The following pages link to (Q5663204):
Displaying 50 items.
- Identifying and responding to outlier demand in revenue management (Q2030350) (← links)
- Time series extrinsic regression. Predicting numeric values from time series data (Q2036749) (← links)
- Seasonal adjustment of daily time series (Q2046063) (← links)
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
- A simple robust method of fractional time-delay estimation for linear dynamic systems (Q2071961) (← links)
- On MCMC sampling in self-exciting integer-valued threshold time series models (Q2076110) (← links)
- Monitoring procedures for strict stationarity based on the multivariate characteristic function (Q2078564) (← links)
- Predictive analytics for real-time auction bidding support: a case on fantasy football (Q2079289) (← links)
- Minimum Hellinger distance estimates for a periodically time-varying long memory parameter (Q2080960) (← links)
- Identification of the differencing operator of a non-stationary time series via testing for zeroes in the spectral density (Q2084060) (← links)
- General dependence structures for some models based on exponential families with quadratic variance functions (Q2084716) (← links)
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market (Q2088780) (← links)
- Matrices -- compensating the loss of anschauung (Q2101899) (← links)
- Model averaging multistep prediction in an infinite order autoregressive process (Q2109293) (← links)
- Dependence on a collection of Poisson random variables (Q2125965) (← links)
- COVID-19 pandemic control using restrictions and vaccination (Q2130183) (← links)
- Detecting conditional independence for modeling non-Gaussian time series (Q2131924) (← links)
- Observation-driven models for discrete-valued time series (Q2136647) (← links)
- Class-oriented techniques for reconstruction of dynamics from time series (Q2137487) (← links)
- Least absolute deviations estimation for uncertain autoregressive model (Q2156931) (← links)
- Exploring the impact of air pollution on COVID-19 admitted cases. Evidence from vector error correction model (VECM) approach in explaining the relationship between air pollutants towards COVID-19 cases in Kuwait (Q2166054) (← links)
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework (Q2184398) (← links)
- Discrepancy-based theory and algorithms for forecasting non-stationary time series (Q2188766) (← links)
- Statistical inference of locally stationary functional coefficient models (Q2189096) (← links)
- Comparing estimation methods of non-stationary errors-in-variables models (Q2195520) (← links)
- Early warnings indicators of financial crises via auto regressive moving average models (Q2198492) (← links)
- Joint and conditional dependence modelling of peak district heating demand and outdoor temperature: a copula-based approach (Q2218640) (← links)
- Italian mortgage markets and their dynamics (Q2228573) (← links)
- Forecasting of lead-time demand variance: implications for safety stock calculations (Q2242338) (← links)
- A novel approach of dependence measure for complex signals (Q2247078) (← links)
- A combination selection algorithm on forecasting (Q2256180) (← links)
- Enhanced diagnostics for the spatial analysis of field trials (Q2260104) (← links)
- An efficient approach to spatiotemporal analysis and modeling of air pollution data (Q2261015) (← links)
- On the parametrization of autoregressive models by partial autocorrelations (Q2265777) (← links)
- Identification and estimation algorithm for stochastic neural system. II (Q2266678) (← links)
- Uncertain time series analysis with imprecise observations (Q2272432) (← links)
- Multivariate stochastic delay differential equations and CAR representations of CARMA processes (Q2274272) (← links)
- Periodically correlated models for short-term electricity load forecasting (Q2284058) (← links)
- Model specification and selection for multivariate time series (Q2293377) (← links)
- A novel hybrid decomposition-ensemble model based on VMD and HGWO for container throughput forecasting (Q2295254) (← links)
- Statistical inference for time series with non-precise data (Q2302790) (← links)
- Simulation of daily rainfall scenarios with interannual and multidecadal climate cycles for South Florida (Q2319549) (← links)
- A unified approach to environmental systems modeling (Q2319553) (← links)
- Seasonal time-series modeling and forecasting of monthly mean temperature for decision making in the Kurdistan region of Iraq (Q2321803) (← links)
- An approximate fractional Gaussian noise model with \(\mathcal{O}(n)\) computational cost (Q2329801) (← links)
- A new time-series model based on quantum walk (Q2329941) (← links)
- Refined instrumental variable estimation: maximum likelihood optimization of a unified Box-Jenkins model (Q2342750) (← links)
- Partitioning and interpolation based hybrid ARIMA-ANN model for time series forecasting (Q2359869) (← links)
- Water flow probabilistic predictions based on a rainfall-runoff simulator: a two-regime model with variable selection (Q2363984) (← links)
- Application of machine learning techniques for supply chain demand forecasting (Q2384865) (← links)
