Mohammadi, Hossein; Challenor, Peter; Goodfellow, Marc Emulating complex dynamical simulators with random Fourier features. (English) Zbl 07896960 SIAM/ASA J. Uncertain. Quantif. 12, 788-811 (2024). MSC: 62G08 37M10 60G15 62D99 62M20 PDFBibTeX XMLCite \textit{H. Mohammadi} et al., SIAM/ASA J. Uncertain. Quantif. 12, 788--811 (2024; Zbl 07896960) Full Text: DOI arXiv
Montgomery, Douglas C.; Jennings, Cheryl L.; Kulahci, Murat Introduction to time series analysis and forecasting. 3rd edition. (English) Zbl 07894943 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-1-394-18669-3/pbk; 978-1-394-18670-9/ebook). 736 p. (2024). MSC: 91-01 91B84 62P20 62M10 62M20 00A06 PDFBibTeX XMLCite \textit{D. C. Montgomery} et al., Introduction to time series analysis and forecasting. 3rd edition. Hoboken, NJ: John Wiley \& Sons (2024; Zbl 07894943)
Dette, Holger; Pepelyshev, Andrey; Zhigljavsky, Anatoly Prediction in regression models with continuous observations. (English) Zbl 07887508 Stat. Pap. 65, No. 4, 1985-2009 (2024). MSC: 62J05 62M20 62M30 62M40 PDFBibTeX XMLCite \textit{H. Dette} et al., Stat. Pap. 65, No. 4, 1985--2009 (2024; Zbl 07887508) Full Text: DOI arXiv OA License
Smith, Ralph C. Uncertainty quantification. Theory, implementation, and applications (to appear). 2nd edition. (English) Zbl 07883908 Computational Science and Engineering 30. Philadelphia, PA: Society for Industrial and Applied Mathematics (SIAM) (ISBN 978-1-61197-783-7/hbk). (2024). MSC: 65-02 62M20 65D32 65D05 92F99 00A69 00A71 62P30 62K86 PDFBibTeX XML
Ecklmair, Ronald; Ibacache-Quirogab, Claudia; Dinamarcab, M. Alejandro; Kiseľák, Jozef; Eduardo Barraza, Bastián; Stehlík, Milan On analysis of complex administrative data: neural networks, modelling and prediction. (English) Zbl 07880483 Stochastic Anal. Appl. 42, No. 3, 475-486 (2024). MSC: 68Txx 62M20 62M10 PDFBibTeX XMLCite \textit{R. Ecklmair} et al., Stochastic Anal. Appl. 42, No. 3, 475--486 (2024; Zbl 07880483) Full Text: DOI
Rotiroti, Frank; Walker, Stephen G. Reversed particle filtering for hidden Markov models. (English) Zbl 07879274 Stat. Comput. 34, No. 3, Paper No. 111, 12 p. (2024). MSC: 62-08 62M20 PDFBibTeX XMLCite \textit{F. Rotiroti} and \textit{S. G. Walker}, Stat. Comput. 34, No. 3, Paper No. 111, 12 p. (2024; Zbl 07879274) Full Text: DOI
Popov, Andrey A.; Zanetti, Renato An adaptive covariance parameterization technique for the ensemble Gaussian mixture filter. (English) Zbl 07871669 SIAM J. Sci. Comput. 46, No. 3, A1949-A1971 (2024). MSC: 60G25 62L12 62M20 93E11 PDFBibTeX XMLCite \textit{A. A. Popov} and \textit{R. Zanetti}, SIAM J. Sci. Comput. 46, No. 3, A1949--A1971 (2024; Zbl 07871669) Full Text: DOI arXiv
Papageorgiou, Vasileios E.; Tsaklidis, George A stochastic particle extended SEIRS model with repeated vaccination: application to real data of COVID-19 in Italy. (English) Zbl 07869389 Math. Methods Appl. Sci. 47, No. 7, 6504-6538 (2024). MSC: 62M20 62L12 60G35 60E05 PDFBibTeX XMLCite \textit{V. E. Papageorgiou} and \textit{G. Tsaklidis}, Math. Methods Appl. Sci. 47, No. 7, 6504--6538 (2024; Zbl 07869389) Full Text: DOI OA License
Al-Ghattas, Omar; Bao, Jiajun; Sanz-Alonso, Daniel Ensemble Kalman filters with resampling. (English) Zbl 07864807 SIAM/ASA J. Uncertain. Quantif. 12, 411-441 (2024). MSC: 62M20 60G35 62F15 62M05 PDFBibTeX XMLCite \textit{O. Al-Ghattas} et al., SIAM/ASA J. Uncertain. Quantif. 12, 411--441 (2024; Zbl 07864807) Full Text: DOI arXiv
Pavliotis, Grigorios A.; Zanoni, Andrea A method of moments estimator for interacting particle systems and their mean field limit. (English) Zbl 07864802 SIAM/ASA J. Uncertain. Quantif. 12, 262-288 (2024). MSC: 35Q70 35Q83 35Q84 60J60 62M20 65C30 PDFBibTeX XMLCite \textit{G. A. Pavliotis} and \textit{A. Zanoni}, SIAM/ASA J. Uncertain. Quantif. 12, 262--288 (2024; Zbl 07864802) Full Text: DOI arXiv
Aubin-Frankowski, Pierre-Cyril; Bensoussan, Alain The reproducing kernel Hilbert spaces underlying linear SDE estimation, Kalman filtering and their relation to optimal control. (English) Zbl 07862913 Pure Appl. Funct. Anal. 9, No. 3, 611-644 (2024). MSC: 46E22 60G30 62M20 PDFBibTeX XMLCite \textit{P.-C. Aubin-Frankowski} and \textit{A. Bensoussan}, Pure Appl. Funct. Anal. 9, No. 3, 611--644 (2024; Zbl 07862913) Full Text: arXiv Link
