Results 71 to 80 of about 12,779 (166)

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

About Adaptive Coding on Countable Alphabets: Max-Stable Envelope Classes

, 2014
In this paper, we study the problem of lossless universal source coding for stationary memoryless sources on countably infinite alphabets. This task is generally not achievable without restricting the class of sources over which universality is desired ...
Gassiat, Elisabeth, Ohannessian, Mesrob I., Stephane, Boucheron   +2 more
core   +1 more source

Multilevel quadrature for elliptic problems on random domains by the coupling of FEM and BEM [PDF]

, 2018
Elliptic boundary value problems which are posed on a random domain can be mapped to a fixed, nominal domain. The randomness is thus transferred to the diffusion matrix and the loading.
Harbrecht, Helmut, Schmidlin, Marc
core   +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

Financial Decisions Based on Zero-Sum Games: New Conceptual and Mathematical Outcomes

International Journal of Financial Studies
All the n possible returns on a financial asset are the components of an element of a linear space over R. This paper shows how to transfer all these n possible returns on a one-dimensional straight line.
Pierpaolo Angelini
doaj   +1 more source

Analysis of deep convolutional GAN-based data augmentation for early detection of Alzheimer’s disease [PDF]

PeerJ Computer Science
Early and accurate detection of Alzheimer’s disease (AD), particularly at the very mild and mild cognitive impairment stages, remains a significant clinical challenge due to subtle anatomical changes and overlapping imaging features between classes. This
Jayashree Shetty, Pranav Kumar K., Manjula K. Shenoy, Sucheta V. Kolekar, M. Mukhyaprana Prabhu   +4 more
doaj   +2 more sources

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

Generalized Hoeffding-Fréchet functionals and mass transportation

Dependence Modeling
This note is concerned with some historical remarks on and a partial review of two interesting mathematical subjects, the generalized Hoeffding-Fréchet functionals and the Monge-Kantorovich mass transportation problem.
Rüschendorf Ludger
doaj   +1 more source

YOLO-augment strategy with diffusion-based inpainting for enhanced traffic sign detection [PDF]

PeerJ Computer Science
Traffic sign datasets often suffer from data scarcity and class imbalance, which challenge the development of robust autonomous driving systems. This article proposes a novel dataset augmentation method that leverages Stable Diffusion inpainting to ...
Chayanon Sub-r-pa, Praphan Pavarangkoon, Su-Wen Huang, Ming-Zhong Fan, Rung-Ching Chen   +4 more
doaj   +2 more sources

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