Results 211 to 220 of about 460,152 (328)

Combining Volatility Forecasts of Duration‐Dependent Markov‐Switching Models

Journal of Forecasting, EarlyView.
ABSTRACT Duration‐dependent Markov‐switching (DDMS) models require a user‐specified duration hyperparameter, for which there is currently no established procedure for estimation or testing. As a result, an ad‐hoc duration choice must be heuristically justified.
Douglas Eduardo Turatti, Fernando Henrique de Paula e Silva Mendes, João H. G. Mazzeu   +2 more
wiley   +1 more source

Wiener's tests for atomic Markov chains [PDF]

, 1968
B. H. Murdoch
openalex   +1 more source

Visualizing Uncertainty in Time Series Forecasts: The Impact of Uncertainty Visualization on Users' Confidence, Algorithmic Advice Utilization, and Forecasting Performance

Journal of Forecasting, EarlyView.
ABSTRACT Time series forecasts are always associated with uncertainty. However, experimental studies on the impact of uncertainty communication provide inconclusive results on the effect of providing this uncertainty to end users. In this study, we examine the impact of uncertainty visualizations on advice utilization in the context of time series ...
Dirk Leffrang, Oliver Müller
wiley   +1 more source

Evaluating the Global Plastic Waste Management System with Markov Chain Material Flow Analysis. [PDF]

ACS Sustain Chem Eng, 2023
Smith E, Bilec MM, Khanna V.
europepmc   +1 more source

A MARKOV CHAIN MODEL FOR THE PROBABILITY OF PRECIPITATION OCCURRENCE IN INTERVALS OF VARIOUS LENGTH [PDF]

, 1963
James E. Caskey
openalex   +1 more source

Modeling the Implied Volatility Smirk in China: Do Non‐Affine Two‐Factor Stochastic Volatility Models Work?

Journal of Futures Markets, EarlyView.
ABSTRACT In this paper, we investigate alternative one‐factor and two‐factor continuous‐time models with both affine and non‐affine variance dynamics for the Chinese options market. Through extensive empirical analysis of the option panel fit and diagnostics, we find that it is necessary to include both the non‐affine feature and the multi‐factor ...
Yifan Ye, Zheqi Fan, Xinfeng Ruan
wiley   +1 more source

Molecular insights on the conflicting generic boundaries in the Carduncellus‐Carthamus complex (Compositae)

TAXON, Volume 71, Issue 6, Page 1268-1286, December 2022., 2022
Abstract The Carthamus‐Carduncellus complex is formed by approximately 50 taxa that are widely distributed throughout the Mediterranean basin and western Asia. The generic delineation of this complex has always been controversial. Currently, there are three widely diverging taxonomical proposals, suggesting that the complex is formed by (1) a single ...
Roser Vilatersana, Juan Antonio Calleja, Sonia Herrando‐Moraira, Núria Garcia‐Jacas, Alfonso Susanna   +4 more
wiley   +1 more source

PERAMALAN INDEKS HARGA SAHAM GABUNGAN (IHSG) DENGAN METODE FUZZY TIME SERIES MARKOV CHAIN

Jurnal MIPA, 2016
Tujuan penelitian ini adalah untuk mengetahui akurasi metode Fuzzy Time Series Markov Chain pada peramalan IHSG dan membuat aplikasi untuk peramalan IHSG menggunakan software MATLAB. Dalam penelitian  ini, data bersumber dari yahoo finance. Data historis
Y Aristyani, E Sugiharti
doaj  

Estimating random effects in a finite Markov chain with absorbing states: Application to cognitive data. [PDF]

Stat Neerl, 2023
Wang P, Abner EL, Liu C, Fardo DW, Schmitt FA, Jicha GA, Van Eldik LJ, Kryscio RJ.   +7 more
europepmc   +1 more source

Classification of Markov chains with a general state space [PDF]

, 1966
Zbyněk Šidák
openalex   +1 more source