Autoregressive model

Results: 523



#Item
41Time series models / Signal processing / Statistical forecasting / HilbertHuang transform / Time series analysis / Noise / Autoregressive integrated moving average / Forecasting / Ensemble forecasting / Time series / Artificial neural network / Autoregressive model

March 8, :24 WSPCAADAAdvances in Adaptive Data Analysis Vol. 3, No–482

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Source URL: rcada.ncu.edu.tw

Language: English - Date: 2012-04-22 23:10:51
42Time series models / Forecasting / Statistical forecasting / Time series analysis / Prediction / Autoregressive model

The Dynamics of Expected Returns: Evidence from Multi-Scale Time Series Modeling∗ Daniele Bianchi† Andrea Tamoni‡

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Source URL: www.cb.cityu.edu.hk

Language: English - Date: 2016-07-08 00:00:40
43Estimation theory / Statistical theory / Statistical models / Regression analysis / Probability distributions / Stochastic volatility / Normal distribution / Generalized linear model / Maximum likelihood estimation / Prior probability / Variance / Autoregressive model

Journal of Applied Statistics, Vol. 28, No. 6, 2001, Dynamic paired comparison models with stochastic variances MARK E. GLICKMAN, Boston University, Boston, MA 02215, USA

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Source URL: www.glicko.net

Language: English - Date: 2009-12-24 15:06:38
44Statistical classification / Regression analysis / Support vector machine / Cross-validation / Prediction / Variance / On-time performance / Linear regression / Autoregressive model / Mean absolute percentage error / Bus stop / Machine learning

Bus Travel Time Prediction under High Variability Conditions Kranthi Kumar Reddy Graduate Student Department of Civil Engineering Indian Institute of Technology Madras

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Source URL: www.currentscience.ac.in

Language: English - Date: 2016-07-11 02:36:02
45Time series models / Signal processing / Econometrics / Vector autoregression / Control theory / Value at risk / Autoregressive model / Kalman filter

A, B,C’S (AND D)’S FOR UNDERSTANDING VARS JESÚS FERNÁNDEZ-VILLAVERDE UNIVERSITY OF PENNSYLVANIA, NBER, AND CEPR JUAN F. RUBIO-RAMÍREZ FEDERAL RESERVE BANK OF ATLANTA THOMAS J. SARGENT

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Source URL: www.tomsargent.com

Language: English - Date: 2015-04-08 13:03:43
46Econometrics / Regression analysis / Parametric statistics / Measurement / Statistical inference / SNOTEL / Errors and residuals / Outlier / T-statistic / Statistics / Autoregressive model / Plot

4.4 APPLICATION OF A PROBABILISTIC SPATIAL QUALITY CONTROL SYSTEM TO DAILY TEMPERATURE OBSERVATIONS IN OREGON Wayne Gibson*, Christopher Daly, Matthew Doggett, Joseph Smith, and George Taylor Oregon State University. Co

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Source URL: prism.nacse.org

Language: English - Date: 2015-03-02 11:05:40
47Statistical inference / Statistical forecasting / Time series models / Time series analysis / Signal processing / Bootstrapping / Forecasting / Autoregressive model / Wind farm / Wind / Resampling / Prediction

Catching Uncertainty of Wind: A Blend of Sieve Bootstrap and Regime Switching Models for Probabilistic Short-term Forecasting of Wind Speed Yulia R. Gel University of Texas at Dallas, USA Vyacheslav Lyubchich

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Source URL: esc.cbl.umces.edu

Language: English - Date: 2015-08-24 23:44:33
48Estimation theory / Regression analysis / Statistical models / Bayesian statistics / Econometrics / Maximum likelihood estimation / Expectationmaximization algorithm / Variational Bayesian methods / Linear regression / Autoregressive model / Variance function / Mixture model

Learning stable, regularised latent models of neural population dynamics Lars Buesing, Jakob H. Macke and Maneesh Sahani Gatsby Computational Neuroscience Unit University College London, UK 17 Queen Square, London, WC1N

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Source URL: www.mackelab.org

Language: English - Date: 2016-08-04 15:02:44
49Economic forecasting / Statistical forecasting / Time series models / Economy of the United States / Survey of Professional Forecasters / Forecasting / Macroeconomic model / Economic model / Forecast error / Autoregressive integrated moving average / Rational expectations

Adaptive Learning and Survey Expectations of In‡ation Sergey Slobodyan and Raf Wouters CERGE-EI and National Bank of Belgium preliminary draft (please do not circulate without permission)

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Source URL: www.macfinrobods.eu

Language: English - Date: 2016-06-18 03:02:36
50Econometrics / Time series analysis / Time series models / Financial risk / Actuarial science / Error correction model / Heteroscedasticity / Value at risk / Autoregressive conditional heteroskedasticity / Vector autoregression

Microsoft PowerPoint - M. Corazza1, A.G. Malliaris2, E. Scalco1.ppt

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Source URL: www.bbk.ac.uk

Language: English - Date: 2007-03-27 13:46:57
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