The following pages link to (Q4862306):
Displaying 50 items.
- Introducing model uncertainty by moving blocks bootstrap (Q864906) (← links)
- The ARMA model in state space form (Q868278) (← links)
- Bidding under price uncertainty in multi-unit pay-as-bid procurement auctions for power systems reserve (Q877616) (← links)
- Integration of artificial neural networks and genetic algorithm to predict electrical energy consumption (Q884650) (← links)
- Extremum seeking control based on phasor estimation (Q888806) (← links)
- A novel hybrid FA-based LSSVR learning paradigm for hydropower consumption forecasting (Q905150) (← links)
- Analysis of rounded data from dependent sequences (Q907062) (← links)
- Asymptotic behavior of the variance of the EWMA statistic for autoregressive processes (Q945823) (← links)
- Heteroscedastic mixture transition distribution (HMTD) model (Q949353) (← links)
- A Hilbert-Huang transform approach for predicting cyber-attacks (Q955858) (← links)
- ECM-based maximum likelihood inference for multivariate linear mixed models with autoregressive errors (Q962387) (← links)
- The deterministic grey dynamic model with convolution integral \(DGDMC(1, n)\) (Q965583) (← links)
- Fractal time series -- A tutorial review (Q966330) (← links)
- On the predictability of long-range dependent series (Q966347) (← links)
- Activity pattern detection in electroneurographic and electromyogram signals through a heteroscedastic change-point method (Q975968) (← links)
- Predictive information and explorative behavior of autonomous robots (Q978638) (← links)
- Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
- A survey of stochastic modelling approaches for liberalised electricity markets (Q992645) (← links)
- Selection between models through multi-step-ahead forecasting (Q993804) (← links)
- A note on the invertibility of nonlinear ARMA models (Q993810) (← links)
- Adaptive deadband control of a drifting process with unknown parameters (Q997262) (← links)
- Decomposition of the multi-dimensional time series identification problem (Q1002964) (← links)
- An asymptotic theory for sample covariances of Bernoulli shifts (Q1004401) (← links)
- Modelling spatio-temporal movement of tourists using finite Markov chains (Q1005197) (← links)
- Proportional functional coefficient time series models (Q1007454) (← links)
- Inductive process modeling (Q1009252) (← links)
- A decision support system methodology for forecasting of time series based on soft computing (Q1010354) (← links)
- Time series clustering based on forecast densities (Q1010412) (← links)
- Improved Peňa-Rodriguez portmanteau test (Q1010524) (← links)
- Additional sources of bias in half-life estimation (Q1010552) (← links)
- On time series model selection involving many candidate ARMA models (Q1020721) (← links)
- A Bayesian analysis of moving average processes with time-varying parameters (Q1020904) (← links)
- Statistical analysis for rounded data (Q1021987) (← links)
- Computing and using residuals in time series models (Q1023503) (← links)
- Faster ARMA maximum likelihood estimation (Q1023549) (← links)
- Multiscale spectral analysis for detecting short and long range change points in time series (Q1023672) (← links)
- Adaptive CUSUM procedures with Markovian mean estimation (Q1023782) (← links)
- Modeling nonlinear dynamics and chaos: a review (Q1036298) (← links)
- Modeling covariance matrices via partial autocorrelations (Q1036800) (← links)
- Estimation of trend in state-space models: asymptotic mean square error and rate of convergence (Q1043710) (← links)
- Time series in the time domain (Q1066594) (← links)
- A new forecasting method of discrete dynamic system (Q1126590) (← links)
- Tidal flow forecasting using reduced rank square root filters (Q1128013) (← links)
- Alternative equations for combining the results of Kalman filters. (Q1275539) (← links)
- Parametric covariance models for shock-induced stochastic processes (Q1298942) (← links)
- Self-affine time series: Measures of weak and strong persistence. (Q1304360) (← links)
- A new forecasting method for time continuous model of dynamic system (Q1354289) (← links)
- The indirect measurement of fatigue limits of structural steel by the deterministic grey dynamic model DGDM(1,1,1) (Q1384392) (← links)
- Partial equilibrium analysis in a noisy chaotic market (Q1391616) (← links)
- A research on the deterministic grey dynamic model with multiple inputs DGDMMI(1,1,1). (Q1406200) (← links)
