Results 51 to 60 of about 9,227 (217)

Revisiting EWMA in High‐Frequency‐Based Portfolio Optimization: A Comparative Assessment

Journal of Applied Econometrics, EarlyView.
ABSTRACT This paper compares the statistical and economic performance of state‐of‐the‐art high‐frequency (HF) based multivariate volatility models with a simpler, widely used alternative, the Exponentially Weighted Moving Average (EWMA) filter. Using over two decades of 100 U.S.
Laura Capera Romero, Anne Opschoor
wiley   +1 more source

Practical Guide and Best Practices for Diffusion NMR Processing With GNAT

Magnetic Resonance in Chemistry, EarlyView.
A practical and reproducible workflow for diffusion‐NMR (DOSY) data analysis is introduced through a step‐by‐step GNAT tutorial. By establishing clear processing guidelines, validation strategies, and reporting standards, this work aims to reduce variability in diffusion measurements and promote more transparent, comparable, and reliable DOSY studies ...
Tadeu Luiz Gomes Cabral, Guilherme Dal Poggetto, Claudio F. Tormena, Mathias Nilsson   +3 more
wiley   +1 more source

Conditional Generative Modeling for Enhanced Credit Risk Management in Supply Chain Finance

Naval Research Logistics (NRL), EarlyView.
ABSTRACT The rapid expansion of cross‐border e‐commerce (CBEC) has created significant opportunities for small‐ and medium‐sized sellers, yet financing remains a critical challenge due to their limited credit histories. Third‐party logistics (3PL)‐led supply chain finance (SCF) has emerged as a promising solution, leveraging in‐transit inventory as ...
Qingkai Zhang, L. Jeff Hong, Houmin Yan
wiley   +1 more source

Custos da qualidade e da manufatura: um estudo de caso na indústria química Quality and manufacturing cost: a case study in the chemical industry

Gestão & Produção, 1996
Este trabalho relata um estudo de caso envolvendo a otimização experimental de uma receita química. O estudo abrange as etapas de identificação do problema, planejamento do experimento, modelagem individual das variáveis de resposta, definição de uma ...
José Luis Duarte Ribeiro, Carla S. ten Caten   +1 more
doaj   +1 more source

Are we misdiagnosing ensemble forecast reliability? On the insufficiency of spread–error and rank‐based reliability metrics

Quarterly Journal of the Royal Meteorological Society, EarlyView.
We demonstrate that the spread–error relationship, rank histogram, and continuous rank probability score reliability component can falsely indicate reliability under climatological variance biases, yielding ensemble members that are overly or insufficiently extreme.
Arlan Dirkson, Mark Buehner
wiley   +1 more source

Métodos estatísticos multivariados aplicados à engenharia de avaliações Multivariate statistical methods applied to evaluation engineering

Gestão & Produção, 2008
O presente artigo tem por finalidade apresentar uma metodologia, composta por técnicas de Análise Multivariada, para a construção de um modelo estatístico de regressão linear múltipla para avaliação de imóveis em função de suas características (variáveis,
Maria Teresinha Arns Steiner, Anselmo Chaves Neto, Sílvia Neide Braulio, Valdir Alves   +3 more
doaj   +1 more source

The benefits of a hybrid‐3DEnVar data assimilation scheme for the convection‐permitting NWP model AROME–Austria

Quarterly Journal of the Royal Meteorological Society, EarlyView.
The climatological‐error covariance matrix used in three‐dimensional variational data assimilation (3DVar) provides smooth and isotropic increments spread to long distances. In contrast, three‐dimensional ensemble variational data assimilation (3DEnVar) with a purely ensemble‐error covariance matrix provides inhomogeneous increments and contains the ...
Kaushambi Jyoti, Philipp Griewank, Florian Meier, Martin Weissmann   +3 more
wiley   +1 more source

Raman spectra unmixing to identify waste polymers

SoftwareX
This paper explores advanced methodology for special spectral decomposition into components (endmembers) corresponding to real chemical components in the mixture.. The multivariate linear technique based on principal component analysis (PCA), realized by
Karel Kupka, Jiří Militký, Dana Křemenáková, Mohanapriya Venkataraman, Juming Yao, Guocheng Zhu   +5 more
doaj   +1 more source

A Robust Self‐Starting Bayesian Approach for Multivariate Phase II Monitoring

Quality and Reliability Engineering International, EarlyView.
ABSTRACT Traditional multivariate control charts require in‐control (IC) parameter estimates to be known or estimated from a large set of uncontaminated, historical Phase I observations. However, some processes need to be monitored when little Phase I data are available, and self‐starting approaches, including Bayesian methods, have proven useful. Self‐
Taylor R. Grimm, Kathryn B. Newhart, Amanda S. Hering   +2 more
wiley   +1 more source

Learner Engagement in L2 Vocabulary Learning through Communicative Tasks: Comparing Learner‐ and Teacher‐Generated Content

TESOL Quarterly, EarlyView.
Abstract This study examined how task design, task motivation, and learner engagement influenced L2 vocabulary learning by comparing learner‐generated content (LGC) and teacher‐generated content (TGC) in a classroom setting. One hundred sixty‐three Japanese high school students from five intact classes were assigned to LGC, TGC, or a test‐only control ...
Gaia Oikawa, Takumi Uchihara
wiley   +1 more source