Adjakossa, Eric; Goude, Yannig; Wintenberger, Olivier Kalman recursions aggregated online. (English) Zbl 07858985 Stat. Pap. 65, No. 2, 909-944 (2024). MSC: 62M20 68T05 PDFBibTeX XMLCite \textit{E. Adjakossa} et al., Stat. Pap. 65, No. 2, 909--944 (2024; Zbl 07858985) Full Text: DOI arXiv
Wang, Xiaohu; Yu, Jun; Zhang, Chen On the optimal forecast with the fractional Brownian motion. (English) Zbl 1537.91307 Quant. Finance 24, No. 2, 337-346 (2024). MSC: 91G15 60G22 62M20 PDFBibTeX XMLCite \textit{X. Wang} et al., Quant. Finance 24, No. 2, 337--346 (2024; Zbl 1537.91307) Full Text: DOI
Ye, Felix X.-F.; Ma, Yi-an; Qian, Hong Estimate exponential memory decay in hidden Markov model and its applications to inference. (English) Zbl 07842113 Physica D 460, Article ID 134053, 9 p. (2024). MSC: 37M25 37H10 68T05 68T07 62M15 62M20 62M45 PDFBibTeX XMLCite \textit{F. X. F. Ye} et al., Physica D 460, Article ID 134053, 9 p. (2024; Zbl 07842113) Full Text: DOI arXiv
Nemoto, Hiroki; Shimizu, Yasutaka Statistical inference for discretely sampled stochastic functional differential equations with small noise. (English) Zbl 07839698 Stat. Inference Stoch. Process. 27, No. 2, 427-456 (2024). MSC: 62M20 62F12 62E20 PDFBibTeX XMLCite \textit{H. Nemoto} and \textit{Y. Shimizu}, Stat. Inference Stoch. Process. 27, No. 2, 427--456 (2024; Zbl 07839698) Full Text: DOI arXiv OA License
Akyildiz, Ö. Deniz; Crisan, Dan; Miguez, Joaquin Sequential discretization schemes for a class of stochastic differential equations and their application to Bayesian filtering. (English) Zbl 1537.65003 SIAM J. Numer. Anal. 62, No. 2, 946-973 (2024). MSC: 65C30 60H35 62F15 62M20 PDFBibTeX XMLCite \textit{Ö. D. Akyildiz} et al., SIAM J. Numer. Anal. 62, No. 2, 946--973 (2024; Zbl 1537.65003) Full Text: DOI arXiv
Baurdoux, Erik J.; Pedraza, José M. \(L^p\) optimal prediction of the last zero of a spectrally negative Lévy process. (English) Zbl 07829785 Ann. Appl. Probab. 34, No. 1B, 1350-1402 (2024). MSC: 60G40 60G51 62M20 PDFBibTeX XMLCite \textit{E. J. Baurdoux} and \textit{J. M. Pedraza}, Ann. Appl. Probab. 34, No. 1B, 1350--1402 (2024; Zbl 07829785) Full Text: DOI arXiv
Lavenant, Hugo; Zhang, Stephen; Kim, Young-Heon; Schiebinger, Geoffrey Toward a mathematical theory of trajectory inference. (English) Zbl 07829147 Ann. Appl. Probab. 34, No. 1A, 428-500 (2024). MSC: 62M20 62G99 49M29 92C15 49Q22 PDFBibTeX XMLCite \textit{H. Lavenant} et al., Ann. Appl. Probab. 34, No. 1A, 428--500 (2024; Zbl 07829147) Full Text: DOI arXiv Link
Liu, Ningxin; Jiang, Lijian Perron-Frobenius operator filter for stochastic dynamical systems. (English) Zbl 1535.37060 SIAM/ASA J. Uncertain. Quantif. 12, 182-211 (2024). MSC: 37H10 37C30 60G35 62M20 65C20 93E11 PDFBibTeX XMLCite \textit{N. Liu} and \textit{L. Jiang}, SIAM/ASA J. Uncertain. Quantif. 12, 182--211 (2024; Zbl 1535.37060) Full Text: DOI arXiv
Merino-Negrete, Nazul; Maldonado, Cesar; Salgado-García, Raúl Sorting ECGs by lag irreversibility. (English) Zbl 1534.82009 Physica D 459, Article ID 134022, 10 p. (2024). MSC: 82C05 62M10 62M20 92C35 92C50 60J20 37M10 37N25 PDFBibTeX XMLCite \textit{N. Merino-Negrete} et al., Physica D 459, Article ID 134022, 10 p. (2024; Zbl 1534.82009) Full Text: DOI arXiv
Freeman, David C.; Giannakis, Dimitrios; Slawinska, Joanna Quantum mechanics for closure of dynamical systems. (English) Zbl 1539.37084 Multiscale Model. Simul. 22, No. 1, 283-333 (2024). MSC: 37M10 37N20 37A50 62M20 82C10 81V70 PDFBibTeX XMLCite \textit{D. C. Freeman} et al., Multiscale Model. Simul. 22, No. 1, 283--333 (2024; Zbl 1539.37084) Full Text: DOI arXiv OA License
McElroy, Tucker S.; Ghosh, Dhrubajyoti; Lahiri, Soumendra Quadratic prediction of time series via auto-cumulants. (English) Zbl 07812673 Sankhyā, Ser. A 86, No. 1, 431-463 (2024). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{T. S. McElroy} et al., Sankhyā, Ser. A 86, No. 1, 431--463 (2024; Zbl 07812673) Full Text: DOI
