The following pages link to (Q5663204):
Displaying 50 items.
- A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (Q2387270) (← links)
- Identification of bilinear systems using differential evolution algorithm (Q2391674) (← links)
- Adaptive selection and validation of models of complex systems in the presence of uncertainty (Q2408986) (← links)
- Time series analysis of covariance based on linear transfer function models (Q2417983) (← links)
- Multichannel deconvolution with long-range dependence: a minimax study (Q2437859) (← links)
- Modeling and forecasting of stock markets under a system adaptation framework (Q2439872) (← links)
- Forecasting by factors, by variables, by both or neither? (Q2453089) (← links)
- Degenerate problems of designing the control system of a linear discrete plant (Q2457469) (← links)
- Short-term hydropower production planning by stochastic programming (Q2471236) (← links)
- A correlation-spectral identification method for quasi-stationary time processes (Q2487486) (← links)
- A note on the extremes of a particular moving average count data model (Q2489830) (← links)
- Taming the bullwhip effect whilst watching customer service in a single supply chain echelon (Q2491780) (← links)
- A self-adaptive neural fuzzy network with group-based symbiotic evolution and its prediction applications (Q2492354) (← links)
- Auto-association measures for stationary time series of categorical data (Q2513938) (← links)
- `Horses for courses' in demand forecasting (Q2514821) (← links)
- Statistical analysis of first-order MARMA processes (Q2518003) (← links)
- Econometrics and psychometrics: A survey of communalities (Q2546764) (← links)
- Numerical differentiation procedures for non-exact data (Q2561816) (← links)
- Efficiency improvements in inference on stationary and nonstationary fractional time series (Q2583420) (← links)
- Modeling carbon spot and futures price returns with GARCH and Markov switching GARCH models (Q2629585) (← links)
- Measuring the bullwhip effect for supply chains with seasonal demand components (Q2630097) (← links)
- A QSPR-like model for multilocus genotype networks of \textit{Fasciola hepatica} in Northwest Spain (Q2632448) (← links)
- Identification of seasonal effects in impulse responses using score-driven multivariate location models (Q2661317) (← links)
- Testing stationarity of the detrended price return in stock markets (Q2668268) (← links)
- Learning dynamical systems from data: a simple cross-validation perspective. III: Irregularly-sampled time series (Q2677775) (← links)
- Comparing short-term univariate and multivariate time-series forecasting models in infectious disease outbreak (Q2680371) (← links)
- A dynamic spike threshold with correlated noise predicts observed patterns of negative interval correlations in neuronal spike trains (Q2688640) (← links)
- Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model (Q2693256) (← links)
- Weekday dependence of German stock market returns (Q2756667) (← links)
- Exploiting the interpretability and forecasting ability of the RBF-AR model for nonlinear time series (Q2798518) (← links)
- A note on window length selection in singular spectrum analysis (Q2802834) (← links)
- Forecasting Short Time Series with the Bayesian Autoregression and the Soft Computing Prior Information (Q2808103) (← links)
- An adaptive multivariate CUSUM control chart for signaling a range of location shifts (Q2816643) (← links)
- The Yule–Walker equations as a weighted least-squares problem and the association with tapering (Q2817140) (← links)
- A simple solution for spurious regressions (Q2830774) (← links)
- Estimation Procedure for a Multiple Time Series Model (Q2876155) (← links)
- Spectral Decomposition of the AR Metric (Q2930694) (← links)
- Overlapped grouping periodogram test for detecting multiple hidden periodicities in mixed spectra (Q2930885) (← links)
- Measuring nonlinear dependence in time-series, a distance correlation approach (Q2931592) (← links)
- A novel fuzzy c-regression model algorithm using a new error measure and particle swarm optimization (Q2934502) (← links)
- Bilinear Representation of Non-stationary Autoregressive Time Series (Q2950478) (← links)
- (Q2971498) (← links)
- (Q2971499) (← links)
- (Q2971502) (← links)
- THE ET INTERVIEW: ADRIAN PAGAN (Q2976204) (← links)
- THE ROLE OF INITIAL VALUES IN CONDITIONAL SUM-OF-SQUARES ESTIMATION OF NONSTATIONARY FRACTIONAL TIME SERIES MODELS (Q2976205) (← links)
- Identification of TAR models using recursive estimation (Q3018537) (← links)
- (Q3036536) (← links)
- A note on a prediction interval for a first-order Gauss Markov process (Q3038456) (← links)
- (Q3042245) (← links)
