Sample Size Requirements in HLM: An Empirical Study The Relationship Between the Sample Sizes at Each Level of a Hierarchical Model and the Precision of the Outcome Model

Source URL: ierinstitute.org

• Statistics
• Statistical models
• Analysis of variance
• Covariance and correlation
• Multilevel model
• Covariance
• Parameter
• Variance
• Random effects model
• Sampling
• Multilevel modeling for repeated measures
• Estimation of covariance matrices

Correlation structure of spiky financial data: the case of congestion in Day-Ahead Energy Markets F. Caravelli1, 2, 3 1 Invenia Labs, 27 Parkside Place, Parkside, Cambridge CB1 1HQ, UK

Source URL: www.invenia.ca

• Algebra
• Covariance and correlation
• Mathematics
• Correlation and dependence
• Financial correlation
• Cross-correlation
• Eigenvalues and eigenvectors
• Matrix
• G factor

RAILS Institution #3 Data Analysis Bei Yu & Megan Oakleaf Table: librarian: 1; faculty: 2

Source URL: railsontrack.info

• Correlation and dependence
• Covariance and correlation
• Independence
• Table of bases

We consider the problem of estimating the covariance of X from measurements of the form yi = Ai xi + εi (for i = 1, . . . , n) where xi are i.i.d. unobserved samples of X, Ai are given linear operators, and εi represen

Source URL: mmds-data.org

Aspects and Consequences of Multi-Party Non-Locality Master Thesis Helen Ebbe Department of Mathematics, ETH Z¨urich

Source URL: cqi.inf.usi.ch

• Physics
• Quantum information science
• Quantum mechanics
• Covariance and correlation
• Faster-than-light communication
• Quantum entanglement
• Correlation and dependence
• G factor
• Data Encryption Standard

Forecasting Daily and High-frequency Data M´elard, Guy Abstract Examples of high-frequency time series arise in many fields of applications, like daily sales in stores, energy consumptions by hours in office buildings,

Source URL: homepages.ulb.ac.be

• Statistics
• Time series analysis
• Time series models
• Signal processing
• Noise
• Covariance and correlation
• Autoregressive integrated moving average
• Autoregressivemoving-average model
• Autocorrelation
• Autoregressive model
• Time series
• Forecasting

Lab Exercise: Samples of a covariance matrix GEOS 627: Inverse Problems and Parameter Estimation, Carl Tape Last compiled: February 11, 2015 Problem See class notes tarantola.pdf for background.

Source URL: www.giseis.alaska.edu

• Statistics
• Mathematical analysis
• Probability
• Covariance and correlation
• Summary statistics
• Probability distributions
• Multivariate statistics
• Matrices
• Covariance matrix
• Covariance
• Variance
• Normal distribution

We consider the problem of estimating the covariance of X from measurements of the form yi = Ai xi + εi (for i = 1, . . . , n) where xi are i.i.d. unobserved samples of X, Ai are given linear operators, and εi represen

Source URL: mmds-data.org

C:My DocumentsResearchSeminarsEBP02EBP02fig10.ps

Source URL: www.monmeetings.org

• Time series analysis
• Probability theory
• Statistics
• Mathematical analysis
• Stochastic processes
• Teletraffic
• Signal processing
• Covariance and correlation
• Fractional Brownian motion
• Long-range dependence
• Autocorrelation
• Self-similar process

COMPONENTS Profile Campbell Scientific designs, manufactures, and sells rugged dataloggers, data-acquisition systems, and measurement and control products used

Source URL: s.campbellsci.com

• Technology
• Measuring instruments
• Equipment
• Energy
• Renewable energy
• Data logger
• Wind power
• SCADA
• Anemometer
• Weather station
• Road Weather Information System
• Eddy covariance