Results 11 to 20 of about 10,511 (262)
Nonlinear Autoregressive Model for Stability and Prediction
Journal of Applied MathematicsA proposed nonlinear autoregressive model was employed to predict daily new COVID-19 infections in Iraq. This model was applied to actual COVID-19 data from 3 months in 2022 and met the stability criteria set by the proposed nonlinear regression model ...
Salim M. Ahmad +2 more
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Nonlinear Autoregressive Latent Trajectory Models [PDF]
Sociological Methodology, 2018 Autoregressive latent trajectory (ALT) models combine features of latent growth curve models and autoregressive models into a single modeling framework. The development of ALT models has focused primarily on models with linear growth components, but some social processes follow nonlinear trajectories.
Bauldry, Shawn, Bollen, Kenneth A.
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Autoregressive functions estimation in nonlinear bifurcating autoregressive models [PDF]
Statistical Inference for Stochastic Processes, 2016 Bifurcating autoregressive processes, which can be seen as an adaptation of au-toregressive processes for a binary tree structure, have been extensively studied during the last decade in a parametric context. In this work we do not specify any a priori form for the two autoregressive functions and we use nonparametric techniques.
Bitseki Penda, Siméon Valère +1 more
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Energy Reports, 2022 This paper proposes a nonlinear dynamic recurrent neural network (DRNN) prognostics method for predicting the performance degradation trend and estimating the remaining useful life (RUL) of a proton exchange membrane fuel cell (PEMFC). The conducted DRNN
Te-Jen Chang +4 more
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Nonlinear Autoregressive Models and Long Memory [PDF]
SSRN Electronic Journal, 2004 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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Nonlinear autoregressive models with optimality properties [PDF]
Econometric Reviews, 2019 We introduce a new class of nonlinear autoregressive models from their representation as linear autoregressive models with time-varying coefficients. The parameter updating scheme is subsequently based on the score of the predictive likelihood function at each point in time.
Blasques, Francisco +2 more
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Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing
Risks, 2023 Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has caused significant financial stress to pension plan sponsors and annuity providers. The widely recognized Lee–Carter model often assumes
Huijing Li, Rui Zhou, Min Ji
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Efficient Estimation in Nonlinear Autoregressive Time-Series Models [PDF]
Bernoulli, 1997 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Koul, Hira L., Schick, Anton
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Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models [PDF]
Mathematics and Modeling in FinanceIn recent years, precise analysis and prediction of financial time series data have received significant attention. While advanced linear models provide suitable predictions for short and medium-term periods, market studies have indicated that stock ...
Mohammad Abdollahzadeh +2 more
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An Exponential Autoregressive Time Series Model for Complex Data
Mathematics, 2023 In this paper, an exponential autoregressive model for complex time series data is presented. As for estimating the parameters of this nonlinear model, a three-step procedure based on quantile methods is proposed. This quantile-based estimation technique
Gholamreza Hesamian +3 more
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