Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Amena Urooj"'
Autor:
Sara Muhammadullah, Amena Urooj, Faridoon Khan, Mohammed N Alshahrani, Mohammed Alqawba, Sanaa Al-Marzouki
Publikováno v:
Complexity, Vol 2022 (2022)
In order to reduce the dimensionality of parameter space and enhance out-of-sample forecasting performance, this research compares regularization techniques with Autometrics in time-series modeling. We mainly focus on comparing weighted lag adaptive
Externí odkaz:
https://doaj.org/article/7b2d65bc511743ecba4399c4458ff611
Autor:
Ayesha Zehra, Amena Urooj
Publikováno v:
Economies, Vol 10, Iss 7, p 171 (2022)
Dynamic Stochastic General Equilibrium (DSGE) models are widely used as a tool for policy decision-making. These models lost their fame when they could not predict the crisis in 2008 and could not address policy problems afterward. Meanwhile, the Age
Externí odkaz:
https://doaj.org/article/20e210a2ea874988b32dc9749524b9ef
Autor:
Faridoon Khan, Amena Urooj, Saud Ahmed Khan, Abdelaziz Alsubie, Zahra Almaspoor, Sara Muhammadullah
Publikováno v:
Complexity, Vol 2021 (2021)
This research compares factor models based on principal component analysis (PCA) and partial least squares (PLS) with Autometrics, elastic smoothly clipped absolute deviation (E-SCAD), and minimax concave penalty (MCP) under different simulated schem
Externí odkaz:
https://doaj.org/article/885814ccbb50484784a2349f855733e0
Publikováno v:
Complexity, Vol 2021 (2021)
This work compares Autometrics with dual penalization techniques such as minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) under asymmetric error distributions such as exponential, gamma, and Frechet with varying sample siz
Externí odkaz:
https://doaj.org/article/c15beacc8c69438bba258680bff9261f
Publikováno v:
iRASD Journal of Economics. 2:61-71
This paper empirically investigated the impact of macroeconomic factors on economic growth during democratic and non-democratic eras of Pakistan. The statistical analyses are conducted using time series methods and yearly data spanning from 1971 to 2
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e02a5f6f2846d6d01ccced2405433189
https://doi.org/10.52131/joe.2020.0101.0017
https://doi.org/10.52131/joe.2020.0101.0017
Autor:
Zahid Asghar, Amena Urooj
Publikováno v:
Journal of Quantitative Methods. 4:54-75
Existence of outliers and structural breaks having mutually unknown nature, in time series data, offer challenges to data analysts in model identification, estimation and validation. Detection of these outliers has been an important area of research
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::171781b6cff52b1eb7564e25e9c9ed6d
https://doi.org/10.29145/2020/jqm/040203
https://doi.org/10.29145/2020/jqm/040203
Autor:
Faridoon Khan, Amena Urooj, Saud Ahmed Khan, Saima K. Khosa, Sara Muhammadullah, Zahra Almaspoor
Publikováno v:
Mathematical Problems in Engineering, Vol 2022 (2022)
In this article, we compare autometrics and machine learning techniques including Minimax Concave Penalty (MCP), Elastic Smoothly Clipped Absolute Deviation (E-SCAD), and Adaptive Elastic Net (AEnet). For simulation experiments, three kinds of scenar
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::1f450c5dd85221d05fedbdb42a3db568
Publikováno v:
Computational and Mathematical Methods in Medicine.
Impulse indicator saturation is a popular method for outlier detection in time series modeling, which outperforms the least trimmed squares (LTS), M-estimator, and MM-estimator. However, using the IIS method for outlier detection in cross-sectional a
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::d7aea8c10a126d6f2b147f9f26dc3806
Autor:
Amena Urooj, Zahid Asghar
Publikováno v:
Communications in Statistics - Simulation and Computation. 46:7264-7318
This study aims at exploring correct identification of seasonal outliers using most commonly applied test statistics. We evaluate the performance of seasonal level shift (SLS) by means of empirical...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d77526ec5ff32b27b3a33cc5c723b0fe
https://doi.org/10.1080/03610918.2016.1236952
https://doi.org/10.1080/03610918.2016.1236952
Autor:
Zahid Asghar, Amena Urooj
Outlier detection has always been of interest for researchers and data miners. It has been well researched in different knowledge and application domains. This study aims at exploring the correctly identifying outliers using most commonly applied sta
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7a14b10cf2e9ba5f6b0b5b711a9f3d0
