Results 71 to 80 of about 291,412 (338)
Nana-HDR: A Non-attentive Non-autoregressive Hybrid Model for TTS [PDF]
Shilun Lin +5 more
openalex +1 more source
A Statistical Mechanics Model to Decode Tissue Crosstalk During Graft Formation
We introduce a statistical mechanics framework to decode the genomic crosstalk governing plant grafting. By integrating evolutionary game theory with transcriptomics, we reconstruct idopNetworks (informative, dynamic, omnidirectional, and personalized networks) that map scion–rootstock interactions.
Ang Dong +4 more
wiley +1 more source
Neural Information Processing and Time‐Series Prediction with Only Two Dynamical Memristors
The present study demonstrates how simple circuits with only two memristive devices are utilized to perform high complexity temporal information processing tasks, like neural spike detection in noisy environment, or time‐series prediction. This circuit simplicity is enabled by the dynamical complexity of the memristive devices, i.e.
Dániel Molnár +12 more
wiley +1 more source
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances [PDF]
SummaryWe propose a new class of models specifically tailored for spatiotemporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, that is, SARAR(1, 1), by exploiting the recent advancements in score‐driven (SD) models typically used in time series econometrics.
Leopoldo Catania, Anna Gloria Billé
openaire +4 more sources
Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source
Multivariate simultaneous equations models were used extensively for macroeconometric analysis when Sims (1980) advocated vector autoregressive (VAR) models as alternatives. At that time longer and more frequently observed macroeconomic time series called for models which described the dynamic structure of the variables.
openaire +3 more sources
Closed-form expression for finite predictor coefficients of multivariate ARMA processes
We derive a closed-form expression for the finite predictor coefficients of multivariate ARMA (autoregressive moving-average) processes. The expression is given in terms of several explicit matrices that are of fixed sizes independent of the number of ...
Inoue, Akihiko
core +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Robust estimation of the vector autoregressive model by a least trimmed squares procedure. [PDF]
The vector autoregressive model is very popular for modeling multiple time series. Estimation of its parameters is typically done by a least squares procedure.
Croux, Christophe, Joossens, Kristel
core
Bootstrapping Network Autoregressive Models for Testing Linearity [PDF]
Mirko Armillotta +2 more
openalex +1 more source