Kara Terki, Nesrine; Mourid, Tahar Exponential bounds and convergence rates of sieve estimators for functional autoregressive processes. (English) Zbl 07812671 Sankhyā, Ser. A 86, No. 1, 364-391 (2024). MSC: 62M10 62G05 62M20 PDFBibTeX XMLCite \textit{N. Kara Terki} and \textit{T. Mourid}, Sankhyā, Ser. A 86, No. 1, 364--391 (2024; Zbl 07812671) Full Text: DOI
Wang, Jing; Peng, Xuhong; Wu, Jindong; Ding, Youde; Ali, Barkat; Luo, Yizhou; Hu, Yiting; Zhang, Keyao Singular spectrum analysis (SSA) based hybrid models for emergency ambulance demand (EAD) time series forecasting. (English) Zbl 1537.62041 IMA J. Manag. Math. 35, No. 1, 45-64 (2024). MSC: 62M20 62M10 62M15 PDFBibTeX XMLCite \textit{J. Wang} et al., IMA J. Manag. Math. 35, No. 1, 45--64 (2024; Zbl 1537.62041) Full Text: DOI OA License
Zambon, Lorenzo; Azzimonti, Dario; Corani, Giorgio Efficient probabilistic reconciliation of forecasts for real-valued and count time series. (English) Zbl 1529.62043 Stat. Comput. 34, No. 1, Paper No. 21, 15 p. (2024). MSC: 62-08 62M10 62M20 PDFBibTeX XMLCite \textit{L. Zambon} et al., Stat. Comput. 34, No. 1, Paper No. 21, 15 p. (2024; Zbl 1529.62043) Full Text: DOI arXiv OA License
Svetunkov, Ivan Forecasting and analytics with the augmented dynamic adaptive model (ADAM). (English) Zbl 1539.62004 Boca Raton, FL: CRC Press (ISBN 978-1-032-59037-0/hbk; 978-1-032-58920-6/pbk; 978-1-003-45265-2/ebook). xxvii, 465 p. (2024). MSC: 62-01 62M10 62M20 PDFBibTeX XMLCite \textit{I. Svetunkov}, Forecasting and analytics with the augmented dynamic adaptive model (ADAM). Boca Raton, FL: CRC Press (2024; Zbl 1539.62004) Full Text: DOI
Vogl, Markus Chaos measure dynamics in a multifactor model for financial market predictions. (English) Zbl 1531.62051 Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107760, 22 p. (2024). MSC: 62P05 37D45 62G10 62M20 91B84 91G15 PDFBibTeX XMLCite \textit{M. Vogl}, Commun. Nonlinear Sci. Numer. Simul. 130, Article ID 107760, 22 p. (2024; Zbl 1531.62051) Full Text: DOI
Armstrong, John; Brigo, Damiano; Hanzon, Bernard Optimal projection filters with information geometry. (English) Zbl 07789565 Inf. Geom. 7, Suppl. 1, 525-540 (2024). MSC: 62M20 93E11 60G35 62B10 58J65 60H10 65D18 58A20 PDFBibTeX XMLCite \textit{J. Armstrong} et al., Inf. Geom. 7, 525--540 (2024; Zbl 07789565) Full Text: DOI OA License
Kon Kam King, Guillaume; Pandolfi, Andrea; Piretto, Marco; Ruggiero, Matteo Approximate filtering via discrete dual processes. (English) Zbl 1534.62132 Stochastic Processes Appl. 168, Article ID 104268, 14 p. (2024). MSC: 62M20 62F15 62M05 PDFBibTeX XMLCite \textit{G. Kon Kam King} et al., Stochastic Processes Appl. 168, Article ID 104268, 14 p. (2024; Zbl 1534.62132) Full Text: DOI arXiv
Aknouche, Abdelhakim; Scotto, Manuel G. A multiplicative thinning-based integer-valued GARCH model. (English) Zbl 07786777 J. Time Ser. Anal. 45, No. 1, 4-26 (2024). MSC: 62Mxx 62M10 62M20 62F12 62P05 60G10 PDFBibTeX XMLCite \textit{A. Aknouche} and \textit{M. G. Scotto}, J. Time Ser. Anal. 45, No. 1, 4--26 (2024; Zbl 07786777) Full Text: DOI
Deng, Hao; Han, Yuxiang; Tao, Yanfang Robust partially linear trend filtering for regression estimation and structure discovery. (English) Zbl 07776514 Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 1, Article ID 2350039, 25 p. (2024). MSC: 62M20 62J02 PDFBibTeX XMLCite \textit{H. Deng} et al., Int. J. Wavelets Multiresolut. Inf. Process. 22, No. 1, Article ID 2350039, 25 p. (2024; Zbl 07776514) Full Text: DOI
Chen, Guanyi; Ding, Jian; Gong, Shuyang; Li, Zhangsong A computational transition for detecting correlated stochastic block models by low-degree polynomials. arXiv:2409.00966 Preprint, arXiv:2409.00966 [math.PR] (2024). MSC: 68Q87 62M20 BibTeX Cite \textit{G. Chen} et al., ``A computational transition for detecting correlated stochastic block models by low-degree polynomials'', Preprint, arXiv:2409.00966 [math.PR] (2024) Full Text: arXiv OA License
