Results 81 to 90 of about 19,841,559 (252)
An Improved GRU Financial Time Series Prediction Model
Forecasting financial time series (FTS) is essential for analyzing and understanding the dynamics of financial markets. Traditional recurrent neural network (RNN) models often suffer from low prediction accuracy on non-stationary and abruptly changing ...
Yong Li
doaj +1 more source
Levenberg-Marquardt Algorithm for Mackey-Glass Chaotic Time Series Prediction
For decades, Mackey-Glass chaotic time series prediction has attracted more and more attention. When the multilayer perceptron is used to predict the Mackey-Glass chaotic time series, what we should do is to minimize the loss function.
Junsheng Zhao +3 more
doaj +1 more source
This study identifies somatostatin receptor 4 (Sstr4) as a critical tumor suppressor against skin and head/neck cancers (HNSCC, cSCC, and BCC). The loss of Sstr4 removes a check on cell growth, causing hyperactivation of the MAPK‐ERK signaling pathway (↑).
Ali Taqvi +6 more
wiley +1 more source
Automatic time series forecasting: the forecast package for R. [PDF]
Automatic forecasts of large numbers of univariate time series are often needed in business and other contexts. We describe two automatic forecasting algorithms that have been implemented in the forecast package for R.
Rob J. Hyndman, Yeasmin Khandakar
core
Time–Frequency Parallel and Channel-Adaptive Gating for Multivariate Time Series Prediction
In real-world scenarios, multivariate time series data typically presents a variety of complex characteristics simultaneously, including long-term trends, multiple seasonality, sudden event disturbances and random noise. Owing to remarkable discrepancies
Xin He, Zhenwen He
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Extracellular vesicle (EV) lipidomic profiling of plasma and ascites from patients with high‐grade serous ovarian cancer and of ovarian cancer cell lines reveals enrichment of triglycerides (TGs), diacylglycerols (DGs), phosphatidylcholine (PCs), sphingomyelins (SMs), reflecting tumor metabolic reprogramming.
Shikha Rani +9 more
wiley +1 more source
Nonparametric time series forecasting with dynamic updating [PDF]
We present a nonparametric method to forecast a seasonal univariate time series, and propose four dynamic updating methods to improve point forecast accuracy. Our methods consider a seasonal univariate time series as a functional time series.
Han Lin Shang, Rob J Hyndman
core
A partially linearized sigma point filter for latent state estimation in nonlinear time series models [PDF]
A new technique for the latent state estimation of a wide class of nonlinear time series models is proposed. In particular, we develop a partially linearized sigma point filter in which random samples of possible state values are generated at the ...
Mamon, R, Date, P, Jalen, L
core +1 more source
DeepONet-Inspired Architecture for Efficient Financial Time Series Prediction
Financial time series prediction is a fundamental problem in investment and risk management. Deep learning models, such as multilayer perceptrons, Convolutional Neural Networks (CNNs), and Long Short-Term Memory (LSTM), have been widely used in modeling ...
Zeeshan Ahmad, Shudi Bao, Meng Chen
doaj +1 more source
Loss of NAPRT promotes lung tumor initiation and growth through a noncanonical mechanism, independent of its role in NAD+ biosynthesis. Mechanistically, NAPRT depletion activates the mTORC2‐driven AKT/β‐catenin signaling axis to enhance clonogenic and invasive phenotypes. Furthermore, lung‐specific Naprt deletion significantly increases tumor burden in
Myung Joon Oh +11 more
wiley +1 more source

