Results 181 to 190 of about 190,253 (294)

Multivariate mixed models accounting for don't know options in ordinal data. [PDF]

J R Stat Soc Ser A Stat Soc
Gueorguieva R, Iannario M.
europepmc   +1 more source

Mortality Forecasting Using Variational Inference

Journal of Forecasting, EarlyView.
ABSTRACT This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two‐step process, possibly losing efficiency, or relying on methods that are cumbersome for the practitioner to use.
Patrik Andersson, Mathias Lindholm
wiley   +1 more source

Measuring Statistical Dependence via Characteristic Function IPM. [PDF]

Entropy (Basel)
Daniušis P, Juneja S, Kuzma L, Marcinkevičius V.   +3 more
europepmc   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Hybrid kernels integrating genomic and multispectral data improve wheat genomic prediction accuracy. [PDF]

Plant Genome
Montesinos-López OA, Martínez-Regalado JA, Murillo-Avalos CL, Herr AW, Montesinos-López A, Delgado-Enciso I, Cuevas J, Crossa J, Carter AH.   +8 more
europepmc   +1 more source

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

Inference in group sequential designs with causal mechanisms: implications for power and mediation analysis. [PDF]

BMC Med Res Methodol
Lee KM, Emsley R.
europepmc   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

Predicting enviromically adapted varieties with big data. [PDF]

Genome Biol
Gogna A, Kamali B, Wimmer V, Schmidt RH, Rezaei EE, Eckhoff WM, Reif JC, Zhao Y.   +7 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