Diatta, Andre; Manga, Bakary; Sy, Fatimata Cartan-Schouten metrics for information geometry and machine learning. arXiv:2408.15854 Preprint, arXiv:2408.15854 [math.DG] (2024). MSC: 22E60 53B12 53B30 53B50 53C20 53C21 53C50 62B10 62B11 62M20 94A16 BibTeX Cite \textit{A. Diatta} et al., ``Cartan-Schouten metrics for information geometry and machine learning'', Preprint, arXiv:2408.15854 [math.DG] (2024) Full Text: arXiv OA License
Moklyachuk, Mikhail Minimax-robust estimation problems for stationary stochastic sequences. arXiv:2406.17917 Preprint, arXiv:2406.17917 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Moklyachuk}, ``Minimax-robust estimation problems for stationary stochastic sequences'', Preprint, arXiv:2406.17917 [math.ST] (2024) Full Text: DOI arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Filtering Problem for Functionals of Stationary Sequences. arXiv:2406.15975 Preprint, arXiv:2406.15975 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Filtering Problem for Functionals of Stationary Sequences'', Preprint, arXiv:2406.15975 [math.ST] (2024) Full Text: DOI arXiv OA License
Rammelmüller, Iris; Hastermann, Gottfried; de Wiljes, Jana Adaptive tempering schedules with approximative intermediate measures for filtering problems. arXiv:2405.14408 Preprint, arXiv:2405.14408 [math.NA] (2024). MSC: 65C05 62M20 BibTeX Cite \textit{I. Rammelmüller} et al., ``Adaptive tempering schedules with approximative intermediate measures for filtering problems'', Preprint, arXiv:2405.14408 [math.NA] (2024) Full Text: arXiv OA License
Eldar, Amitay; Waknin, Keren Mor; Davenport, Samuel; Bendory, Tamir; Schwartzman, Armin; Shkolnisky, Yoel Object detection under the linear subspace model with application to cryo-EM images. arXiv:2405.00364 Preprint, arXiv:2405.00364 [math.ST] (2024). MSC: 60G15 60G10 60G35 62M20 62M40 BibTeX Cite \textit{A. Eldar} et al., ``Object detection under the linear subspace model with application to cryo-EM images'', Preprint, arXiv:2405.00364 [math.ST] (2024) Full Text: arXiv OA License
Luz, Maksym; Moklyachuk, Mikhail Filtering of stochastic processes having periodically correlated increments. arXiv:2402.06396 Preprint, arXiv:2402.06396 [math.ST] (2024). MSC: 60G10 60G25 60G35 62M20 62P20 93E10 93E11 BibTeX Cite \textit{M. Luz} and \textit{M. Moklyachuk}, ``Filtering of stochastic processes having periodically correlated increments'', Preprint, arXiv:2402.06396 [math.ST] (2024) Full Text: arXiv OA License
Bezborodov, Viktor; Krueger, Tyll; Pokalyuk, Cornelia; Szymański, Piotr; Velleret, Aurélien Inter-city infections and the role of size heterogeneity in containment strategies. arXiv:2402.03100 Preprint, arXiv:2402.03100 [physics.soc-ph] (2024). MSC: 62M20 60J80 92D30 65Z05 BibTeX Cite \textit{V. Bezborodov} et al., ``Inter-city infections and the role of size heterogeneity in containment strategies'', Preprint, arXiv:2402.03100 [physics.soc-ph] (2024) Full Text: arXiv OA License
Fasen-Hartmann, Vicky; Schenk, Lea Partial correlation graphs for continuous-parameter time series. arXiv:2401.16970 Preprint, arXiv:2401.16970 [math.ST] (2024). MSC: 62H22 62M20 62M10 60G25 BibTeX Cite \textit{V. Fasen-Hartmann} and \textit{L. Schenk}, ``Partial correlation graphs for continuous-parameter time series'', Preprint, arXiv:2401.16970 [math.ST] (2024) Full Text: arXiv OA License
Lohwasser, Johannes; Schaffer, Axel; Brökel, Tom Reversed STIRPAT modeling: the role of \(\mathrm{CO}_2\) emissions, population, and technology for a growing affluence. (English) Zbl 07910596 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 321-333 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{J. Lohwasser} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 321--333 (2023; Zbl 07910596) Full Text: DOI
Pupavac, Drago; Krpan, Ljudevit; Maršanić, Robert The state and perspectives of employment in the water transport system of the Republic of Croatia. (English) Zbl 07910595 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 307-320 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{D. Pupavac} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 307--320 (2023; Zbl 07910595) Full Text: DOI
