Results 151 to 160 of about 65,516 (291)
Dynamics identification and forecasting of COVID-19 by switching Kalman filters. [PDF]
Comput Mech, 2020 Zeng X, Ghanem R.
europepmc +1 more source
Detecting Critical Change in Dynamics Through Outlier Detection with Time‐Varying Parameters
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Intensive longitudinal data are often found to be non‐stationary, namely, showing changes in statistical properties, such as means and variance‐covariance structures, over time. One way to accommodate non‐stationarity is to specify key parameters that show over‐time changes as time‐varying parameters (TVPs). However, the nature and dynamics of
Meng Chen +2 more
wiley +1 more source
Extending reliability to intensive longitudinal data with the Kalman filter
British Journal of Mathematical and Statistical Psychology, EarlyView.Abstract Reliability is central to how researchers approach measurement in standard, group‐based analyses of single‐time‐point data, yet this critical aspect is often overlooked in the analysis of repeated observations. Since its inception, reliability has been a between‐person concept, but we redevelop this notion for within‐person designs by ...
Michael D. Hunter
wiley +1 more source
L‐VISP: LSTM Visualization for Interpretable Symptom Prediction in Patient Cohorts
Computer Graphics Forum, EarlyView.L‐VISP is a human‐machine solution that uses visual analytics for LSTM modelling in clinical research. L‐VISP uses custom visual encodings to make multiple LSTM variants interpretable, supporting a full range of analysis, from understanding model operations and evaluating performance to interpreting results in a clinical context.
C. Floricel +6 more
wiley +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
Heterogeneity in Imperfect Inflation Expectations: Theory and Evidence from a Novel Survey
Journal of Money, Credit and Banking, EarlyView.Abstract Using survey data from Germany, we study heterogeneity in how households form inflation expectations. We elicit (i) uncertainty in perceptions of current inflation and (ii) how persistent households perceive inflation to be. Combining these with standard survey questions on inflation, we infer laws of motion for expectations at the individual ...
ALISTAIR MACAULAY, JAMES MOBERLY
wiley +1 more source
Robust CDF‐Filtering of a Location Parameter
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania +2 more
wiley +1 more source
Simultaneous State and Parameter Estimation Methods Based on Kalman Filters and Luenberger Observers: A Tutorial & Review. [PDF]
Sensors (Basel)Chebbi A, Franchek MA, Grigoriadis K.
europepmc +1 more source
Journal 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
European Journal of Sport Science, Volume 26, Issue 4, April 2026.ABSTRACT This study profiled the sprint speed of young male rugby union players in a national pathway academy, comparing different technologies for determining maximal velocity (Vmax), while also examining age‐group and positional effects. Data were collected from 140 players using a 40 m sprint during a single testing day.
Andrew R. Wright +6 more
wiley +1 more source