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Evaluation methods and decision theory for classification of streaming data with temporal dependence [PDF]
, 2014 Predictive modeling on data streams plays an important role in modern data analysis, where data arrives continuously and needs to be mined in real time.
Bifet, Albert +4 more
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Quantile-Based Estimative VaR Forecast and Dependence Measure: A Simulation Approach
Journal of Applied Mathematics, 2020 A Value-at-Risk (VaR) forecast may be calculated for the case of a random loss alone and/or of a random loss that depends on another random loss. In both cases, the VaR forecast is obtained by employing its (conditional) probability distribution of loss ...
Khreshna Syuhada +2 more
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Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables [PDF]
, 2018 In this paper, we introduce quantile coherency to measure general dependence structures emerging in the joint distribution in the frequency domain and argue that this type of dependence is natural for economic time series but remains invisible when only ...
Baruník, Jozef, Kley, Tobias
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Stochastic models which separate fractal dimension and Hurst effect [PDF]
, 2001 Fractal behavior and long-range dependence have been observed in an astonishing number of physical systems. Either phenomenon has been modeled by self-similar random functions, thereby implying a linear relationship between fractal dimension, a measure ...
Constantine A. G. +7 more
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Continuous dependence results for set-valued measure differential problems
Electronic Journal of Qualitative Theory of Differential Equations, 2015 We discuss existence and continuous dependence properties of solutions set of measure differential inclusions \begin{equation}\label{(1)} \begin{split} dx(t)& \in G(t, x(t)) d\mu(t),\\ x(0)& = x_0. \end{split} \end{equation} where $G \colon [0,1] \times \
Bianca Satco
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Entropy, 2022 The nature of dependence between random variables has always been the subject of many statistical problems for over a century. Yet today, there is a great deal of research on this topic, especially focusing on the analysis of nonlinearity. Shannon mutual
Elif Tuna +4 more
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A Copula Entropy Approach to Dependence Measurement for Multiple Degradation Processes
Entropy, 2019 Degradation analysis has been widely used in reliability modeling problems of complex systems. A system with complex structure and various functions may have multiple degradation features, and any of them may be a cause of product failure.
Fuqiang Sun +3 more
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Intermittency of trawl processes [PDF]
, 2017 We study the limiting behavior of continuous time trawl processes which are defined using an infinitely divisible random measure of a time dependent set. In this way one is able to define separately the marginal distribution and the dependence structure.
Grahovac, Danijel +2 more
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Introducing localgauss, an R Package for Estimating and Visualizing Local Gaussian Correlation
Journal of Statistical Software, 2014 Quantifying non-linear dependence structures between two random variables is a challenging task. There exist several bona-fide dependence measures able to capture the strength of the non-linear association, but they typically give little information ...
Geir Drage Berentsen +2 more
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Assessing numerical dependence in gene expression summaries with the jackknife expression difference. [PDF]
PLoS ONE, 2012 Statistical methods to test for differential expression traditionally assume that each gene's expression summaries are independent across arrays. When certain preprocessing methods are used to obtain those summaries, this assumption is not necessarily ...
John R Stevens, Gabriel Nicholas
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