Výsledky vyhledávání - "Inference from stochastic processes; time series analysis"

Wavelet neural networks: A practical guide Autor Alexandridis, Antonios K., Zapranis, Achilleas D.

“… The following subjects were thoroughly examined: the structure of a WN, training methods, initialization algorithms, variable significance and variable selection algorithms…”
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Probabilistic forecasts, calibration and sharpness Autor Gneiting, Tilmann, Balabdaoui, Fadoua, Raftery, Adrian E

“… We propose a diagnostic approach to the evaluation of predictive performance that is based on the paradigm of maximizing the sharpness of the predictive distributions subject to calibration…”
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Linear and nonlinear analysis of normal and CAD-affected heart rate signals Autor Acharya, U. Rajendra, Faust, Oliver, Sree, Vinitha, Swapna, G., Martis, Roshan Joy, Kadri, Nahrizul Adib, Suri, Jasjit S.

“…) from the ECG signals and used them as base signal for further analysis. We then analyzed the HR signals of both normal and CAD subjects using (i) time domain, (ii…”
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P-Value Precision and Reproducibility Autor Boos, Dennis D., Stefanski, Leonard A.

“…P-values are useful statistical measures of evidence against a null hypothesis. In contrast to other statistical estimates, however, their sample-to-sample…”
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An alternative approach to estimating the parameters of a generalised Grey Verhulst model: An application to steel intensity of use in the UK Autor Evans, Mark

“… Being able to forecast time series accurately has been quite a popular subject for researchers both in the past and at present…”
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Selection of estimation window in the presence of breaks Autor Pesaran, M. Hashem, Timmermann, Allan

“…In situations where a regression model is subject to one or more breaks it is shown that it can be optimal to use pre-break data to estimate the parameters of the model used to compute out-of-sample forecasts…”
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Jump neural network for online short-time prediction of blood glucose from continuous monitoring sensors and meal information Autor Zecchin, C., Facchinetti, A., Sparacino, G., Cobelli, C.

“… The NN is tuned on data of 10 type 1 diabetics and then assessed on 10 different subjects…”
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Bootstrapping autoregressions with conditional heteroskedasticity of unknown form Autor Gonçalves, Sı́lvia, Kilian, Lutz

“… for stationary autoregressive processes with martingale difference errors subject to possible conditional heteroskedasticity of unknown form…”
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Measuring Inequity Aversion in a Heterogeneous Population Using Experimental Decisions and Subjective Probabilities Autor Bellemare, Charles, Kröger, Sabine, van Soest, Arthur

“… The model, estimated using a large representative sample of subjects from the Dutch population, allows both nonlinear preferences for equity and expectations to vary across socioeconomic groups…”
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Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections Autor Jin, Zhuo, Yang, Hailiang, George Yin, G.

“… payment and the possible capital injections. The surplus is modeled by a regime-switching jump diffusion process subject to both regular and singular controls…”
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Small sample properties of forecasts from autoregressive models under structural breaks Autor Pesaran, M. Hashem, Timmermann, Allan

“…This paper develops a theoretical framework for the analysis of small-sample properties of forecasts from general autoregressive models under structural…”
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Neoclassical Theory Versus Prospect Theory: Evidence from the Marketplace Autor List, John A.

“…, prospect theory, which invokes psychological effects. This paper pits neoclassical theory against prospect theory by investigating data drawn from more than 375 subjects actively participating in a well-functioning marketplace…”
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Mean–variance asset–liability management: Cointegrated assets and insurance liability Autor Chiu, Mei Choi, Wong, Hoi Ying

“…► Consider the mean–variance ALM for an insurer investing in cointegrated assets. ► The insurer has random insurance claims during the investment period. ► The…”
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Measuring dynamic efficiency: Theories and an integrated methodology Autor Chen, Chien-Ming, van Dalen, Jan

“…Almost all dynamic production systems are subject to lagged productive effects, which are an often-ignored latent source of interference in the efficiency measuring process…”
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Bayesian Methods for Hidden Markov Models: Recursive Computing in the 21st Century Autor Scott, Steven L

“…Markov chain Monte Carlo (MCMC) sampling strategies can be used to simulate hidden Markov model (HMM) parameters from their posterior distribution given…”
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Population Value Decomposition, a Framework for the Analysis of Image Populations Autor Crainiceanu, Ciprian M., Caffo, Brian S., Luo, Sheng, Zipunnikov, Vadim M., Punjabi, Naresh M.

“… The most significant challenge is the massive size of the datasets incorporating images recorded for hundreds or thousands of subjects at multiple visits…”
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Transportation-information inequalities for Markov processes Autor Guillin, Arnaud, Léonard, Christian, Wu, Liming, Yao, Nian

“…In this paper, one investigates the transportation-information T c I inequalities: α ( T c ( ν, μ )) ≤ I ( ν | μ ) for all probability measures ν on a metric…”
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Experiments on forecasting behavior with several sources of information – A review of the literature Autor Leitner, Johannes, Leopold-Wildburger, Ulrike

“… forecasting behavior are interdisciplinary issues and have been subject to extensive empirical field and laboratory research…”
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Generating Ambiguity in the Laboratory Autor Stecher, Jack, Shields, Timothy, Dickhaut, John

“… The method provides researchers with a way to give subjects the experience of ambiguity. In any experiment, learning the distribution from experience is impossible for the subjects, essentially because it is impossible for the experimenter…”
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Individual Prediction in Prostate Cancer Studies Using a Joint Longitudinal Survival-Cure Model Autor Yu, Menggang, Taylor, Jeremy M. G, Sandler, Howard M

“…Patients treated for prostate cancer are monitored by periodically measuring prostate-specific antigen (PSA) after treatment. Increases in PSA are suggestive…”
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