengue forecasting in São Paulo city with generalized additive models, artificial neural networks and seasonal autoregressive integrated moving average models. [PDF]
Baquero OS +2 more
europepmc +1 more source
Abstract This study examines the adaptive market hypothesis in the prewar and wartime Japanese stock market using a new market capitalization‐weighted price index. First, we find that the degree of market efficiency varies over time and with major historical events. This implies that the hypothesis is supported in this market.
Kenichi Hirayama, Akihiko Noda
wiley +1 more source
Application of a combined model with seasonal autoregressive integrated moving average and support vector regression in forecasting hand-foot-mouth disease incidence in Wuhan, China. [PDF]
Zou JJ +4 more
europepmc +1 more source
Electoral responses to economic crises
Abstract How do voters respond to economic crises: Do they turn against the incumbent, reward a certain political camp, polarize to the extremes, or perhaps continue to vote much like before? Analyzing extensive data on electorates, parties, and individuals in 24 countries for over half a century, we document a systematic pattern whereby economic ...
Yotam Margalit, Omer Solodoch
wiley +1 more source
Detecting Critical Change in Dynamics Through Outlier Detection with Time‐Varying Parameters
Abstract Intensive longitudinal data are often found to be non‐stationary, namely, showing changes in statistical properties, such as means and variance‐covariance structures, over time. One way to accommodate non‐stationarity is to specify key parameters that show over‐time changes as time‐varying parameters (TVPs). However, the nature and dynamics of
Meng Chen +2 more
wiley +1 more source

