Results 231 to 240 of about 73,803 (311)

Immunogenicity dynamics and covariate effects after satralizumab administration predicted with a hidden Markov model. [PDF]

open access: yesCPT Pharmacometrics Syst Pharmacol
Leisegang R   +6 more
europepmc   +1 more source

Phylogenomics of the American robin (Turdus migratorius) reveals hidden lineages and introgression

open access: yesJournal of Systematics and Evolution, EarlyView.
Phylogenomic analyses of Turdus migratorius uncover four previously unrecognized lineages, including a divergent Baja California lineage (T. m. confinis). The results reveal complex evolutionary relationships that depart from simple models of continuous divergence, supported by evidence of introgression between the Mexican lineage and its previously ...
Wendoly Rojas‐Abreu   +5 more
wiley   +1 more source

A perspective on automated rapid eye movement sleep assessment

open access: yesJournal of Sleep Research, Volume 34, Issue 2, April 2025.
Summary Rapid eye movement sleep is associated with distinct changes in various biomedical signals that can be easily captured during sleep, lending themselves to automated sleep staging using machine learning systems. Here, we provide a perspective on the critical characteristics of biomedical signals associated with rapid eye movement sleep and how ...
Mathias Baumert, Huy Phan
wiley   +1 more source

Testing for Unspecified Periodicities in Binary Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
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

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

open access: yesJournal of Time Series Analysis, EarlyView.
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

Multiple Chains Markov Switching Vector Autoregression

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley   +1 more source

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