Results 121 to 130 of about 5,810,036 (263)

The Accuracy Smoothness Dilemma in Prediction: A Novel Multivariate M‐SSA Forecast Approach

Journal of Time Series Analysis, EarlyView.
ABSTRACT Forecasting presents a complex estimation challenge, as it involves balancing multiple, often conflicting, priorities and objectives. Conventional forecast optimization methods typically emphasize a single metric, such as minimizing the mean squared error (MSE), which may neglect other crucial aspects of predictive performance. To address this
Marc Wildi
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

Cramer's rule for a class of coupled Sylvester commutative quaternion matrix equations

Demonstratio Mathematica
In this article, based on the real representation and Kronecker product, Cramer’s rule for a class of coupled Sylvester commutative quaternion matrix equations is studied and its expression is obtained.
Cai Xiaomin, Ke Yifen, Ma Changfeng
doaj   +1 more source

The ubiquitous Kronecker product

Journal of Computational and Applied Mathematics, 2000
The author gives a tutorial in applications of Kronecker product computations including linear matrix equation problems, fast linear transforms, various optimization problems, and preconditioning with Kronecker products.
openaire   +2 more sources

Optimal Portfolio Choice With Cross‐Impact Propagators

Mathematical Finance, EarlyView.
ABSTRACT We consider a class of optimal portfolio choice problems in continuous time where the agent's transactions create both transient cross‐impact driven by a matrix‐valued Volterra propagator, as well as temporary price impact. We formulate this problem as the maximization of a revenue‐risk functional, where the agent also exploits available ...
Eduardo Abi Jaber, Eyal Neuman, Sturmius Tuschmann   +2 more
wiley   +1 more source

The Long Shadow of Karl Weierstraß Over the Calculus of Variations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT At first glance, it appears that the contents of Karl Weierstraß's (1815–1897) lecture courses on the calculus of variations were made available to the public only in the seventh volume of his Mathematische Werke, and thus not until 30 years after his death.
Peter Ullrich
wiley   +1 more source

Stochastic Galerkin and Monte Carlo Methods for Parabolic Problems: Numerical Performance of Variational Matrix‐Free Approximations

Proceedings in Applied Mathematics and Mechanics, Volume 26, Issue 4, December 2026.
ABSTRACT Stochastic Galerkin methods offer unexplored potential for the numerical simulation of parabolic problems with random variables, in particular if they are combined with variational discretizations of the space and time variables. Due to the high dimensionality, the solution of the arising algebraic systems do not become feasible without ...
Moataz Dawor, Nils Margenberg, Markus Bause   +2 more
wiley   +1 more source

Insights into biomass accumulation and challenges in grain yield prediction of elite breeding materials using UAV‐based vegetation indices in soft red winter wheat

The Plant Phenome Journal, Volume 9, Issue 1, December 2026.
Abstract High‐throughput phenotyping (HTP) techniques have brought new opportunities to understand and evaluate key traits in plant breeding programs. Combining multiple measures through time and random regression models permits a more comprehensive understanding of the genetic and environmental effects on trait expression over time. This study aims to
Felipe Sabadin, Amelia Loeb, Francis Reith, Alexis Perry, Sunilda Frias, Demetrius Ragland, Limei Liu, Wynse Brooks, Ranjita Thapa, Julie Hansen, Christopher Pierce, Virginia M. Moore, Gina Brown‐Guedira, Ian Ray, Michael A. Gore, Kelly Robbins, Nicholas Santantonio   +16 more
wiley   +1 more source

On the additive image of zeroth persistent homology

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract For a category X$X$ and a finite field F$F$, we study the additive image of the functor H0(−;F)∗:rep(X,Top)→rep(X,VectF)$\operatorname{H}_0(-;F)_* \colon \operatorname{rep}(X, \mathbf {Top}) \rightarrow \operatorname{rep}(X, \mathbf {Vect}_F)$, or equivalently, of the free functor rep(X,Set)→rep(X,VectF)$\operatorname{rep}(X, \mathbf {Set ...
Ulrich Bauer, Magnus B. Botnan, Steffen Oppermann, Johan Steen   +3 more
wiley   +1 more source

Frequency‐dependent contraction rates for the Bayesian method to the inverse source problem

Transactions of the London Mathematical Society, Volume 13, Issue 1, December 2026.
Abstract This paper addresses an inverse source problem for acoustic waves in a range of frequencies. Our study has two main goals. First, although the problem is severely ill‐posed with a logarithmic stability estimate, we demonstrate, through careful analysis of the forward map's singular values, that increasing the frequency range enhances stability,
Pu‐Zhao Kow, Jenn‐Nan Wang
wiley   +1 more source