Short-term forecasting of Indonesia electricity generation using MATLAB based on NARX neural network. [PDF]
Pranata N, Saputri FR.
europepmc +1 more source
Empirical‐Process Limit Theory and Filter Approximation Bounds for Score‐Driven Time Series Models
ABSTRACT This article examines the filtering and approximation‐theoretic properties of score‐driven time series models. Under specific Lipschitz‐type and tail conditions, new results are derived, leading to maximal and deviation inequalities for the filtering approximation error using empirical process theory.
Enzo D'Innocenzo
wiley +1 more source
Neural Flux-Domain Encoder Resilient to Rotor Eccentricity in BLDC Drives. [PDF]
Milanowski H, Piłat AK.
europepmc +1 more source
Testing Distributional Granger Causality With Entropic Optimal Transport
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Time-Varying Autoregressive Models: A Novel Approach Using Physics-Informed Neural Networks. [PDF]
Jia Z, Zhang C.
europepmc +1 more source
ABSTRACT This paper examines the complex relationship between government debt and income distribution within a post‐Keynesian framework. Extending the model of You and Dutt (1996), we model both capitalists and workers as holders of government bonds, enabling a more nuanced analysis of income distribution dynamics.
Hagen M. Krämer +2 more
wiley +1 more source
A hybrid machine learning model for pulmonary tuberculosis forecasting of Chongqing with adjacent-region data. [PDF]
Zhang Y +4 more
europepmc +1 more source
The Role of Labour Market Institutions in Shaping Euro Area Monetary Policy Transmission
ABSTRACT We examine how labour market institutions shape monetary policy transmission in euro area countries. A theoretical model suggests that higher union density flattens the Phillips curve, amplifying output responses while dampening the inflation effects of monetary shocks. This is empirically confirmed using an interacted panel VAR.
Maximilian Boeck, Christian Glocker
wiley +1 more source
Shallow entangled circuits for quantum time series prediction on IBM devices. [PDF]
Laskar MR, Goel R.
europepmc +1 more source
Fully Modified GLS Estimation for Seemingly Unrelated Cointegrating Polynomial Regressions
ABSTRACT A new feasible generalized least squares estimator is proposed. Our estimator incorporates (1) the inverse autocovariance matrix of multidimensional errors, and (2) second‐order bias corrections. The resulting estimator has the intuitive interpretation of applying a weighted least squares objective function to filtered data series.
Yicong Lin, Hanno Reuvers
wiley +1 more source

