An Integrated Spatial Autoregressive Model for Analyzing and Simulating Urban Spatial Growth in a Garden City, China. [PDF]
Int J Environ Res Public Health, 2022 Qiu B +7 more
europepmc +1 more source
A Novel Approach to Forecasting After Large Forecast Errors
Journal of Forecasting, EarlyView.ABSTRACT A sequence of increasingly large same‐sign 1‐step‐ahead forecast errors are most likely due to a sudden unexpected shift. Large forecast errors can be expensive, but also contain valuable information. Impulse indicators acting as intercept corrections to set forecasts back on track can be quickly tested for replacing outliers, a location shift
Jennifer L. Castle +2 more
wiley +1 more source
Multivariate autoregressive model estimation for high-dimensional intracranial electrophysiological data. [PDF]
Neuroimage, 2022 Endemann CM +4 more
europepmc +1 more source
Robust estimation for zero-inflated poisson autoregressive models based on density power divergence
, 2017 Byungsoo Kim, Sangyeol Lee
openalex +2 more sources
Optimal Variance Forecasting in a Trading Context
Journal of Forecasting, EarlyView.ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley +1 more source
Degenerate Beta autoregressive model for proportion time-series with zeros or ones: An application to antimicrobial resistance rate using R shiny app. [PDF]
Front Public Health, 2022 Lobo J, Kamath A, Kalwaje Eshwara V.
europepmc +1 more source
The Bayesian Estimate of Vector Autoregressive Model Parameters Adopt Informative Prior Information
, 2023 Haifaa Abdulgawwad Saeed +2 more
openalex +2 more sources
Investigation of Social Media Metrics With Respect to Demand Modeling for Promotional Products
Journal of Forecasting, EarlyView.ABSTRACT Social media (SM) has revolutionized the way companies connect with customers, enabling more personalized marketing strategies and enhancing engagement. With platforms like Facebook offering detailed user data, businesses can create more targeted advertising campaigns. This paper proposes an approach to categorizing SM variables based on their
Yvonne Badulescu +3 more
wiley +1 more source
Identification of Visual Imagery by Electroencephalography Based on Empirical Mode Decomposition and an Autoregressive Model. [PDF]
Comput Intell Neurosci, 2022 Fu Y +5 more
europepmc +1 more source
Seasonal Decomposition‐Enhanced Deep Learning Architecture for Probabilistic Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Time series decomposition as a general preprocessing method has been widely used in the field of time series forecasting. However, since the future is unknown, this preprocessing practice is limited in realistic forecasting, especially in real‐time forecasting scenarios.
Keyan Jin +1 more
wiley +1 more source