The following pages link to (Q5663204):
Displaying 50 items.
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM (Q62650) (← links)
- Principal component analysis for second-order stationary vector time series (Q82525) (← links)
- Seasonal integration and cointegration (Q106272) (← links)
- Estimating linear representations of nonlinear processes (Q111924) (← links)
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- Hawkes and INAR(\(\infty\)) processes (Q288846) (← links)
- Predictable returns and asset allocation: should a skeptical investor time the market? (Q301975) (← links)
- Understanding resident mobility in Milan through independent component analysis of Telecom Italia mobile usage data (Q312926) (← links)
- Supply chain forecasting: theory, practice, their gap and the future (Q322825) (← links)
- Problems and methods for multiproduct inventory control in production conditions (Q384682) (← links)
- Parameter identification of TSK neuro-fuzzy models (Q410749) (← links)
- On parameter estimation of partly observed bilinear discrete-time stochastic systems (Q427490) (← links)
- Gaussian pseudo-maximum likelihood estimation of fractional time series models (Q449990) (← links)
- Control: a perspective (Q463779) (← links)
- A new credibilistic clustering algorithm (Q506301) (← links)
- Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996) (← links)
- Goodness-of-fit tests for random sequences incorporating several components (Q515470) (← links)
- Introducing \(g\)-normal fuzzy relational models (Q521691) (← links)
- A forecasting method for Chinese civil planes attendance rate based on vague sets (Q528452) (← links)
- Decomposition of neurological multivariate time series by state space modelling (Q535574) (← links)
- A method for approximate representation of vector-valued time series and its relation to two alternatives (Q583795) (← links)
- A new look at the relationship between time-series and structural econometric models (Q585637) (← links)
- Statistical prediction of air pollution levels using non-physical models (Q598759) (← links)
- Structural-and-parametric identification of linear stochastic plants using continuous fractions (Q612199) (← links)
- Different approaches to forecast interval time series: a comparison in finance (Q625643) (← links)
- Singular spectrum analysis based on the perturbation theory (Q635237) (← links)
- Feature matching in time series modeling (Q635410) (← links)
- A correlative-spectral identification method for quasi-stationary time processes that resolves the contradiction between accuracy and performance (Q650009) (← links)
- A note on the normalizing sequences for sums of linear processes in the case of negative memory (Q683359) (← links)
- A hybrid algorithm to optimize RBF network architecture and parameters for nonlinear time series prediction (Q693377) (← links)
- Linguistic neurocomputing: The design of neural networks in the framework of fuzzy sets (Q698791) (← links)
- Modeling and forecasting financial time series with ordered fuzzy candlesticks (Q726398) (← links)
- A transfer forecasting model for container throughput guided by discrete PSO (Q741894) (← links)
- Estimation of a linear regression model with stationary ARMA (p,q) errors (Q751138) (← links)
- Identification of the dynamic shock-error model with autocorrelated errors (Q760998) (← links)
- Nonlinear autoregressive neural network and extended Kalman filters for prediction of financial time series (Q778619) (← links)
- Identification and estimation algorithm for stochastic neural system (Q788664) (← links)
- ARMA spectral estimation based on partial autocorrelations (Q791492) (← links)
- Constrained linear quadratic Gaussian control with process applications (Q791497) (← links)
- Towards the evaluation of time series protection methods (Q833741) (← links)
- The application of time series analysis to describe the dynamic movements of suspension bridges (Q837680) (← links)
- A dynamic regression model for air pollen concentration (Q839446) (← links)
- Evolution of probability measures associated with quantum systems (Q844288) (← links)
- The problem of processing time series: extending possibilities of the local approximation method using singular spectrum analysis (Q844302) (← links)
- Recursive identification for EIV ARMAX systems (Q848399) (← links)
- A threshold cointegration test with increased power (Q870443) (← links)
- Stochastic programming for optimizing bidding strategies of a Nordic hydropower producer (Q877081) (← links)
- Fitness landscape of the cellular automata majority problem: view from the ``Olympus'' (Q884450) (← links)
- A review of distances for the Mallows and generalized Mallows estimation of distribution algorithms (Q887179) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
