Results 61 to 70 of about 45,001 (165)

Ancestor regression in structural vector autoregressive models

Journal of Causal Inference
We present a new method for causal discovery in linear structural vector autoregressive models. We adapt an idea designed for independent observations to the case of time series while retaining its favorable properties, i.e., explicit error control for ...
Schultheiss Christoph, Ulmer Markus, Bühlmann Peter   +2 more
doaj   +1 more source

Predictive analytics in accounting: Using regression models to forecast financial outcomes

Alexandria Engineering Journal
This study evaluates and optimizes sales prediction forecasting models through traditional time-series algorithms and machine learning algorithms, with a specific focus on dynamic models instead of static. The research analyzes four different forecasting
I. Elbatal, Ehab M. Almetwally, Mohammad Zaid Alaskar, Basim S.O. Alsaedi, Samirah Alzubaidi, M. Yusuf   +5 more
doaj   +1 more source

Change-Point Detection in Functional First-Order Auto-Regressive Models

Mathematics
A sample of continuous random functions with auto-regressive structures and possible change-point of the means are considered. We present test statistics for the change-point based on a functional of partial sums.
Algimantas Birbilas, Alfredas Račkauskas   +1 more
doaj   +1 more source

Bayesian time-varying autoregressive models of COVID-19 epidemics. [PDF]

Biom J, 2023
Giudici P, Tarantino B, Roy A.
europepmc   +1 more source

VAR, SVAR and SVEC Models: Implementation Within R Package vars

Journal of Statistical Software, 2008
The structure of the package vars and its implementation of vector autoregressive, structural vector autoregressive and structural vector error correction models are explained in this paper.
Bernhard Pfaff
doaj  

Water Demand Forecast Using Generalized Autoregressive Moving Average Models

Engineering Proceedings
Short-time forecasting of the demand on water distribution networks is a challenging task because of the high variability and uncertainty of that demand.
Maria Mercedes Gamboa-Medina, Fabrizio Silva Campos   +1 more
doaj   +1 more source

Laplace approximation for conditional autoregressive models for spatial data of diseases. [PDF]

MethodsX, 2022
Wang G.
europepmc   +1 more source

Autoregressive models in environmental forecasting time series: a theoretical and application review. [PDF]

Environ Sci Pollut Res Int, 2023
Kaur J, Parmar KS, Singh S.
europepmc   +1 more source

Modelling COVID-19 in Senegal and China with count autoregressive models. [PDF]

Model Earth Syst Environ, 2022
Gning LD, Diop A, Diagne ML, Tchuenche J.   +3 more
europepmc   +1 more source

Inference of dynamic interaction networks: A comparison between Lotka-Volterra and multivariate autoregressive models. [PDF]

Front Bioinform, 2022
Olivença DV, Davis JD, Voit EO.
europepmc   +1 more source