Results 101 to 110 of about 23,659 (294)
Estimating Structured Vector Autoregressive Model
While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settings when the samples are dependent. We consider estimating structured VAR (vector auto-regressive models), where the structure can be captured by any suitable norm, e.g ...
Igor Melnyk, Arindam Banerjee 0001
openaire +3 more sources
Advances in causal discovery methods for ecological time series
ABSTRACT Recent advances in data collection technologies (e.g. automated sensor networks, satellite remote sensing, and high‐throughput sequencing) have greatly expanded the availability of ecological time series, enabling new opportunities for causal analyses in dynamic ecosystems.
Kenta Suzuki +6 more
wiley +1 more source
ABSTRACT The United States (U.S.) faces challenges in achieving its ambitious net‐zero carbon emissions target by 2050, with current emissions having fallen by less than 1% in 2024. Despite an investment of $500 billion in low‐carbon resources while holding the second‐largest green technology patent portfolio globally, it is further imperative to ...
Md Zubair Ahmad +5 more
wiley +1 more source
Learning Vector Autoregressive Models With Latent Processes
We study the problem of learning the support of transition matrix between random processes in a Vector Autoregressive (VAR) model from samples when a subset of the processes are latent. It is well known that ignoring the effect of the latent processes may lead to very different estimates of the influences among observed processes, and ...
Saber Salehkaleybar +3 more
openaire +2 more sources
Cointegrated VARMA models and forecasting US interest rates [PDF]
We bring together some recent advances in the literature on vector autoregressive moving-average models creating a relatively simple specification and estimation strategy for the cointegrated case. We show that in the cointegrated case with fixed initial
Christian Kascha, Carsten Trenkler
core
ABSTRACT Despite growing attention to the circular bioeconomy (CBE), the steel industry currently lacks a standardised, sectoral measurement framework to facilitate a low‐carbon transition. In this study, a decision‐support framework for evaluating CBE performance in the steel industry is proposed.
Ali Zamani Babgohari +2 more
wiley +1 more source
Short-Term Electricity Demand Forecasting Using Components Estimation Technique
Currently, in most countries, the electricity sector is liberalized, and electricity is traded in deregulated electricity markets. In these markets, electricity demand is determined the day before the physical delivery through (semi-)hourly concurrent ...
Ismail Shah +3 more
doaj +1 more source
Combining shrinkage and sparsity in conjugate vector autoregressive models. [PDF]
Hauzenberger N, Huber F, Onorante L.
europepmc +1 more source
Structural Vector Autoregressions with Markov Switching [PDF]
It is argued that in structural vector autoregressive (SVAR) analysis a Markov regime switching (MS) property can be exploited to identify shocks if the reduced form error covariance matrix varies across regimes.
Markku Lanne +2 more
core
ABSTRACT Despite the global emphasis on simultaneous achievement of higher growth and lower pollution (green growth), the dynamic link between eco‐innovation and CO2 emissions remains inadequately understood globally and specifically in Africa, with a complex and diverse institutional and regulatory landscape.
Idorenyin J. Okon +2 more
wiley +1 more source

