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pro vyhledávání: '"Ross, Gordon J"'
Autor:
Deutsch, Isabella, Ross, Gordon J.
Product cannibalisation in the marketplace refers to the decrease in the sales of one product due to competition from another product. We examine this phenomenon in a wholesale data set provided by an international company. We use a multivariate Hawk
Externí odkaz:
http://arxiv.org/abs/2201.05009
Autor:
Ross, Gordon J
The Epidemic Type Aftershock Sequence (ETAS) model is one of the most widely-used approaches to seismic forecasting. However most studies of ETAS use point estimates for the model parameters, which ignores the inherent uncertainty that arises from es
Externí odkaz:
http://arxiv.org/abs/2109.05894
Autor:
Ross, Gordon J.
While parametric multiple change point detection has been widely studied, less attention has been given to the nonparametric task of detecting multiple change points in a sequence of observations when their distribution is unknown. Most existing work
Externí odkaz:
http://arxiv.org/abs/2107.01742
Autor:
Deutsch, Isabella, Ross, Gordon J.
The self-exciting Hawkes process is widely used to model events which occur in bursts. However, many real world data sets contain missing events and/or noisily observed event times, which we refer to as data distortion. The presence of such distortio
Externí odkaz:
http://arxiv.org/abs/2006.09015
Autor:
Kolev, Aleksandar A., Ross, Gordon J.
Self-exciting Hawkes processes are used to model events which cluster in time and space, and have been widely studied in seismology under the name of the Epidemic Type Aftershock Sequence (ETAS) model. In the ETAS framework, the occurrence of the mai
Externí odkaz:
http://arxiv.org/abs/2002.01706
Autor:
Ross, Gordon J.
In recent years, problems relating to the analysis of data streams have become widespread. A data stream is a collection of time ordered observations x1, x2, ... generated from the random variables X1, X2, ... It is assumed that the observations are
Externí odkaz:
http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.587336
Autor:
Ross, Gordon J.
Publikováno v:
Physical Review E (2014), 89: 022809
We investigate the tendency for financial instruments to form clusters when there are multiple factors influencing the correlation structure. Specifically, we consider a stock portfolio which contains companies from different industrial sectors, loca
Externí odkaz:
http://arxiv.org/abs/1505.01550
Autor:
Ross, Gordon J, Jones, Tim
The recent availability of electronic datasets containing large volumes of communication data has made it possible to study human behavior on a larger scale than ever before. From this, it has been discovered that across a diverse range of data sets,
Externí odkaz:
http://arxiv.org/abs/1505.01547
Autor:
Ross, Gordon J
Publikováno v:
Statistics and Computing (2014), 24:1017-1030
It is commonly required to detect change points in sequences of random variables. In the most difficult setting of this problem, change detection must be performed sequentially with new observations being constantly received over time. Further, the p
Externí odkaz:
http://arxiv.org/abs/1309.5264
Publikováno v:
Computational Statistics (2012), 28:463-479
The task of monitoring for a change in the mean of a sequence of Bernoulli random variables has been widely studied. However most existing approaches make at least one of the following assumptions, which may be violated in many real-world situations:
Externí odkaz:
http://arxiv.org/abs/1212.6020