Results 231 to 240 of about 26,022 (315)

Poisson count time series

Journal of Time Series Analysis, EarlyView.
This article reviews and compares popular methods, some old and some recent, that produce time series having Poisson marginal distributions. The article begins by narrating ways where time series with Poisson marginal distributions can be produced.
Jiajie Kong, Robert Lund
wiley   +1 more source

Classification of dynamical Lie algebras of 2-local spin systems on linear, circular and fully connected topologies. [PDF]

npj Quantum Inf
Wiersema R, Kökcü E, Kemper AF, Bakalov BN.   +3 more
europepmc   +1 more source

Change Point Analysis for Functional Data Using Empirical Characteristic Functionals

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a new method to detect change points in the distribution of functional data based on integrated CUSUM processes of empirical characteristic functionals. Asymptotic results are presented under conditions allowing for low‐order moments and serial dependence in the data establishing the limiting null‐distribution of the proposed test ...
Lajos Horváth, Gregory Rice, Jeremy VanderDoes   +2 more
wiley   +1 more source

On the smooth locus of affine Schubert varieties. [PDF]

Math Ann
Pappas G, Zhou R.
europepmc   +1 more source

Tensor Changepoint Detection and Eigenbootstrap

Journal of Time Series Analysis, EarlyView.
ABSTRACT Tensor data consisting of multivariate outcomes over the items and across the subjects with longitudinal and cross‐sectional dependence are considered. A completely distribution‐free and tweaking‐parameter‐free detection procedure for changepoints at different locations is designed, which does not require training data.
Michal Pešta, Barbora Peštová, Martin Romaňák   +2 more
wiley   +1 more source

Decompositions of Hyperbolic Kac-Moody Algebras with Respect to Imaginary Root Groups. [PDF]

Commun Math Phys
Feingold AJ, Kleinschmidt A, Nicolai H.
europepmc   +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, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Symplectic physics-embedded learning via Lie groups Hamiltonian formulation for serial manipulator dynamics prediction. [PDF]

Sci Rep
Wang F, Chen L, Ding J.
europepmc   +1 more source

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

Journal 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

Commutative avatars of representations of semisimple Lie groups. [PDF]

Proc Natl Acad Sci U S A
Hausel T.
europepmc   +1 more source