Results 91 to 100 of about 4,469 (193)

Missing Values in Time Series: A Brief Review and a New Versatile Imputation Method

International Statistical Review, EarlyView.
Summary Missing data can significantly hamper standard time series analysis, yet they occur frequently in applications. In this paper, we briefly review some available methods for handling missing values and introduce the temporal Wasserstein imputation, a novel method for imputing missing data in time series.
Shuo‐Chieh Huang, Tengyuan Liang, Ruey S. Tsay   +2 more
wiley   +1 more source

Synthetic Seasonal Weekly Load Profile Generation Based on Advanced Wasserstein-Distance Generative Adversarial Networks

Energies
The power injections variability due to volatile renewable energy sources and large dynamic loads (e.g., Plug-in Electric Vehicles and Heat Pumps) may cause excessive voltage fluctuations and power system instability. To mitigate these problems, accurate
Seema P. Narayanan, Manjula G. Nair, David Macii, Vishakh K. Hariharan, Abhinand Karimbil   +4 more
doaj   +1 more source

Density‐Valued ARMA Models by Spline Mixtures

Journal of Time Series Analysis, EarlyView.
ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley   +1 more source

A Comparison between Wasserstein Distance and a Distance Induced by Fisher-Rao Metric in Complex Shapes Clustering

Proceedings, 2017
Shape Analysis studies geometrical objects, as for example a flat fish in the plane or a human head in the space. The applications range from structural biology, computer vision, medical imaging to archaeology. We focus on the selection of an appropriate
Angela De Sanctis, Stefano A. Gattone
doaj   +1 more source

Testing Distributional Granger Causality With Entropic Optimal Transport

Journal of Time Series Analysis, EarlyView.
ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley   +1 more source

Two clusterings to capture basketball players’ shooting tendencies using tracking data: clustering of shooting styles and the shots themselves

International Journal of Computer Science in Sport
Studies to understand the shooting preferences of basketball players relied exclusively on data on shot location, which did not lead to concrete understandings because they contained no information on how they moved to that location.
Yamada Kazuhiro, Fujii Keisuke
doaj   +1 more source

Marchenko–Pastur Laws for Daniell Smoothed Periodograms

Journal of Time Series Analysis, EarlyView.
ABSTRACT Given a sample X0,…,Xn−1$$ {X}_0,\dots, {X}_{n-1} $$ from a d$$ d $$‐dimensional stationary time series (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$, the most commonly used estimator for the spectral density matrix F(θ)$$ F\left(\theta \right) $$ at a given frequency θ∈[0,2π)$$ \theta \in \left[0,2\pi \right) $$ is the Daniell smoothed ...
Ben Deitmar
wiley   +1 more source

Relative Arbitrage Opportunities With Interactions Among N Investors

Mathematical Finance, EarlyView.
ABSTRACT The relative arbitrage portfolio outperforms a benchmark portfolio over a given time‐horizon with probability one. With market price of risk processes depending on the market portfolio and investors, this paper analyzes the multi‐agent optimization of relative arbitrage opportunities in the coupled system of market and wealth dynamics.
Tomoyuki Ichiba, Nicole Tianjiao Yang
wiley   +1 more source

Advancing scenario generation in large-scale clean energy bases via enhanced hyperparameter optimization techniques

International Journal of Electrical Power & Energy Systems
With the rapid expansion of large-scale clean energy bases in major energy-producing countries, high-quality scenario generation has become essential for effective energy management and intelligent scheduling.
Bo Wu, Xiuli Wang, Bangyan Wang, Shixiong Qi, Wenduo Sun, Qihang Huang, Xiang Ma, Yaohong Xie   +7 more
doaj   +1 more source

A Spatial Clustering Approach of Economic Activities: An Application to the Agribusiness Sector in Brazil's Midwest Region

Geographical Analysis, Volume 58, Issue 4, October 2026.
ABSTRACT The spatial distribution of economic activities is central to regional economics. However, empirical tools for comparing industries based on the similarity of their spatial distributions remain limited. Traditional cluster analysis typically ignores geographical distance and connectivity, while spatial methods focus on clustering places rather
Gilvan Santos do Rosario Junior, Ticiana Grecco Zanon Moura, Mauro Ferrante   +2 more
wiley   +1 more source