Bessi, Alessandro; Guidolin, Mariangela; Manfredi, Piero Diffusion of renewable energy for electricity: an analysis for leading countries. (English) Zbl 07910594 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 291-305 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{A. Bessi} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 291--305 (2023; Zbl 07910594) Full Text: DOI
Mladenović, Zorica; Glavaš, Lenka; Mladenović, Pavle Modeling Covid-19 contagion dynamics: time-series analysis across different countries and subperiods. (English) Zbl 07910593 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 273-289 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{Z. Mladenović} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 273--289 (2023; Zbl 07910593) Full Text: DOI
Staňa, Richard; Pekarčík, Patrik; Gajdoš, Andrej; Sokol, Pavol Network security situation awareness forecasting based on neural networks. (English) Zbl 07910591 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 255-270 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{R. Staňa} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 255--270 (2023; Zbl 07910591) Full Text: DOI
Richter, Lucas; Bauer, Fabian; Klaiber, Stefan; Bretschneider, Peter Day-ahead electricity load prediction based on calendar features and temporal convolutional networks. (English) Zbl 07910590 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 243-253 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{L. Richter} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 243--253 (2023; Zbl 07910590) Full Text: DOI
Lanzilotta, Bibiana; Rodríguez-Collazo, Silvia Forecasting high-frequency electricity demand in Uruguay. (English) Zbl 07910589 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 227-242 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{B. Lanzilotta} and \textit{S. Rodríguez-Collazo}, in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 227--242 (2023; Zbl 07910589) Full Text: DOI
Abotaleb, Mostafa; Makarovskikh, Tatiana Development of algorithm for forecasting system software. (English) Zbl 07910588 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 213-225 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{M. Abotaleb} and \textit{T. Makarovskikh}, in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 213--225 (2023; Zbl 07910588) Full Text: DOI
Hungnes, Håvard Predicting the exchange rate path: the importance of using up-to-date observations in the forecasts. (English) Zbl 07910586 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 195-209 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{H. Hungnes}, in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 195--209 (2023; Zbl 07910586) Full Text: DOI
Biró, Bianka; Tran, Dávid; Stark, András; Bebes, András The impact of the Hungarian retail debt program. (English) Zbl 07910585 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 175-193 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{B. Biró} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 175--193 (2023; Zbl 07910585) Full Text: DOI
Hameed Ashour, Marwan Abdul; Aldahhan, Iman A. H. Optimal combination forecast for Bitcoin dollars time series. (English) Zbl 07910584 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 161-174 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{M. A. Hameed Ashour} and \textit{I. A. H. Aldahhan}, in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 161--174 (2023; Zbl 07910584) Full Text: DOI
Taltavull de La Paz, Paloma Predicting housing prices for Spanish regions. (English) Zbl 07910583 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 143-159 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{P. Taltavull de La Paz}, in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 143--159 (2023; Zbl 07910583) Full Text: DOI
Velásquez-Gaviria, Daniel; Mora-Valencia, Andrés; Perote, Javier Asymptotic expansions for market risk assessment: evidence in energy and commodity indices. (English) Zbl 07910582 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 123-142 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{D. Velásquez-Gaviria} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 123--142 (2023; Zbl 07910582) Full Text: DOI
