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pro vyhledávání: '"Hyndman, A"'
A novel forecast linear augmented projection (FLAP) method is introduced, which reduces the forecast error variance of any unbiased multivariate forecast without introducing bias. The method first constructs new component series which are linear comb
Externí odkaz:
http://arxiv.org/abs/2407.01868
Autor:
Gamakumara, Puwasala, Santos-Fernandez, Edgar, Talagala, Priyanga Dilini, Hyndman, Rob J., Mengersen, Kerrie, Leigh, Catherine
Time series often reflect variation associated with other related variables. Controlling for the effect of these variables is useful when modeling or analysing the time series. We introduce a novel approach to normalize time series data conditional o
Externí odkaz:
http://arxiv.org/abs/2305.12651
Forecast reconciliation is a post-forecasting process that involves transforming a set of incoherent forecasts into coherent forecasts which satisfy a given set of linear constraints for a multivariate time series. In this paper we extend the current
Externí odkaz:
http://arxiv.org/abs/2303.17277
Autor:
Kratsios, Anastasis, Hyndman, Cody
We consider the problem of simultaneously approximating the conditional distribution of market prices and their log returns with a single machine learning model. We show that an instance of the GDN model of Kratsios and Papon (2022) solves this probl
Externí odkaz:
http://arxiv.org/abs/2302.09176
Autor:
David Hyndman, Douglas McHugh
Publikováno v:
International Medical Education, Vol 3, Iss 3, Pp 180-189 (2024)
Three-dimensional (3D)-printed models with high anatomic fidelity are an increasingly viable tool in simulation-based medical education. One advantage of 3D models is they provide enhanced tactile and spatial understanding of complex anatomy to devel
Externí odkaz:
https://doaj.org/article/3d9798f6b1be4cce959489696e015cd5
Autor:
M. Eric Hyndman, Robert J. Paproski, Adam Kinnaird, Adrian Fairey, Leonard Marks, Christian P. Pavlovich, Sean A. Fletcher, Roman Zachoval, Vanda Adamcova, Jiri Stejskal, Armen Aprikian, Christopher J. D. Wallis, Desmond Pink, Catalina Vasquez, Perrin H. Beatty, John D. Lewis
Publikováno v:
npj Digital Medicine, Vol 7, Iss 1, Pp 1-11 (2024)
Abstract The current prostate cancer (PCa) screen test, prostate-specific antigen (PSA), has a high sensitivity for PCa but low specificity for high-risk, clinically significant PCa (csPCa), resulting in overdiagnosis and overtreatment of non-csPCa.
Externí odkaz:
https://doaj.org/article/32101f2e4bdf41bc810afa318fa28979
Publikováno v:
Accounting, Auditing & Accountability Journal, 2023, Vol. 37, Issue 2, pp. 433-453.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/AAAJ-08-2023-6622
Autor:
Hyndman, Noel, Liguori, Mariannunziata
Publikováno v:
Accounting, Auditing & Accountability Journal, 2023, Vol. 37, Issue 2, pp. 502-529.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/AAAJ-06-2022-5876
Detecting anomalies from a series of temporal networks has many applications, including road accidents in transport networks and suspicious events in social networks. While there are many methods for network anomaly detection, statistical methods are
Externí odkaz:
http://arxiv.org/abs/2210.07407
Forecast combinations have flourished remarkably in the forecasting community and, in recent years, have become part of the mainstream of forecasting research and activities. Combining multiple forecasts produced from single (target) series is now wi
Externí odkaz:
http://arxiv.org/abs/2205.04216