Results 171 to 180 of about 1,819 (238)

Non-ergodic dissociative valence double ionization of SF₆. [PDF]

Sci Rep
Olsson E, Daver Ideböhn V, Wallner M, Squibb RJ, Eland JHD, Erdmann E, Feifel R.   +6 more
europepmc   +1 more source

A joint model of cost and churn for the insurance industry

Journal of Risk and Insurance, EarlyView.
Abstract In insurance markets, claim costs are highly variable, heavy‐tailed, and difficult to predict. At the same time, policyholder retention and lapse behavior (customer churn) are critical determinants of long‐term profitability and solvency. Most existing models in the literature treat claim costs and lapses as independent, overlooking potential ...
Yumo Dong, Edward W. (Jed) Frees, Fei Huang, Francis K. C. Hui, Harald J. van Heerde   +4 more
wiley   +1 more source

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

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

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

Knowles Partitioning from a Stationary Condition: Single- and Multireference Case. [PDF]

J Chem Theory Comput
Szabados Á, Gombás A, Surján PR.
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

Search for thermodynamically stable ambient-pressure superconducting hydrides in the GNoME database. [PDF]

Commun Phys
Sanna A, Cerqueira TFT, Cubuk ED, Errea I, Fang YW.   +4 more
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

Algorithm for transient response of human open-circuit whole-room indirect calorimetry: A review and future perspective. [PDF]

Physiol Rep
Park I, Ogata H, Tokuyama K.
europepmc   +1 more source