Results 141 to 150 of about 123,227 (279)

Monitoring panels of sparse functional data

open access: yesJournal of Time Series Analysis, EarlyView.
Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta   +2 more
wiley   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

A Novel, Variance Component-Based Method for Detecting Brain-Behavior Associations in Neuroimaging Data. [PDF]

open access: yesStat Data Sci Imaging
Chen C   +5 more
europepmc   +1 more source

Extensions to Extended Tight-Binding Methods for Transition-Metal Containing Systems. [PDF]

open access: yesJ Comput Chem
We present a new GFN2‐xTB implementation with a geometric direct minimization scheme and a Hubbard‐U correction. We demonstrate that the Hubbard correction improves linearity of the elctronic energy, stabilizes SCF convergence, and enables more accurate spin‐gap predictions in narrow application domains such as specific iron‐containing complexes ...
Moradi S   +3 more
europepmc   +2 more sources

Covariate-invariant gait recognition using random subspace method and its extensions [PDF]

open access: yes
Compared with other biometric traits like fingerprint or iris, the most significant advantage of gait is that it can be used for remote human identification without cooperation from the subjects. The technology of gait recognition may play an important role in crime prevention, law enforcement, etc. Yet the performance of automatic gait recognition may
openaire  

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli   +2 more
wiley   +1 more source

Measure‐valued processes for energy markets

open access: yesMathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero   +3 more
wiley   +1 more source

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