The following pages link to (Q4862306):
Displaying 50 items.
- Incomplete time series prediction using max-margin classification of data with absent features (Q1958847) (← links)
- A measure of information and its applications to test for randomness against ARMA alternatives and to goodness-of-fit test (Q1965891) (← links)
- Rank-based partial aurocorrelations are not asymptotically distribution-free (Q1976502) (← links)
- Modeling of the COVID-19 cases in Gulf Cooperation Council countries using ARIMA and MA-ARIMA models (Q2065407) (← links)
- Modeling and forecasting the spread and death rate of coronavirus (COVID-19) in the world using time series models (Q2123619) (← links)
- The bullwhip effect in a manufacturing/remanufacturing supply chain under a price-induced non-standard ARMA(1,1) demand process (Q2140191) (← links)
- Airflow recovery from thoracic and abdominal movements using synchrosqueezing transform and locally stationary Gaussian process regression (Q2157494) (← links)
- Scaling properties of childhood infectious diseases epidemics before and after mass vaccination in Canada (Q2196790) (← links)
- Analyzing growth components in trees (Q2211617) (← links)
- Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment (Q2241057) (← links)
- Spline estimation of functional coefficient regression models for time series with correlated errors (Q2251711) (← links)
- Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization (Q2253530) (← links)
- Coordinating lead times and safety stocks under autocorrelated demand (Q2255886) (← links)
- A model-free test for independence between time series (Q2259974) (← links)
- Estimation for inner surface geometry of furnace wall using inverse process combined with grey prediction model (Q2271018) (← links)
- Improved time-variant fuzzy time series forecast (Q2271111) (← links)
- Forecasting time series of inhomogeneous Poisson processes with application to call center workforce management (Q2271338) (← links)
- Copulas-based time series combined forecasters (Q2282308) (← links)
- Designing fuzzy time series forecasting models: a survey (Q2283291) (← links)
- Feedback in a predictive model of a reactive distillation process (Q2290836) (← links)
- Examining human unipedal quiet stance: characterizing control through jerk (Q2299958) (← links)
- Nonlinear extensions of a fractal-multifractal approach for environmental modeling (Q2319550) (← links)
- Seasonal time-series modeling and forecasting of monthly mean temperature for decision making in the Kurdistan region of Iraq (Q2321803) (← links)
- Implied risk aversion: an alternative rating system for retail structured products (Q2328778) (← links)
- Forecasting seasonal time series based on fuzzy techniques (Q2328903) (← links)
- Mixed portmanteau test for diagnostic checking of time series models (Q2336523) (← links)
- Evaluation methods and decision theory for classification of streaming data with temporal dependence (Q2339942) (← links)
- Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model (Q2342750) (← links)
- Time series interpolation via global optimization of moments fitting (Q2355921) (← links)
- An uncertainty management framework for industrial applications (Q2358143) (← links)
- High dimensional cross-sectional dependence test under arbitrary serial correlation (Q2360967) (← links)
- Selecting an optimal model for forecasting the volumes of railway goods transportation (Q2362338) (← links)
- Behavioral analysis of differential Hebbian learning in closed-loop systems (Q2376506) (← links)
- Bayesian learning for a class of priors with prescribed marginals (Q2379332) (← links)
- A new nonlinearity test to circumvent the limitation of Volterra expansion with application (Q2398407) (← links)
- Canonical correlation for principal components of time series (Q2403411) (← links)
- A Gini-based time series analysis and test for reversibility (Q2423186) (← links)
- The application of kernel smoothing to time series data (Q2431942) (← links)
- Modeling US housing prices by spatial dynamic structural equation models (Q2443143) (← links)
- A control chart based on likelihood ratio test for detecting patterned mean and variance shifts (Q2445614) (← links)
- On testing for serial correlation of unknown form using wavelet thresholding (Q2445707) (← links)
- On the inference and approximation properties of belief rule based systems (Q2446396) (← links)
- Improving density forecast by modeling asymmetric features: an application to S{\&}P500 returns (Q2455633) (← links)
- The effect of forecasting and information sharing in SCM for multi-generation products (Q2462123) (← links)
- A simplified approach to inverting the autocovariance matrix of a general \(\mathrm{ARMA}(p,q)\) process (Q2475419) (← links)
- Functional-coefficient partially linear regression model (Q2482616) (← links)
- Outliers in functional autoregressive time series (Q2483872) (← links)
- A class of stationary random fields with a simple correlation structure (Q2485994) (← links)
- Benchmarking, temporal distribution, and reconciliation methods for time series. (Q2494599) (← links)
- Fitting MA(\(q\)) models in the closed invertible region (Q2497787) (← links)
