Results 271 to 280 of about 511,753 (356)

Distributional and Tail‐Dependent Perspectives in Economic Relationships: A Review of Quantile Regression Application

Journal of Economic Surveys, EarlyView.
ABSTRACT There is an increased proportion of studies using quantile‐based regression methodology (QR) in economics. They offer a robust alternative to classical mean regressions, which can estimate non‐normal variables with distributional heterogeneity in the dependent variable.
Shajara Ul‐Durar, Konstantinos A. Dimitriadis, Noman Arshed, Marco De Sisto, Hamidreza Harati   +4 more
wiley   +1 more source

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

Dynamic functional connectivity and gene expression correlates in temporal lobe epilepsy: insights from hidden markov models. [PDF]

J Transl Med
Qin L, Zhou Q, Sun Y, Pang X, Chen Z, Zheng J.   +5 more
europepmc   +1 more source

A Mixture Transition Distribution Modeling for Higher‐Order Circular Markov Processes

Journal of Time Series Analysis, EarlyView.
ABSTRACT This study considers the stationary higher‐order Markov process for circular data by employing the mixture transition distribution modeling. The underlying circular transition distribution is based on Wehrly and Johnson's bivariate joint circular models.
Hiroaki Ogata, Takayuki Shiohama
wiley   +1 more source

Individualized post-crisis monitoring of psychiatric patients via Hidden Markov models. [PDF]

Front Digit Health
Garriga R, Gómez V, Lugosi G.
europepmc   +1 more source

Multiple Changepoint Detection for Non‐Gaussian Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund, Thomas J. Fisher, Norou Diawara, Michael Wehner   +3 more
wiley   +1 more source

Multi-scale chromatin state annotation using a hierarchical hidden Markov model

, 2017
Jialiang Huang, Kimberly Glass, Luca Pinello, Guo‐Cheng Yuan, Eugenio Marco Rubio, Wouter Meuleman, Jianrong Wang, Manolis Kellis   +7 more
openalex   +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

Research on Pig Sound Recognition Based on Deep Neural Network and Hidden Markov Models. [PDF]

Sensors (Basel)
Pan W, Li H, Zhou X, Jiao J, Zhu C, Zhang Q.   +5 more
europepmc   +1 more source