Qureshi, Shafiullah; Chu, Ba; Demers, Fanny S.; Demers, Michel Using natural language processing to measure COVID-19-induced economic policy uncertainty for Canada and the USA. (English) Zbl 07910581 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 107-121 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{S. Qureshi} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 107--121 (2023; Zbl 07910581) Full Text: DOI
Ojeda, César; Palma, Wilfredo; Eyheramendy, Susana; Elorrieta, Felipe A novel first-order autoregressive moving average model to analyze discrete-time series irregularly observed. (English) Zbl 07910579 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 91-103 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{C. Ojeda} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 91--103 (2023; Zbl 07910579) Full Text: DOI arXiv
Homburg, Annika; Weiß, Christian H.; Alwan, Layth C.; Frahm, Gabriel; Göb, Rainer PMF forecasting for count processes: a comprehensive performance analysis. (English) Zbl 07910578 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 79-90 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{A. Homburg} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 79--90 (2023; Zbl 07910578) Full Text: DOI
Novák, Vilém; Perfilieva, Irina Nonstatistical methods for analysis, forecasting, and mining time series. (English) Zbl 07910577 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 65-78 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{V. Novák} and \textit{I. Perfilieva}, in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 65--78 (2023; Zbl 07910577) Full Text: DOI
Leverger, Colin; Guyet, Thomas; Malinowski, Simon; Lemaire, Vincent; Bondu, Alexis; Rozé, Laurence; Termier, Alexandre; Marguerie, Régis Probabilistic forecasting of seasonal time series. (English) Zbl 07910576 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 47-63 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{C. Leverger} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 47--63 (2023; Zbl 07910576) Full Text: DOI
Nocciola, Luca; Ollech, Daniel; Webel, Karsten Unit root test combination via random forests. (English) Zbl 07910575 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 31-46 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{L. Nocciola} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 31--46 (2023; Zbl 07910575) Full Text: DOI
Rippstein, Florian; Lenk, Steve; Kummerow, Andre; Richter, Lucas; Klaiber, Stefan; Bretschneider, Peter Anomaly detection algorithm using a hybrid modelling approach for energy consumption time series. (English) Zbl 07910574 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 19-30 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{F. Rippstein} et al., in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 19--30 (2023; Zbl 07910574) Full Text: DOI
Thi Thanh Phuong Truong; Novák, Vilém An improved forecasting and detection of structural breaks in time series using fuzzy techniques. (English) Zbl 07910573 Valenzuela, Olga (ed.) et al., Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19–21, 2021. Cham: Springer. Contrib. Stat., 3-17 (2023). MSC: 62M10 62M20 62P20 91-06 91B84 PDFBibTeX XMLCite \textit{Thi Thanh Phuong Truong} and \textit{V. Novák}, in: Theory and applications of time series analysis and forecasting. Selected contributions from the 7th international conference on time series and forecasting, ITISE 2021, Gran Canaria, Spain, July 19--21, 2021. Cham: Springer. 3--17 (2023; Zbl 07910573) Full Text: DOI
Nafidi, Ahmed; Makroz, Ilyasse; Achchab, Boujemâa; Gutiérrez-Sánchez, Ramón Stochastic Pareto diffusion process: statistical analysis and computational issues. Simulation and application. (English) Zbl 07863564 Moroccan J. Pure Appl. Anal. 9, No. 1, 127-140 (2023). MSC: 60H35 65C30 62M86 62M20 60H30 PDFBibTeX XMLCite \textit{A. Nafidi} et al., Moroccan J. Pure Appl. Anal. 9, No. 1, 127--140 (2023; Zbl 07863564) Full Text: DOI OA License
