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Jeffrey Tim Query, Evaristo Diz
Pág. 145 - 159
AbstractIn this study we examine the robustness of fit for a multivariate and an autoregressive integrated moving average model to a data sample time series type. The sample is a recurrent actuarial data set for a 10-year horizon. We utilize ...
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Rachmawaty Rachmawaty, Jeni Irnawati, Afif Zaerofi
Pág. 413 - 425
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Nan Fu, Dengfeng Liu, Hui Liu, Baozhu Pan, Guanghui Ming and Qiang Huang
Water, energy, food, and ecology are essential for achieving sustainable development in a region, and in order to achieve the Sustainable Development Goals, their security is also essential at a river basin scale. This study investigated the interrelatio...
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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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Chi Han, Wei Xiong and Ronghuan Yu
Mega-constellation network traffic forecasting provides key information for routing and resource allocation, which is of great significance to the performance of satellite networks. However, due to the self-similarity and long-range dependence (LRD) of m...
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José Francisco Lima, Fernanda Catarina Pereira, Arminda Manuela Gonçalves and Marco Costa
Linear models, seasonal autoregressive integrated moving average (SARIMA) models, and state-space models have been widely adopted to model and forecast economic data. While modeling using linear models and SARIMA models is well established in the literat...
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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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Efrain Noa-Yarasca, Javier M. Osorio Leyton and Jay P. Angerer
Timely forecasting of aboveground vegetation biomass is crucial for effective management and ensuring food security. However, research on predicting aboveground biomass remains scarce. Artificial intelligence (AI) methods could bridge this research gap a...
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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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