Treffer 121 - 140 von 3.049

121

Computation of asymmetric signal extraction filters and mean squared error for ARIMA component models
William R. Bell ; Donald E. K. Martin
Journal of Time Series Analysis. 25:603-623

linear projection Time series, auto-correl... seasonal ajustment 0101 mathematics Statistical aspects of i... 01 natural sciences
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122

Asymptotic mean‐squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process: Asymptotic mean-squared forecast error when an autoregression with linear trend is fitted to data generated by an I(0) or I(1) process
Paul Newbold ; Stephen J. Leybourne ; Tae-Hwan Kim
Journal of Time Series Analysis. 25:583-602

least squares estimation Linear regression mixed models 0502 economics and busin... 05 social sciences prediction
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123

On the closed form of the covariance matrix and its inverse of the causal ARMA process
John N. Haddad
Journal of Time Series Analysis. 25:443-448

generalized variance Time series, auto-correl... inverses of covariance m... 0502 economics and busin... 05 social sciences recurrent relations
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124

Forecast entropy
Yao, W. ; Essex, C. ; Yu, P. ; et al.
Kybernetes. 33:1009-1015

Estimation and detection... Measures of information,... Time series, auto-correl... forecast entropy observed time series Lorenz equations
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125

PHASE SPACE RECONSTRUCTION AND NONLINEAR PREDICTIONS FOR STATIONARY AND NONSTATIONARY MARKOVIAN PROCESSES: Phase space reconstruction and nonlinear predictions for stationary and nonstationary Markovian processes.
Mario Ragwitz ; Holger Kantz
International Journal of Bifurcation and Chaos. 14:1935-1945

Time series, auto-correl... Markov processes Markov chain 0103 physical sciences Time series analysis stochastic process
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126

Equivalence of Gaussian measures for some nonstationary random fields
Michael L. Stein
Journal of Statistical Planning and Inference. 123:1-11

Kriging Continuity and singulari... fixed-domain asymptotics Gaussian processes fractional Brownian fiel... 0101 mathematics
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127

Pooling of forecasts
David Hendry ; Michael Clements ; Society, Royal Economic
The Econometrics Journal. 7:1-31

Economics 0502 economics and busin... 05 social sciences forecast combination encompassing Monte Carlo methods
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128

Study on prediction methods for dynamic systems of nonlinear chaotic time series
Xin Bao-gui ; Ma Junhai ; Chen Yu-shu
Applied Mathematics and Mechanics. 25:605-611

parameter identification Estimation and detection... time series prediction nonlinear self-related c... 0103 physical sciences 0202 electrical engineer...
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129

Low cost inertial orientation tracking with Kalman filter
Jan Dr. Breitenbach ; Markus Haid
Applied Mathematics and Computation. 153:567-575

Drift 0209 industrial biotechn... Tracking 02 engineering and techn... Applications of statisti... Applications of statisti...
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130

Forecasting Markov-switching dynamic, conditionally heteroscedastic processes
Davidson, James ; Cardiff Business School (now at University of Exeter)
Statistics & Probability Letters. 68:137-147

Forecasts point predictions standard errors Markov-switching 0502 economics and busin... 05 social sciences
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131

A Note on the Filtering for Some Time Series Models: A note on the filtering for some time series models
Aerambamoorthy Thavaneswaran ; Shelton Peiris
Journal of Time Series Analysis. 25:397-407

biostatiscics Time series, auto-correl... ARCH model state space model Censored data models Kalman filter
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132

The Riesz?Bessel Fractional Diffusion Equation: The Riesz-Bessel fractional diffusion equation
Anh, Vo ; McVinish, Ross
Applied Mathematics and Optimization. 49:241-264

Stochastic evolution equ... fractional diffusion equ... Fractional diffusion equ... stochastic evolution equ... Anomalous diffusion Lévy motion
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133

Dynamic Analysis of Neural Encoding by Point Process Adaptive Filtering: Dynamic analysis of neural encoding by point process adaptive filtering
Riccardo Barbieri ; Loren M. Frank ; Emery N. Brown ; et al.
Neural Computation. 16:971-998

conditional intensity fu... 0301 basic medicine 03 medical and health sc... Neuronal Plasticity 0302 clinical medicine Neural biology
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134

The adjustment of prediction intervals to account for errors in parameter estimation: The ajustement of prediction intervals to account for errors in parameter estimation
He, Zhisong. ; Kabaila, Paul. ; La Trobe University School of Engineering and Mathematical Sciences. ; et al.
Journal of Time Series Analysis. 25:351-358

Time series, auto-correl... second order approximati... 010405 Statistical Theor... 0104 (four-digit-FOR) estimation error 0101 mathematics
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135

Bayesian and Dempster-Shafer fusion
Don Koks ; Subhash Challa
Sadhana. 29:145-174

Dempster-Shafer fusion Bayesian inference 0202 electrical engineer... 02 engineering and techn... Inference from stochasti... Filtering in stochastic...
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136

Using the Lee–Carter Method to Forecast Mortality for Populations with Limited Data*: Using the Lee-Carter method to forecast mortality for populations with limited data
Li, Nan ; Lee, Ronald ; Tuljapurkar, Shripad
Internat. Statist. Rev. 72, no. 1 (2004), 19-36

4. Education 05 social sciences Lee-Carter method 15. Life on land Mortality forecast 01 natural sciences
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137

Probabilistic Population Projections for India with Explicit Consideration of the Education‐Fertility Link: Probabilistic population projections for India with explicit consideration of the education-fertility link
Lutz, W. ; Scherbov, S.
Internat. Statist. Rev. 72, no. 1 (2004), 81-92

Applications of statisti... Population 05 social sciences Uncertainty 1. No poverty India
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138

Simpler Probabilistic Population Forecasts: Making Scenarios Work: Simpler probabilistic population forecasts: making scenarios work
Goldstein, Joshua R.
Internat. Statist. Rev. 72, no. 1 (2004), 93-106

Applications of statisti... 05 social sciences Uncertainty Age structure 01 natural sciences Stochastic
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139

Assumptions on Fertility in Stochastic Population Forecasts*: Assumptions on fertility in stochastic population forecasts
Alders, Maarten ; de Beer, Joop
Internat. Statist. Rev. 72, no. 1 (2004), 65-79

Applications of statisti... Fertility Data analysis (statistic... Time series, auto-correl... 0502 economics and busin... 05 social sciences
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140

Mortality Forecasting and Trend Shifts: an Application of the Lee–Carter Model to Swedish Mortality Data*: Mortality forecasting and trend shifts: an application of the Lee-Carter model to Swedish mortality data
Lundström, Hans ; Qvist, Jan
Internat. Statist. Rev. 72, no. 1 (2004), 37-50

Applications of statisti... Time series, auto-correl... Lee-Carter model 0502 economics and busin... 05 social sciences Trend shifts
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