Results 171 to 180 of about 2,052,813 (206)

A minimal recurrent neural network models the robustness of interleaved practice on motor sequence learning. [PDF]

Sci Rep
Song Y, Kim H, Kim T.
europepmc   +1 more source

Measuring Frame Evolution: Smoothed Temporal Framing Trajectories in Complex Policy Debates

JCMS: Journal of Common Market Studies, Volume 64, Issue 5, Page 1688-1714, September 2026.
Abstract The European Union faces long‐term governance challenges in contested domains, such as migration management, health data sharing, and facial recognition technology. Across these fields, political debates are shaped by shifting ways in which actors frame problems and solutions. Understanding how such framing contests evolve over time is crucial
Philip Leifeld, Kristijan Garic
wiley   +1 more source

Spatiotemporal dynamics of scattering exceptional points. [PDF]

Nat Commun
Xiao Y, Che Z, Shi L, Wang X, Zhu J.
europepmc   +1 more source

The Mixed Gamble of Competitive Dynamics in Family‐Controlled Firms

Journal of Management Studies, Volume 63, Issue 6, Page 2509-2577, September 2026.
Abstract We extend the mixed gamble perspective to explain how family‐controlled firms frame and evaluate the difficult trade‐off between potential gains and losses in financial wealth (FW) and socioemotional wealth (SEW) when pursuing portfolio‐level strategic initiatives, as captured by competitive aggressiveness and complexity.
Jaeyoung Cho, Alfredo De Massis, Josip Kotlar   +2 more
wiley   +1 more source

Color Image Encryption Based on 3D-SBFCM with Dynamic Rectangular Partitioning and Dynamic S-Box Substitution. [PDF]

Entropy (Basel)
Wang T, Yang X, Ge B, Xia C, Wu H.
europepmc   +1 more source

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, Volume 47, Issue 5, Page 967-983, September 2026.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

A novel grey system model with discrete Riemann-Liouville fractional derivative and its applications. [PDF]

Sci Prog
Xu Z, Peng R, Pang M, Jiang J, Zhang R, Liu C.   +5 more
europepmc   +1 more source

Testing for Unspecified Periodicities in Binary Time Series

Journal of Time Series Analysis, Volume 47, Issue 5, Page 984-997, September 2026.
ABSTRACT Given random variables Y1,…,Yn$$ {Y}_1,\dots, {Y}_n $$ with Yi∈{0,1}$$ {Y}_i\in \left\{0,1\right\} $$ we test the hypothesis whether the underlying success probabilities pi$$ {p}_i $$ are constant or whether they are periodic with an unspecified period length of r≥2$$ r\ge 2 $$.
Finn Schmidtke, Mathias Vetter
wiley   +1 more source

Hash functions in nucleotide sequence analysis. [PDF]

Genome Res
Chen K, Li X, Shi Q, Shao M, Medvedev P.
europepmc   +1 more source

Detecting Relevant Deviations From the White Noise Assumption for Non‐Stationary Time Series

Journal of Time Series Analysis, Volume 47, Issue 5, Page 998-1012, September 2026.
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