Results 191 to 200 of about 103,352 (315)

Bayesian generalizations of the integer-valued autoregressive model. [PDF]

J Appl Stat, 2022
C Marques F P, Graziadei H, Lopes HF.
europepmc   +1 more source

Spatio‐Temporal Dual‐Encoder Transformer for Short‐Term Regional Wind Power Forecasting

Energy Science &Engineering, EarlyView.
ST‐DualFormer separates temporal and spatial encoding to model complex dependencies in regional wind power forecasting. The fused dual‐stream representation enables accurate short‐term regional forecasts from multi‐farm meteorological and historical power data. The method achieved 5.25% nMAE and 7.53% nRMSE for three‐day‐ahead forecasting on real‐world
Jianfeng Che, Bo Wang, Keru Chen, Siqi Yan, Fei Qi   +4 more
wiley   +1 more source

Geographical differences in the prevalence of diabetic kidney disease in middle-aged and elderly patients in China: an analysis based on the Bayesian conditional autoregressive model. [PDF]

BMC Nephrol
Shang X, Sun S, Jiang S, Deng Z, Wang S, Lu J, Li W.   +6 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

Mono‐dimensional, two‐dimensional and Doppler echocardiographic measurements in healthy Standardbred neonatal foals in the first 5 days of life

Equine Veterinary Journal, EarlyView.
Abstract Background Bodyweight, age and breed influence the echocardiographic assessment of foals. There are no echocardiographic studies in Standardbred neonatal foals. Objectives To describe echocardiographic values for selected variables, evaluate intra‐ and inter‐observer variability and assess cardiac changes in the first 5 days of life in healthy
Fernanda Timbó D'el Rey Dantas, Giulia Forni, Gayle Hallowell, Carolina Castagnetti, Laura Menchetti, Giovanni Romito, Aliai Lanci, Jole Mariella, Francesca Freccero   +8 more
wiley   +1 more source

Are Fruit and Vegetable Prices Non-linear Stationary? Evidence from Smooth Transition Autoregressive Models [PDF]

Over the last decade, there has been a growing interest in investigating agricultural commodity prices. We apply two more powerful smooth transition autoregressive models of the non-linear unit-root test - namely, the ESTAR model of Kapetanios et al ...
Jhih-Hong Zeng, Chun-ping Chang, Chien-chiang Lee   +2 more
core  

Spatial Adaptive Selection using Binary Conditional Autoregressive Model with Application to Brain-Computer Interface. [PDF]

J Comput Graph Stat
Lin Z, Choi J, Mao R, Zhao B, Kang J.
europepmc   +1 more source

A New First-Order Integer-Valued Autoregressive Model with Bell Innovations. [PDF]

Entropy (Basel), 2021
Huang J, Zhu F.
europepmc   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

CONDITIONAL FORECASTING FOR THE U.S. DAIRY PRICE COMPLEX WITH A BAYESIAN VECTOR AUTOREGRESSIVE MODEL

A dynamic Bayesian Vector Autoregressive model of the U.S. dairy price complex is estimated based on the Normal-Wishart distribution. The Gibbs sample technique is use with the Normal-Wishart distribution to provide conditional forecasts on the future ...
Thompson, Stanley R., Gohout, Wolfgang, Thraen, Cameron S.   +2 more
core