The following pages link to (Q4862306):
Displaying 50 items.
- EWMA control charts for detecting changes in the mean of a long-memory process (Q263901) (← links)
- Regularized linear system identification using atomic, nuclear and kernel-based norms: the role of the stability constraint (Q286265) (← links)
- Multi-classifier based on Elliott wave's recognition (Q305509) (← links)
- The effect of long-term expansion on the evolution of electricity price: numerical analysis of a theoretically optimised electricity market (Q319499) (← links)
- Assessing the business values of information technology and e-commerce independently and jointly (Q319687) (← links)
- Application of residual-based EWMA control charts for detecting faults in variable-air-volume air handling unit system (Q328257) (← links)
- Goodness of fit assessment for a fractal model of stock markets (Q340460) (← links)
- Minimax interpolation of sequences with stationary increments and cointegrated sequences (Q340812) (← links)
- Stochastic multi-site capacity planning of TFT-LCD manufacturing using expected shadow-price based decomposition (Q345460) (← links)
- Integration of the fuzzy logic with chaos theory approaches in simulation and optimization of reliability (Q393651) (← links)
- A new forecasting model for nonstationary environmental data (Q419909) (← links)
- Generalized degrees of freedom and adaptive model selection in linear mixed-effects models (Q425656) (← links)
- Transfer function models with time-varying coefficients (Q428348) (← links)
- Fuzzy transforms method in prediction data analysis (Q429378) (← links)
- Analysis of event-based, single-server nonstationary simulation responses using classical time-series models (Q439566) (← links)
- Modeling the topology of a dynamical network via Wiener filtering approach (Q445916) (← links)
- Covariance estimation: the GLM and regularization perspectives (Q449843) (← links)
- Some corrections of the score test statistic for Gaussian ARMA models (Q467896) (← links)
- Correcting and combining time series forecasters (Q470161) (← links)
- Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
- A morphological-rank-linear evolutionary method for stock market prediction (Q497174) (← links)
- System identification methods for (operational) modal analysis: review and comparison (Q503871) (← links)
- Sampling from correlated populations: optimal strategies and comparison study (Q506000) (← links)
- Nonparametric transfer function models (Q530984) (← links)
- Quantifying bullwhip effect in a closed loop supply chain (Q535612) (← links)
- Neural network method for determining embedding dimension of a time series (Q551124) (← links)
- Storage and recall capabilities of fuzzy morphological associative memories with adjunction-based learning (Q553241) (← links)
- Model identification of ARIMA family using genetic algorithms (Q556129) (← links)
- Individualism in plant populations: using stochastic differential equations to model individual neighbourhood-dependent plant growth (Q615505) (← links)
- Swarm-based translation-invariant morphological prediction method for financial time series forecasting (Q621605) (← links)
- mBm-based scalings of traffic propagated in internet (Q624747) (← links)
- A minimum asymptotic mean squared error controller for an IMA(1,1) noise process with a starting offset, and its resetting design (Q634855) (← links)
- Asymptotic identity in min-plus algebra: a report on CPNS (Q642426) (← links)
- On periodic asymmetric extrapolation (Q668274) (← links)
- Mining changes in association rules: a fuzzy approach (Q703356) (← links)
- Dynamical networks for information processing (Q704138) (← links)
- Jumps in binomial AR(1) processes (Q731941) (← links)
- Measuring serial dependence in categorical time series (Q732233) (← links)
- On the genetic algorithm with adaptive mutation rate and selected statistical applications (Q736997) (← links)
- Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075) (← links)
- Functional coefficient seasonal time series models with an application of Hawaii tourism data (Q740081) (← links)
- Bayesian analysis of multivariate t linear mixed models using a combination of IBF and Gibbs samplers (Q764498) (← links)
- Estimation in conditional first order autoregression with discrete support (Q816536) (← links)
- Local linear quantile estimation for nonstationary time series (Q834360) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Hybridization of intelligent techniques and ARIMA models for time series prediction (Q835085) (← links)
- Resolving the forecasting problems of overshoot and volatility clustering using ANFIS coupling nonlinear heteroscedasticity with quantum tuning (Q835290) (← links)
- Differential phase space reconstructed for chaotic time series (Q840129) (← links)
- Tensor Sylvester matrices and the Fisher information matrix of VARMAX processes (Q848578) (← links)
- Bayesian analysis of hierarchical linear mixed modeling using the multivariate \(t\) distribution (Q861217) (← links)
