Results 161 to 170 of about 283,485 (287)

Comparison of Conventional Modeling Techniques with the Neural Network Autoregressive Model (NNAR): Application to COVID-19 Data. [PDF]

J Healthc Eng, 2022
Daniyal M, Tawiah K, Muhammadullah S, Opoku-Ameyaw K.   +3 more
europepmc   +1 more source

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

ARTreeFormer: A faster attention-based autoregressive model for phylogenetic inference. [PDF]

PLoS Comput Biol
Xie T, Mao Y, Zhang C.
europepmc   +1 more source

The association between climate variables and tuberculosis in Kolaka District, Southeast Sulawesi Province, Indonesia, 2013-2020: a Bayesian autoregressive model. [PDF]

F1000Res, 2023
Tosepu R, Sani A, Effendy DS, Ahmad OAI.
europepmc   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Kinase-substrate prediction using an autoregressive model. [PDF]

Comput Struct Biotechnol J
Esmaili F, Qin Y, Wang D, Xu D.
europepmc   +1 more source

Spatial Autoregressive Model for Estimation of Visitors' Dynamic Agglomeration Patterns Near Event Location. [PDF]

Sensors (Basel), 2021
Ban T, Usui T, Yamamoto T.
europepmc   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Conditional autoregressive model based on next scale prediction for missing data reconstruction. [PDF]

Sci Rep
Wang S, Wang X, Yang Y, Jiang P, Wang B, Li Y.   +5 more
europepmc   +1 more source

Improved prediction of new COVID-19 cases using a simple vector autoregressive model: evidence from seven New York state counties. [PDF]

Biol Methods Protoc, 2023
Kitaoka T, Takahashi H.
europepmc   +1 more source