Huang, Wei; Ning, Xizhan; Ding, Yong; Wang, Zhen A novel actuation dynamics adaptive compensation strategy for real-time hybrid simulation based on unscented Kalman filter. (English) Zbl 1537.93799 Int. J. Struct. Stab. Dyn. 23, No. 10, Article ID 2350107, 28 p. (2023). MSC: 93E35 62M20 93E11 PDFBibTeX XMLCite \textit{W. Huang} et al., Int. J. Struct. Stab. Dyn. 23, No. 10, Article ID 2350107, 28 p. (2023; Zbl 1537.93799) Full Text: DOI
Fu, Hongpo; Cheng, Yongmei A novel robust progressive cubature Kalman filter with variable step size for inertial navigationsystem/global navigation satellite system tightly coupled navigation. (English) Zbl 07844223 Int. J. Adapt. Control Signal Process. 37, No. 4, 951-971 (2023). MSC: 93E11 94A12 62M20 PDFBibTeX XMLCite \textit{H. Fu} and \textit{Y. Cheng}, Int. J. Adapt. Control Signal Process. 37, No. 4, 951--971 (2023; Zbl 07844223) Full Text: DOI
Liu, Wenqiang; Hu, Chunhong; Hu, Qingying; Liu, Wei; Ren, Wang Robust steady-state filtering for multisensor multichannel signal with multiple uncertainties. (English) Zbl 07839298 Int. J. Adapt. Control Signal Process. 37, No. 12, 3268-3296 (2023). MSC: 93E11 93E10 93C55 62M20 93B35 PDFBibTeX XMLCite \textit{W. Liu} et al., Int. J. Adapt. Control Signal Process. 37, No. 12, 3268--3296 (2023; Zbl 07839298) Full Text: DOI
Sopipan, Nop Application of extreme value theory for maximum rainfall at Nakhon Ratchasima Province. (English) Zbl 07829885 Thai J. Math., Spec. Iss: Annual Meeting in Mathematics 2022, 41-53 (2023). MSC: 62G32 62P05 62M20 PDFBibTeX XMLCite \textit{N. Sopipan}, Thai J. Math., 41--53 (2023; Zbl 07829885) Full Text: Link
Yu, Huihui; Dai, Qun AE-DIL: a double incremental learning algorithm for non-stationary time series prediction via adaptive ensemble. (English) Zbl 1533.62063 Inf. Sci. 636, Article ID 118916, 17 p. (2023). MSC: 62M10 62M20 68T05 PDFBibTeX XMLCite \textit{H. Yu} and \textit{Q. Dai}, Inf. Sci. 636, Article ID 118916, 17 p. (2023; Zbl 1533.62063) Full Text: DOI
Han, Yanjun; Jana, Soham; Wu, Yihong Optimal prediction of Markov chains with and without spectral gap. (English) Zbl 07821956 IEEE Trans. Inf. Theory 69, No. 6, 3920-3959 (2023). MSC: 62M20 60G25 60J10 PDFBibTeX XMLCite \textit{Y. Han} et al., IEEE Trans. Inf. Theory 69, No. 6, 3920--3959 (2023; Zbl 07821956) Full Text: DOI arXiv
Kazemi, Mohammad A comparative study of singular spectrum analysis, neural network, ARIMA and exponential smoothing for monthly rainfall forecasting. (English) Zbl 07814836 J. Math. Model. 11, No. 4, 783-803 (2023). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{M. Kazemi}, J. Math. Model. 11, No. 4, 783--803 (2023; Zbl 07814836) Full Text: DOI
Cabral, Rafael; Bolin, David; Rue, Håvard Controlling the flexibility of non-Gaussian processes through shrinkage priors. (English) Zbl 1531.62046 Bayesian Anal. 18, No. 4, 1223-1246 (2023). MSC: 62M40 62F15 62M20 PDFBibTeX XMLCite \textit{R. Cabral} et al., Bayesian Anal. 18, No. 4, 1223--1246 (2023; Zbl 1531.62046) Full Text: DOI arXiv Link
Walton, Neil; Denisov, Denis Regret analysis of a Markov policy gradient algorithm for multiarm bandits. (English) Zbl 07809870 Math. Oper. Res. 48, No. 3, 1553-1588 (2023). MSC: 62M20 62L20 60J05 PDFBibTeX XMLCite \textit{N. Walton} and \textit{D. Denisov}, Math. Oper. Res. 48, No. 3, 1553--1588 (2023; Zbl 07809870) Full Text: DOI arXiv
Lim, Eunji; Glynn, Peter W. Simulation-based prediction. (English) Zbl 1539.62284 Oper. Res. 71, No. 1, 47-60 (2023). MSC: 62M20 65C05 PDFBibTeX XMLCite \textit{E. Lim} and \textit{P. W. Glynn}, Oper. Res. 71, No. 1, 47--60 (2023; Zbl 1539.62284) Full Text: DOI
Inoue, Akihiko Representation theorems in finite prediction, with applications. (English) Zbl 1532.60078 Sugaku Expo. 36, No. 2, 173-197 (2023); translation from Sūgaku 71, No. 3, 302-324 (2019). MSC: 60G25 60H30 62M20 62M10 PDFBibTeX XMLCite \textit{A. Inoue}, Sugaku Expo. 36, No. 2, 173--197 (2023; Zbl 1532.60078); translation from Sūgaku 71, No. 3, 302--324 (2019) Full Text: DOI
