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Rachmawaty Rachmawaty, Jeni Irnawati, Afif Zaerofi
Pág. 413 - 425
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Han Lin Shang
A key summary statistic in a stationary functional time series is the long-run covariance function that measures serial dependence. It can be consistently estimated via a kernel sandwich estimator, which is the core of dynamic functional principal compon...
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C. Tamilselvi, Md Yeasin, Ranjit Kumar Paul and Amrit Kumar Paul
Denoising is an integral part of the data pre-processing pipeline that often works in conjunction with model development for enhancing the quality of data, improving model accuracy, preventing overfitting, and contributing to the overall robustness of pr...
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Wen Tian, Yining Zhang, Ying Zhang, Haiyan Chen and Weidong Liu
To fully leverage the spatiotemporal dynamic correlations in air traffic flow and enhance the accuracy of traffic flow prediction models, thereby providing a more precise basis for perceiving congestion situations in the air route network, a study was co...
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Cumhur Ekinci and Oguz Ersan
Assuming that investors can be foreign or local, do high-frequency trading (HFT) or not, and submit orders through a bank-owned or non-bank-owned broker, we associated trades to various investors. Then, building a panel vector autoregressive model, we an...
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Sihan Song, Qiujing Zhou, Tao Zhang and Yintao Hu
Concrete dam deformation prediction is important for assessing the safety of dams. A TPE-STL-LSTM deformation prediction model for concrete dams is established by introducing the TPE algorithm based on the decomposition?prediction model. Taking the Wanji...
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Lihui Chen, Zhonghua He, Xiaolin Gu, Mingjin Xu, Shan Pan, Hongmei Tan and Shuping Yang
Droughts are becoming more frequent in the karst region of southwest China due to climate change, and accurate monitoring of karst agricultural droughts is crucial. To this end, in this study, based on random forest (RF) and support vector regression (SV...
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Mengmeng Jiang, Zening Wu, Xi Guo, Huiliang Wang and Yihong Zhou
Under the influence of global climate change and urbanization processes, the number of available water resources (AWRs) in basins has become significantly more uncertain, which has restricted the sustainable development of basins. Therefore, it is import...
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José Francisco Vergara-Perucich
This paper aims to empirically review the process of housing financialisation in London, exploring a time series causal relationship between house prices and financial instruments, using the Granger method and a VAR test. In order to carry out this analy...
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Silvia Golia, Luigi Grossi and Matteo Pelagatti
In this paper we assess how intra-day electricity prices can improve the prediction of zonal day-ahead wholesale electricity prices in Italy. We consider linear autoregressive models with exogenous variables (ARX) with and without interactions among pred...
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