Results 191 to 200 of about 1,698,574 (297)

Functional Vašiček Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Joint similarity nonnegative matrix factorization model for identification of recurrence-related association patterns in tumor. [PDF]

Brief Bioinform
Deng J, Lan J, Du R, Xu T, Huang K, Liu L, Chen L, Zhang Y.   +7 more
europepmc   +1 more source

Sequential Outlier Detection in Nonstationary Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs, Patrick Bastian, Holger Dette   +2 more
wiley   +1 more source

Nonnegative matrix factorization incorporating domain specific constraints for four dimensional scanning transmission electron microscopy. [PDF]

Sci Rep
Kimoto K, Uesugi F, Harano K, Kikkawa J, Cretu O, Shibazaki Y, Shiga M, Togo A.   +7 more
europepmc   +1 more source

Autoregressive Hypergraph

Journal of Time Series Analysis, EarlyView.
ABSTRACT Traditional graph representations are insufficient for modelling real‐world phenomena involving multi‐entity interactions, such as collaborative projects or protein complexes, necessitating the use of hypergraphs. While hypergraphs preserve the intrinsic nature of such complex relationships, existing models often overlook temporal evolution in
Xianghe Zhu, Qiwei Yao
wiley   +1 more source

An optimal pairwise merge algorithm improves the quality and consistency of nonnegative matrix factorization. [PDF]

IEEE Trans Signal Process
Guo Y, Holy TE.
europepmc   +1 more source

Assessment of nonnegative matrix factorization algorithms for electroencephalography spectral analysis. [PDF]

Biomed Eng Online, 2020
Hu G, Zhou T, Luo S, Mahini R, Xu J, Chang Y, Cong F.   +6 more
europepmc   +1 more source

Sparse Causal Dynamic Linear Regression

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley   +1 more source

Spatially Informed Nonnegative Matrix Trifactorization for Coclustering Mass Spectrometry Data. [PDF]

Biom J
Sottosanti A, Denti F, Galimberti S, Risso D, Capitoli G.   +4 more
europepmc   +1 more source

Identification and Estimation of Multi‐order Tensor Factor Models

Journal of Time Series Analysis, EarlyView.
ABSTRACT We propose a novel framework in high‐dimensional factor models to simultaneously analyze multiple tensor time series, each with potentially different tensor orders and dimensionality. The connection between different tensor time series is through their global factors that are correlated with each other.
Zetai Cen
wiley   +1 more source