Results 221 to 230 of about 1,476 (274)

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the problem of detecting deviations from a white noise assumption in time series. Our approach differs from the numerous methods proposed for this purpose with respect to two aspects. First, we allow for non‐stationary time series. Second, we address the problem that a white noise test is usually not performed because one believes ...
Patrick Bastian
wiley   +1 more source

Polyoxometalates (POMs) Memristors/Neuromorphic Devices: From Structure Engineering to Material and Function Integration. [PDF]

Nanomaterials (Basel)
Hu J, Xu S, Meng Y.
europepmc   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

CBMR: Coordinate-based meta-regression for group and covariate inference. [PDF]

Imaging Neurosci (Camb)
Yu Y, Hill-Bowen LD, Riedel MC, Bottenhorn K, Laird AR, Nichols TE.   +5 more
europepmc   +1 more source

Robust Estimation and Inference for Time‐Varying Unconditional Volatility

Journal of Time Series Analysis, EarlyView.
ABSTRACT We derive a general and robust estimator of a large class of parametric specifications of time‐varying unconditional volatility of financial returns, both univariate and multivariate, and establish the Consistency and Asymptotic Normality (CAN) of the estimator.
Adam Lee, Rickard Sandberg, Genaro Sucarrat   +2 more
wiley   +1 more source

SM-TCN: Multi-Resolution Sparse Convolution Network for Efficient High-Dimensional Time Series Forecast. [PDF]

Sensors (Basel)
Guo Z, Sun Y, Wu T.
europepmc   +1 more source

Autoregressive Hypergraph

Journal of Time Series Analysis, EarlyView.
ABSTRACT Traditional graph representations are insufficient for modelling real‐world phenomena involving multi‐entity interactions, such as collaborative projects or protein complexes, necessitating the use of hypergraphs. While hypergraphs preserve the intrinsic nature of such complex relationships, existing models often overlook temporal evolution in
Xianghe Zhu, Qiwei Yao
wiley   +1 more source

Three methods for fair ranking of multiple protected items. [PDF]

Sci Rep
Melucci M.
europepmc   +1 more source

Penalized Convex Estimation in Dynamic Location Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley   +1 more source

Inferring the Timing of Antiretroviral Therapy by Zero-Inflated Random Change Point Models Using Longitudinal Data Subject to Left-Censoring. [PDF]

Algorithms
Zhang H, Robertson M, Braunstein SL, Hanna DB, Felsen UR, Waldron L, Nash D.   +6 more
europepmc   +1 more source