Zobrazeno 1 - 10
of 420
pro vyhledávání: '"High-dimensional time series"'
Publikováno v:
Fundamental Research, Vol 4, Iss 6, Pp 1674-1687 (2024)
Making time-series forecasting in a robust way is a difficult task only based on the observed data of a nonlinear system. In this work, a neural network computing framework, the spatiotemporal information conversion machine (STICM), was developed to
Externí odkaz:
https://doaj.org/article/f1a5030895b94cacaf8497dfdcf507a3
Autor:
Yosei Yoshida, Yan Liu
Publikováno v:
Research in Statistics, Vol 2, Iss 1 (2024)
We consider the problem of testing for homoscedasticity in high-dimensional time series, under the assumption that the sample size n and the dimension p satisfy [Formula: see text] as [Formula: see text]. The homoscedasticity refers to the case where
Externí odkaz:
https://doaj.org/article/858a54bd64684620a7f8456063173c62
Publikováno v:
In Journal of Empirical Finance September 2024 78
Publikováno v:
Applied Sciences, Vol 14, Iss 19, p 8745 (2024)
PM2.5 poses a serious threat to human life and health, so the accurate prediction of PM2.5 concentration is essential for controlling air pollution. However, previous studies lacked the generalization ability to predict high-dimensional PM2.5 concent
Externí odkaz:
https://doaj.org/article/e39fad83720d42d09b4607e76fd11fe9
Publikováno v:
In Journal of Econometrics February 2024 239(2)
Publikováno v:
In Knowledge-Based Systems 25 January 2024 284
Publikováno v:
In Econometrics and Statistics February 2024
Publikováno v:
In Journal of Econometrics January 2024 238(1)
Publikováno v:
In Journal of Econometrics November 2023 237(1)
Publikováno v:
In Journal of Econometrics August 2023 235(2):1239-1256