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Point Processes in a Metric Space and Their Applications

open access: yesMathematics, 2022
Point processes are important in extreme value theory due to their equivalent formulations of two popular models in various applications: the block maxima models and the peak-over-threshold model.
Yuwei Zhao
doaj   +1 more source

Non-Parametric Conditional U-Processes for Locally Stationary Functional Random Fields under Stochastic Sampling Design

open access: yesMathematics, 2022
Stute presented the so-called conditional U-statistics generalizing the Nadaraya–Watson estimates of the regression function. Stute demonstrated their pointwise consistency and the asymptotic normality.
Salim Bouzebda, Inass Soukarieh
doaj   +1 more source

Signature of Alzheimer’s Disease in Intestinal Microbiome: Results From the AlzBiom Study

open access: yesFrontiers in Neuroscience, 2022
BackgroundChanges in intestinal microbiome composition have been described in animal models of Alzheimer’s disease (AD) and AD patients. Here we investigated how well taxonomic and functional intestinal microbiome data and their combination with clinical
Christoph Laske   +13 more
doaj   +1 more source

Kolmogorov Entropy for Convergence Rate in Incomplete Functional Time Series: Application to Percentile and Cumulative Estimation in High Dimensional Data

open access: yesEntropy, 2023
The convergence rate for free-distribution functional data analyses is challenging. It requires some advanced pure mathematics functional analysis tools.
Ouahiba Litimein   +4 more
doaj   +1 more source

A Note on Nonparametric Estimation of Conditional Hazard Quantile Function [PDF]

open access: yesJournal of Risk Analysis and Crisis Response (JRACR), 2017
In this paper, we study an kernel estimator of the conditional hazard quantile function (CHQF) of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space and using the proposed estimator based of the kernel ...
El Hadj Hamel, Nadia Kadiri, Abbes Rabhi
doaj   +1 more source

Probabilistic Wind Speed Forecasting for Wind Turbine Allocation in the Power Grid

open access: yesEnergies, 2023
To face the growing electricity demand, several countries have adopted the solution of clean energy and use renewable energy sources (e.g., wind and solar) to reinforce the stability of the power network, especially during peak demand periods ...
Mohamed Chaouch
doaj   +1 more source

A Novel Curve Clustering Method for Functional Data: Applications to COVID-19 and Financial Data

open access: yesAnalytics, 2023
Functional data analysis has significantly enriched the landscape of existing data analysis methodologies, providing a new framework for comprehending data structures and extracting valuable insights. This paper is dedicated to addressing functional data
Ting Wei, Bo Wang
doaj   +1 more source

Bayesian Nonparametric Mixture Estimation for Time-Indexed Functional Data in R

open access: yesJournal of Statistical Software, 2016
We present growfunctions for R that offers Bayesian nonparametric estimation models for analysis of dependent, noisy time series data indexed by a collection of domains.
Terrance D. Savitsky
doaj   +1 more source

The Impact of Sovereign Yield Curve Differentials on Value-at-Risk Forecasts for Foreign Exchange Rates

open access: yesRisks, 2018
A functional ARMA-GARCH model for predicting the value-at-risk of the EURUSD exchange rate is introduced. The model implements the yield curve differentials between EUR and the US as exogenous factors. Functional principal component analysis allows us to
Holger Fink, Andreas Fuest, Henry Port
doaj   +1 more source

Categorical Functional Data Analysis. The cfda R Package

open access: yesMathematics, 2021
Categorical functional data represented by paths of a stochastic jump process with continuous time and a finite set of states are considered. As an extension of the multiple correspondence analysis to an infinite set of variables, optimal encodings of ...
Cristian Preda   +2 more
doaj   +1 more source

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