Results 231 to 240 of about 60,493 (305)

A perspective on automated rapid eye movement sleep assessment

Journal 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

Journal 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

Microplastic predictive modelling with the integration of Artificial Neural Networks and Hidden Markov Models (ANN-HMM). [PDF]

J Environ Health Sci Eng
R IS, M M, C F, M JK.
europepmc   +1 more source

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

Journal 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

Journal 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

On Testing for Independence Between Generalized Error Models of Several Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi, Bouchra R. Nasri, Bruno N. Rémillard   +2 more
wiley   +1 more source

Attentional heterogeneity in social anxiety disorder: Evidence from Hidden Markov Models. [PDF]

Behav Res Ther
Rubin M, Muller K, Hayhoe MM, Telch MJ.
europepmc   +1 more source

Random Carbon Tax Policy and Investment Into Emission Abatement Technologies

Mathematical Finance, EarlyView.
ABSTRACT We analyze the problem of a profit‐maximizing electricity producer, subject to carbon taxes, who decides on investments into CO2$\rm CO_2$ abatement technologies. We assume that the carbon tax policy is random and that the investment in the abatement technology is divisible, irreversible, and subject to transaction costs.
Katia Colaneri, Rüdiger Frey, Verena Köck   +2 more
wiley   +1 more source

Optimal Inference of Hidden Markov Models Through Expert-Acquired Data. [PDF]

IEEE Trans Artif Intell
Ravari A, Ghoreishi SF, Imani M.
europepmc   +1 more source

Solving Stochastic Climate‐Economy Models: A Deep Least‐Squares Monte Carlo Approach

Mathematical Finance, EarlyView.
ABSTRACT Stochastic versions of recursive integrated climate‐economy assessment models are essential for studying and quantifying policy decisions under uncertainty. However, as the number of state variables and stochastic shocks increases, solving these models via deterministic grid‐based dynamic programming (e.g., value‐function iteration/projection ...
Aleksandar Arandjelović, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami, Tor A. Myrvoll   +4 more
wiley   +1 more source