Methodology for forecasting electricity consumption by Grey and Vector autoregressive models [PDF]
MethodsX, 2021 Forecasting energy demand in general, and electricity demand in particular, requires the developing reliable forecasting tools that can be used to monitor the evolution of consumers’ energy needs more accurately.
Serge Guefano +3 more
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Bayesian hierarchical vector autoregressive models for patient-level predictive modeling. [PDF]
PLoS ONE, 2018 Predicting health outcomes from longitudinal health histories is of central importance to healthcare. Observational healthcare databases such as patient diary databases provide a rich resource for patient-level predictive modeling.
Feihan Lu +4 more
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Clustering vector autoregressive models: Capturing qualitative differences in within-person dynamics [PDF]
Frontiers in Psychology, 2016 In psychology, studying multivariate dynamical processes within a person is gaining ground. An increasingly often used method is vector autoregressive (VAR) modeling, in which each variable is regressed on all variables (including itself) at the previous
Kirsten Bulteel +4 more
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Fitting Multilevel Vector Autoregressive Models in Stan, JAGS, and Mplus. [PDF]
Struct Equ Modeling, 2022 Li Y, Wood J, Ji L, Chow SM, Oravecz Z.
europepmc +2 more sources
Partial Cointegrated Vector Autoregressive Models with Structural Breaks in Deterministic Terms
Econometrics, 2019 This paper proposes a class of partial cointegrated models allowing for structural breaks in the deterministic terms. Moving-average representations of the models are given. It is then shown that, under the assumption of martingale difference innovations,
Takamitsu Kurita, Bent Nielsen
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Econometrics, 2017 A state space model with an unobserved multivariate random walk and a linear observation equation is studied. The purpose is to find out when the extracted trend cointegrates with its estimator, in the sense that a linear combination is asymptotically ...
Søren Johansen, Morten Nyboe Tabor
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Forecasting Dengue: Evaluating the Role of Hydroclimate Information in Subseasonal to Seasonal Prediction [PDF]
GeoHealthDengue fever is a mosquito‐borne viral disease rapidly creating a significant global public health burden, particularly in urban areas of tropical and sub‐tropical countries.
Maxwell R. W. Beal +4 more
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Time-Varying Autoregressive Models: A Novel Approach Using Physics-Informed Neural Networks [PDF]
EntropyTime series models are widely used to examine temporal dynamics and uncover patterns across diverse fields. A commonly employed approach for modeling such data is the (Vector) Autoregressive (AR/VAR) model, in which each variable is represented as a ...
Zhixuan Jia, Chengcheng Zhang
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High-Dimensional Posterior Consistency in Bayesian Vector Autoregressive Models. [PDF]
J Am Stat Assoc, 2019 Ghosh S, Khare K, Michailidis G.
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Nonlinear Structural Vector Autoregressive Models with Application to Directed Brain Networks. [PDF]
IEEE Trans Signal Process, 2019 Shen Y, Giannakis GB, Baingana B.
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