Results 41 to 50 of about 26,074 (306)

Martingale unobserved component models [PDF]

, 2015
AbstractThis chapter generalizes the familiar linear Gaussian unobserved component models or structural time series models to martingale unobserved component models. This generates forecasts whose rate of discounting of data is time-varying or local.
openaire   +3 more sources

A Two‐Stage Questionnaire and Actigraphy Screening for iRBD in a Multicenter Retrospective Cohort

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objective Isolated rapid‐eye‐movement sleep behavior disorder is a prodromal marker of synucleinopathies. However, most cases remain undiagnosed due to the insufficient predictive value of questionnaires and limited access to confirmatory video‐polysomnography. We assessed a two‐stage screening strategy combining a brief questionnaire on rapid‐
Caleb A. Massimi, Giorgio Ricciardiello Mejia, Andre Metzger, Kang Hyun Ryu, Salonee Marwaha, Eva Grzegorczyk, Li Zhou, Eliana Jacobs, Boris Gilyadov, Claudia Kunney, Liqhwa Ncube, Ankit Parekh, Emmanuel Mignot, Fanny M. Elahi, Joseph Winer, Kathleen Poston, Andreas Brink‐Kjaer, Emmanuel H. During   +17 more
wiley   +1 more source

Data Augmentation Using Multivariate Time Series Decomposition for Predicting Daily Energy Consumption of New Buildings

Buildings
Predicting building energy consumption is an essential part of demand-side management since it enables cost-effective building operation under limited resources.
Taewook Kang, Kwonsik Song
doaj   +1 more source

Health condition and job status interactions: econometric evidence of causality from a French longitudinal survey

Health Economics Review, 2019
This article investigates the causal links between health and employment status. To disentangle correlation from causality effects, the authors leverage a French panel survey to estimate a bivariate dynamic probit model that can account for the ...
Eric Delattre, Richard K. Moussa, Mareva Sabatier   +2 more
doaj   +1 more source

Unobserved component time series models with Arch disturbances [PDF]

Journal of Econometrics, 1992
We are also grateful to Neil Shephard, Mervyn King, Sushil Wadhwani, Manuel Arellano, Herman van Dijk, Rob Engle, and several anonymous referees for their comments. In addition we would like to thank Ray Chou. Frank Diebold, and Charles Goodharl for supplying us with the data used in the applicalions.
Harvey, A. C., Ruiz Ortega, Esther, Sentana, E.   +2 more
openaire   +2 more sources

Thalamo‐Lesional Connectivity Signatures of Bilateral Tonic–Clonic Seizures in Focal Cortical Dysplasia‐Related Epilepsy

Annals of Clinical and Translational Neurology, EarlyView.
ABSTRACT Objectives Focal cortical dysplasia (FCD) is the most common etiology of drug‐resistant epilepsy in children. Focal to bilateral tonic–clonic seizures (FBTCS) mark a high risk of drug‐resistant epilepsy and involve thalamocortical circuitry in their generation and propagation.
Hua Xie, Xiaotong Li, Venkata Sita Priyanka Illapani, Leigh N. Sepeta, Jason Schroeder, Chima O. Oluigbo, Madison M. Berl, William D. Gaillard, Nathan T. Cohen   +8 more
wiley   +1 more source

Modeling long-run global agricultural price dynamics: a trend-cycle decomposition and unobserved components approach

Frontiers in Sustainable Food Systems
IntroductionSince the 1960s, global agricultural prices have exhibited significant episodic volatility. This study aims to conduct a trend-cycle decomposition of these prices to identify the cyclical patterns of their long-run dynamic evolution ...
Yujia Li, Bingjian Zhao, Ming Che
doaj   +1 more source

Detection of unobserved heterogeneity with growth mixture models

Revista de Matemática: Teoría y Aplicaciones, 2009
Latent growth curve models as structural equation models are extensively discussed in various research fields (Duncan et al., 2006). Recent methodological and statistical extension are focused on the consideration of unobserved heterogeneity in ...
Jost Reinecke, Luca Mariotti
doaj   +1 more source

Prediction of Surface Topography Parameters in Direct Laser Interference Patterning of Stainless Steel Using Infrared Monitoring and Convolutional Neural Networks

Advanced Engineering Materials, EarlyView.
This study presents an infrared monitoring approach for direct laser interference patterning (DLIP) combined with a convolutional neural network (CNN). Thermal emission data captured during structuring are used to predict surface topography parameters.
Lukas Olawsky, Marcelo Sallese, Leander Kläber, Clemens Kuhn, Keming Du, Andrés Fabián Lasagni   +5 more
wiley   +1 more source

REGCMPNT – A Fortran Program for Regression Models with ARIMA Component Errors

Journal of Statistical Software, 2011
RegComponent models are time series models with linear regression mean functions and error terms that follow ARIMA (autoregressive-integrated-moving average) component time series models.
William R. Bell
doaj