Results 171 to 180 of about 45,179 (311)

Data-Driven Health Monitoring of Construction Materials Based on Time Series Analysis of Crack Propagation Sensors. [PDF]

Materials (Basel)
Kurnyta-Mazurek P, Kurnyta A.
europepmc   +1 more source

Analysis of co-explosive processes [PDF]

A vector autoregressive model allowing for unit roots as well as explosive characteristic roots is developed. The Granger-Johansen representation shows that this results in processes with two common features: a random walk and an explosively growing ...
Bent Nielsen
core  

The Impact of Uncertainty on Forecasting the US Economy

Journal of Forecasting, EarlyView.
ABSTRACT This paper examines the predictive value of uncertainty measures for key macroeconomic indicators across multiple forecast horizons. We evaluate how different uncertainty proxies—economic policy uncertainty (EPU), VIX, geopolitical risk, and measures of macroeconomic and financial uncertainty—enhance forecast accuracy for industrial production,
Angelica Ghiselli
wiley   +1 more source

Evaluation of statistical methods in R for estimating intervention effects using segmented linear regression in the AB interrupted time series design. [PDF]

BMC Med Res Methodol
Pang J, Chen H, Valente MJ.
europepmc   +1 more source

Autoregressive Conditional Heteroskedasticity Models and the Dynamic Structure of the Athens Stock Exchange

Autoregressive Conditional Heteroskedasticity (ARCH) models have been applied in modeling the relation between conditional variance and asset risk premium.
Panaretos, John, Margiora, Philippa
core  

Using DSGE and Machine Learning to Forecast Public Debt for France

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos, Thierry Betti, Theophilos Papadimitriou, Amélie Barbier‐Gauchard, Periklis Gogas   +4 more
wiley   +1 more source

Children's self-regulation development: Continuity, change, and parenting daily hassles. [PDF]

J Appl Dev Psychol
Liu Q, Doane LD, Davis MC, Lemery-Chalfant K.   +3 more
europepmc   +1 more source

Specialised class L property and stationary autoregressive process

The class L property arises as a consequence of the stationarity of an autoregressive process of order one with innovation. The innovation distribution of the pth order autoregressive Mittag--Leffler (MLAR(p)) process is derived.
Jayakumar, K., Pillai, R. N.
core  

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Estimating fMRI timescale maps. [PDF]

Imaging Neurosci (Camb)
Riegner G, Davenport S, Voytek B, Schwartzman A.   +3 more
europepmc   +1 more source