Least Trimmed Squares: Cointegration and Outliers
ABSTRACT When applying the cointegrated autoregressive distributed lag model it is common to include indicator variables for outliers. This is often done in a somewhat ad hoc way. Least Trimmed Squares estimation provides a more systematic approach. This estimator is robust to a large number of outliers of many types.
Vanessa Berenguer‐Rico, Bent Nielsen
wiley +1 more source
TC-KAN: Time-Conditioned Kolmogorov-Arnold Networks with Time-Dependent Activations for Long-Term Time Series Forecasting. [PDF]
Shen Z, Fu Y, Weng L, Han K, Xu Y.
europepmc +1 more source
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Modeling and analysis of fascioliasis disease with Katugampola fractional derivative: a memory-incorporated epidemiological approach. [PDF]
Pandey RK, Nisar KS.
europepmc +1 more source
Kitaoka's conjecture and sums of squares
Abstract We connect the existence of a ternary classical universal quadratic form over a totally real number field K$K$ with the property that all totally positive multiples of 2 are sums of squares (if K$K$ does not contain 2$\sqrt{2}$ or contains a nonsquare totally positive unit).
Vítězslav Kala +2 more
wiley +1 more source
Exact solutions of Dirac equation for hydrogen atom using the linear combination of orthogonal Laguerre basis functions. [PDF]
Wu S.
europepmc +1 more source
Totally elliptic surface group representations
Abstract A surface group representation into a Lie group is totally elliptic if every simple closed curve on the surface is mapped to an elliptic element. In this note, we characterize all totally elliptic surface group representations into PSL2R$\operatorname{PSL}_2 \mathbb {R}$ and PSL2C$\operatorname{PSL}_2\mathbb {C}$ by showing that they are ...
Arnaud Maret
wiley +1 more source
Discontinuity Characterization and Low-Complexity Smoothing in RF-PA Polynomial Piecewise Modeling. [PDF]
Pedrosa C +5 more
europepmc +1 more source
A trace–path integral formula over function fields
Abstract We show that an arithmetic path integral over the ℓ$\ell$‐torsion of a Jacobian J[ℓ]$J[\ell]$ is equal to the trace of the Frobenius action on a representation of the Heisenberg group H(J[ℓ])$H(J[\ell])$, up to an explicitly determined sign.
Yan Yau Cheng
wiley +1 more source
Exploring new lengths for q-ary quantum MDS codes with larger distance. [PDF]
He X, Wang J, Huang C, Chen Y.
europepmc +1 more source

