Results 211 to 220 of about 152,408 (254)
Gradual Changes in Functional Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the problem of detecting gradual changes in the sequence of mean functions from a not necessarily stationary functional time series. Our approach is based on the maximum deviation (calculated over a given time interval) between a benchmark function and the mean functions at different time points.
Patrick Bastian, Holger Dette
wiley +1 more source
Non-enzymatic error correction in self-replicators without extraneous energy supply. [PDF]
Sci RepGhosh K, Sahu P, Barik S, Subramanian H.
europepmc +1 more source
Multiple Changepoint Detection for Non‐Gaussian Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT This article combines methods from existing techniques to identify multiple changepoints in non‐Gaussian autocorrelated time series. A transformation is used to convert a Gaussian series into a non‐Gaussian series, enabling penalized likelihood methods to handle non‐Gaussian scenarios.
Robert Lund +3 more
wiley +1 more source
Further assessment of a model of changeover behavior: Implications for the matching law. [PDF]
J Exp Anal BehavAvellaneda MA, Shahan TA.
europepmc +1 more source
Markov approach for inventory control with meta-heuristics in intermittent demand environment. [PDF]
PLoS OneYuna F, Erkayman B, Yılmaz M.
europepmc +1 more source
Para-Markov chains and related non-local equations. [PDF]
Fract Calc Appl AnalFacciaroni L +3 more
europepmc +1 more source
Finding Reproduction Numbers for Epidemic Models and Predator-Prey Models of Arbitrary Finite Dimension Using the Generalized Linear Chain Trick. [PDF]
Bull Math BiolHurtado PJ, Richards C.
europepmc +1 more source
Learning Covariate Relations in Disease Progression Models Using Symbolic Neural Networks. [PDF]
CPT Pharmacometrics Syst PharmacolSundell J +4 more
europepmc +1 more source