Results 61 to 70 of about 23,472 (239)

Are seizure forecasts and cycles better than chance? What chance?

Epilepsia, EarlyView.
Abstract Objective There is a growing synergy between the lines of research on cycles in epilepsy and seizure forecasting. It has been conjectured, for instance, that incorporating information about significant seizure cycles into forecasting algorithms can lead to a better‐than‐chance forecasting performance.
Ralph G. Andrzejak, Martin Brešar, Mark P. Richardson, Pedro F. Viana, Richard Rosch   +4 more
wiley   +1 more source

Coping with Nonstationarity in Categorical Time Series [PDF]

Journal of Probability and Statistics, 2012
Categorical time series are time-sequenced data in which the values at each time point are categories rather than measurements. A categorical time series is considered stationary if the marginal distribution of the data is constant over the time period for which it was gathered and the correlation between successive values is a function only of their ...
Monnie McGee, Ian Harris
openaire   +2 more sources

Artificial intelligence for adaptive neuromodulation in drug‐resistant epilepsy

Epilepsia, EarlyView.
Abstract Drug‐resistant epilepsy (DRE) affects nearly one third of people with epilepsy and is associated with substantial cognitive, psychiatric, and mortality burdens. For patients who are not candidates for resection or laser interstitial thermal therapy, neuromodulation therapies such as vagus nerve stimulation, deep brain stimulation, and ...
Amir Hossein Daraie, Arianna Damiani, Mahsa Khoshkhou, Luis A. Sanchez, Rachel J. Smith, Shruti H. Agashe, Jorge A. Gonzalez‐Martinez, Jennifer Hopp, Adam S. Charles, Sridevi V. Sarma, Joon‐Yi Kang   +10 more
wiley   +1 more source

Changes in Global Marine Heatwaves in a Non‐stationary Climate

Geophysical Research Letters
Understanding the changes in marine heatwaves (MHWs) is vital for safeguarding marine ecosystems and effective risk management. However, previous studies have assumed stationary changes, leaving the dynamics of MHW properties within a non‐stationary ...
Wanling Xu, Zhongfang Liu, Lu Gao, Xiangyong Lei, Yinchi Zhang   +4 more
doaj   +1 more source

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das, Stephan Schlüter, Lorenz Schneider   +2 more
wiley   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +1 more source

Specification testing in nonlinear and nonstationary time series autoregression

, 2009
This paper considers a class of nonparametric autoregressive models with nonstationarity. We propose a nonparametric kernel test for the conditional mean and then establish an asymptotic distribution of the proposed test. Both the setting and the results
Gao, Jiti, King, Maxwell, Lu, Zudi, Tjøstheim, Dag   +3 more
core   +1 more source

Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset

Journal of Applied Econometrics, EarlyView.
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley   +1 more source

Up-to-date probabilistic temperature climatologies

Environmental Research Letters, 2015
With ongoing global warming, climatologies based on average past temperatures are increasingly recognized as imperfect guides for current conditions, yet there is no consensus on alternatives.
Nir Y Krakauer, Naresh Devineni
doaj   +1 more source

Stakeholder-led science: engaging resource managers to identify science needs for long-term management of floodplain conservation lands

Ecology and Society, 2016
Floodplains pose challenges to managers of conservation lands because of constantly changing interactions with their rivers. Although scientific knowledge and understanding of the dynamics and drivers of river-floodplain systems can provide guidance to ...
Kristen L. Bouska, Garth A. Lindner, Craig P. Paukert, Robert B. Jacobson   +3 more
doaj   +1 more source