Results 51 to 60 of about 12,193,766 (206)

Un modelo spline para el pronóstico de la demanda de energía eléctrica

Revista Colombiana de Estadística, 2007
El propósito de este trabajo es modelar, con fines de pronóstico, la demanda diaria de energía eléctrica en una región del suroccidente colombiano, mediante la implementación de modelos de regresión no paramétrica teniendo en cuenta factores de ...
ANDRÉS FELIPE BARRIENTOS, JAVIER OLAYA, VÍCTOR MANUEL GONZÁLEZ   +2 more
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Complexity-Regularized Regression for Serially-Correlated Residuals with Applications to Stock Market Data

Entropy, 2014
A popular approach in the investigation of the short-term behavior of a non-stationary time series is to assume that the time series decomposes additively into a long-term trend and short-term fluctuations.
David Darmon, Michelle Girvan
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Improving Parametric Mortgage Prepayment Models with Non-parametric Kernel Regression [PDF]

Developing a good prepayment model is a central task in the valuation of mortgages and mortgage-backed securities but conventional parametric models often have bad out-of-sample predictive ability.
Michael Marschoun, Michael LaCour-Little, Clark L. Maxam   +2 more
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Non Asymptotic Sharp Oracle Inequalities for the Improved Model Selection Procedures for the Adaptive Nonparametric Signal Estimation Problem

Communications, 2018
In this paper, we consider the robust adaptive non parametric estimation problem for the periodic function observed with the Levy noises in continuous time.
Evgeny Pchelintsev, Valeriy Pchelintsev, Serguei Pergamenshchikov   +2 more
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A SPLINE MODEL FOR ELECTRICITY DEMAND FORESCASTING UN MODELO SPLINE PARA EL PRONÓSTICO DE LA DEMANDA DE ENERGÍA ELÉCTRICA

Revista Colombiana de Estadística, 2007
Our goal is to model, with forecasting aims, the daily electricity demand in a southeast colombian region through a non-parametric regression model implementation. We consider some “calendar variables” such as time of the day, day of the week, month, and
Barrientos Andrés Felipe, Olaya Javier, González Víctor Manuel   +2 more
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Non-parametric regression between manifolds

, 2008
This paper discusses non-parametric regression between Riemannian manifolds. This learning problem arises frequently in many application areas ranging from signal processing, computer vision, over robotics to computer graphics.
Hein, Matthias, Florian Steinke, Steinke, Florian, Matthias Hein   +3 more
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Non linear parametric mode regression

, 2016
International audienceIn this article, we propose a semi-parametric mode regression for a non linear model. We use an expectation-maximization algorithm in order to estimate the regression coefficients of modal non linear regression.
Yao, Anne Françoise, Khardani, Salah
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Non-parametric regression for binary dependent variables

, 2006
Finite-sample properties of non-parametric regression for binary dependent variables are analyzed. Non parametric regression is generally considered as highly variable in small samples when the number of regressors is large.
Frölich, Markus, Markus Fr�lich
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new test for the parametric form of the variance function in nonparametric regression [PDF]

In the common nonparametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the empirical processes obtained from the standardized ...
Dette, Holger, van Keilegom, Ingrid
core  

icenReg: Regression Models for Interval Censored Data in R

Journal of Statistical Software, 2017
The non-parametric maximum likelihood estimator and semi-parametric regression models are fundamental estimators for interval censored data, along with standard fullyparametric regression models.
Clifford Anderson-Bergman
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