Results 31 to 40 of about 23,659 (294)
Measuring the Distance between Sets of ARMA Models
Econometrics, 2016 A distance between pairs of sets of autoregressive moving average (ARMA) processes is proposed. Its main properties are discussed. The paper also shows how the proposed distance finds application in time series analysis.
Umberto Triacca
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Ordinal Time Series Forecasting of the Air Quality Index
Entropy, 2021 This research models and forecasts daily AQI (air quality index) levels in 16 cities/counties of Taiwan, examines their AQI level forecast performance via a rolling window approach over a one-year validation period, including multi-level forecast ...
Cathy W. S. Chen, L. M. Chiu
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Panel Vector Autoregressive Models: A Survey [PDF]
SSRN Electronic Journal, 2013 This paper provides an overview of the panel VAR models used in macroeconomics and finance. It discusses what are their distinctive features, what they are used for, and how they can be derived from economic theory. It also describes how they are estimated and how shock identification is performed, and compares panel VARs to other approaches used in ...
Canova, Fabio, Ciccarelli, Matteo
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Mixture multilevel vector-autoregressive modeling
Psychological Methods, 2023 With the rising popularity of intensive longitudinal research, the modeling techniques for such data are increasingly focused on individual differences. Here we present mixture multilevel vector-autoregressive modeling, which extends multilevel vector-autoregressive modeling by including a mixture, to identify individuals with similar traits and ...
Anja F. Ernst +4 more
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Eco-sustainability analytics: Applying stochastic modeling in environmental data for resource optimization [PDF]
E3S Web of ConferencesIn sustainable development modeling, the systemic interconnection between the economy, ecology, and social processes is considered. Simple autoregressive AR models, which are widely used in the practice of modeling and forecasting various indicators of ...
Svetunkov S. G.
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Modeling and Forecasting Electricity Demand and Prices: A Comparison of Alternative Approaches
Journal of Mathematics, 2022 Electricity demand and price forecasting are key components for the market participants and system operators as precise forecasts are necessary to manage power systems effectively. However, forecasting electricity demand and prices are challenging due to
Ismail Shah, Hasnain Iftikhar, Sajid Ali
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Engineering Applications of Computational Fluid Mechanics, 2020 Accurate streamflow prediction is essential in reservoir management, flood control, and operation of irrigation networks. In this study, the deterministic and stochastic components of modeling are considered simultaneously.
Zhen Wang +6 more
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Advanced Robotics Research, EarlyView.This study explores how information processing is distributed between brains and bodies through a codesign approach. Using the “backpropagation through soft body” framework, brain–body coupling agents are developed and analyzed across several tasks in which output is generated through the agents’ physical dynamics.
Hiroki Tomioka +3 more
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Ancestor regression in structural vector autoregressive models
Journal of Causal InferenceWe present a new method for causal discovery in linear structural vector autoregressive models. We adapt an idea designed for independent observations to the case of time series while retaining its favorable properties, i.e., explicit error control for ...
Schultheiss Christoph +2 more
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Integrating Deep Learning into Semiparametric Network Vector AutoRegressive Models
MathematicsNetwork vector AutoRegressive models play a vital role in multivariate time series analysis. However, previous research in the classic Network vector AutoRegressive (NAR) model is limited to strict assumptions of linearity and time-invariance of node ...
Yiming Tang +3 more
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