Results 101 to 110 of about 327,794 (206)

Fréchet Discrete Gradient and Hessian Operators on Infinite-Dimensional Spaces

Benefiting from the notion of Fréchet derivatives, we define Fréchet discrete operators, such as gradient and Hessian, on infinite-dimensional spaces. The Fréchet discrete gradient expands upon the concept of the discrete gradient of Gonzalez (1996) for ...
GÖKSU, Gökhan, Parisini, Thomas, Moreschini, Alessio   +2 more
core   +1 more source

I: Fréchet-Urysohn spaces [PDF]

, 2016
In this paper, we introduce the concept ss-sequentially quotient mapping. Using this concept, we characterize s-Fréchet-Urysohn spaces and s-sequential spaces.
Prakash B., B. Prakash, Renukadevi V., V. Renukadevi   +3 more
core   +2 more sources

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +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

Semilocal convergence of Newton-like methods under general conditions with applications in fractional calculus

Journal of Numerical Analysis and Approximation Theory, 2015
We present a semilocal convergence study of Newton-like methods on a generalized Banach space setting to approximate a locally unique zero of an operator.
George A. Anastassiou, Ioannis K. Argyros   +1 more
doaj   +2 more sources

On the semilocal convergence of Newton-type methods, when the derivative is not continuously invertible

Cubo, 2011
We provide a semilocal convergence analysis for Newton-type methods to approximate a locally unique solution of a nonlinear equation in a Banach space setting. The Frechet-derivative of the operator involved is not necessarily continuous invertible. This
Ioannis K Argyros, Saïd Hilout
doaj  

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Stability Results for an Age-Structured SIS Epidemic Model with Vector Population

Journal of Applied Mathematics, 2015
We formulate an age-structured SIS epidemic model with periodic parameters, which includes host population and vector population. The host population is described by two partial differential equations, and the vector population is described by a single ...
He-Long Liu, Jing-Yuan Yu, Guang-Tian Zhu   +2 more
doaj   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Moving Aggregate Modified Autoregressive Copula‐Based Time Series Models (MAGMAR‐Copulas)

Journal of Time Series Analysis, EarlyView.
ABSTRACT Copula‐based time series models can model univariate and stationary time series in a flexible way by decomposing the joint distribution of consecutive observations into a copula and the stationary distribution. Implicitly, this approach assumes a finite Markov order. In reality, a time series may not follow the Markov property.
Sven Pappert
wiley   +1 more source