Results 191 to 200 of about 23,530 (292)

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Quantifying the influence of intraspecific variability in trait spaces. [PDF]

open access: yesNPJ Biodivers
Puglielli G   +3 more
europepmc   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli   +2 more
wiley   +1 more source

The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
wiley   +1 more source

Autoregressive Hypergraph

open access: yesJournal 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

Optimal Portfolio Choice With Cross‐Impact Propagators

open access: yesMathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber   +2 more
wiley   +1 more source

The 3D genome of Gigaspora margarita unveils stable chromatin and nucleolar organization and symbiont‐dependent genome dynamics

open access: yesNew Phytologist, EarlyView.
Summary Arbuscular mycorrhizal fungi (AMF) are widespread plant symbionts that enhance nutrient acquisition and influence ecosystem productivity. Previous chromosome‐level assemblies of the model species Rhizophagus irregularis revealed a two‐compartment genome architecture (active A and repressed B chromatin compartments), yet its conservation across ...
Ken Mugambi   +10 more
wiley   +1 more source

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