Kushnir, M.; Tokarieva, K. A generalization of the ARIMA model to the nonlinear and continuous cases. (English. Ukrainian original) Zbl 1534.91179 Cybern. Syst. Anal. 59, No. 6, 900-909 (2023); translation from Kibern. Sist. Anal. 59, No. 6, 40-50 (2023). MSC: 91G80 34K50 93E20 62P05 62M20 PDFBibTeX XMLCite \textit{M. Kushnir} and \textit{K. Tokarieva}, Cybern. Syst. Anal. 59, No. 6, 900--909 (2023; Zbl 1534.91179); translation from Kibern. Sist. Anal. 59, No. 6, 40--50 (2023) Full Text: DOI
Hoang, Truong-Vinh; Krumscheid, Sebastian; Matthies, Hermann G.; Tempone, Raúl Machine learning-based conditional mean filter: a generalization of the ensemble Kalman filter for nonlinear data assimilation. (English) Zbl 07805168 Found. Data Sci. 5, No. 1, 56-80 (2023). MSC: 62M45 62M20 65C20 86-08 93E11 PDFBibTeX XMLCite \textit{T.-V. Hoang} et al., Found. Data Sci. 5, No. 1, 56--80 (2023; Zbl 07805168) Full Text: DOI arXiv
Bakkali, Youssra; El Merzguioui, Mhamed; Akharif, Abdelhadi; Azmani, Abdellah Forecasting stock return volatility using the realized GARCH model and an artificial neural network. (English) Zbl 1530.62031 Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 16, No. 4, 45-60 (2023). MSC: 62P05 62M10 62M20 62M45 68T07 PDFBibTeX XMLCite \textit{Y. Bakkali} et al., Vestn. Yuzhno-Ural. Gos. Univ., Ser. Mat. Model. Program. 16, No. 4, 45--60 (2023; Zbl 1530.62031) Full Text: DOI MNR
Mohammadpour, M.; Rezaee, S.; Soltani, A. R. A new approach for time domain analysis of multivariate and functional time series. (English) Zbl 1532.62045 Statistics 57, No. 6, 1380-1391 (2023). MSC: 62M10 62M20 62R07 PDFBibTeX XMLCite \textit{M. Mohammadpour} et al., Statistics 57, No. 6, 1380--1391 (2023; Zbl 1532.62045) Full Text: DOI
Golichenko, I. I.; Moklyachuk, M. P. Filtering problem for periodically correlated stochastic sequences with missing observations. (English) Zbl 07799323 Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023). MSC: 62M20 60G10 62C20 93E10 93E11 PDFBibTeX XMLCite \textit{I. I. Golichenko} and \textit{M. P. Moklyachuk}, Visn., Ser. Fiz.-Mat. Nauky, Kyïv. Univ. Im. Tarasa Shevchenka 2023, No. 2, 30 - 43 (2023; Zbl 07799323) Full Text: DOI arXiv OA License
Volovskiy, Grigoriy; Kamps, Udo Likelihood-based prediction of future Weibull record values. (English) Zbl 1529.62056 REVSTAT 21, No. 3, 425-445 (2023). MSC: 62F99 62M20 PDFBibTeX XMLCite \textit{G. Volovskiy} and \textit{U. Kamps}, REVSTAT 21, No. 3, 425--445 (2023; Zbl 1529.62056) Full Text: DOI
Shamma, N.; Mohammadpour, M. Alternative procedures in dependent counting INAR process with application on COVID-19. (English) Zbl 07792993 Commun. Stat., Simulation Comput. 52, No. 11, 5381-5395 (2023). MSC: 62M10 62M20 PDFBibTeX XMLCite \textit{N. Shamma} and \textit{M. Mohammadpour}, Commun. Stat., Simulation Comput. 52, No. 11, 5381--5395 (2023; Zbl 07792993) Full Text: DOI
Coghi, Michele; Nilssen, Torstein; Nüsken, Nikolas; Reich, Sebastian Rough McKean-Vlasov dynamics for robust ensemble Kalman filtering. (English) Zbl 1538.60061 Ann. Appl. Probab. 33, No. 6B, 5693-5752 (2023). MSC: 60G35 60L90 60H35 62M20 60H10 60L20 PDFBibTeX XMLCite \textit{M. Coghi} et al., Ann. Appl. Probab. 33, No. 6B, 5693--5752 (2023; Zbl 1538.60061) Full Text: DOI arXiv
Li, Tianzhi; Wang, Jinzhi Multisymplectic unscented Kalman filter for geometrically exact beams. (English) Zbl 07789284 Nielsen, Frank (ed.) et al., Geometric science of information. 6th international conference, GSI 2023, St. Malo, France, August 30 – September 1, 2023. Proceedings. Part II. Cham: Springer. Lect. Notes Comput. Sci. 14072, 60-68 (2023). MSC: 62M20 PDFBibTeX XMLCite \textit{T. Li} and \textit{J. Wang}, Lect. Notes Comput. Sci. 14072, 60--68 (2023; Zbl 07789284) Full Text: DOI
Lambert, Marc; Bonnabel, Silvère; Bach, Francis Variational Gaussian approximation of the Kushner optimal filter. (English) Zbl 07789216 Nielsen, Frank (ed.) et al., Geometric science of information. 6th international conference, GSI 2023, St. Malo, France, August 30 – September 1, 2023. Proceedings. Part I. Cham: Springer. Lect. Notes Comput. Sci. 14071, 395-404 (2023). MSC: 62M20 PDFBibTeX XMLCite \textit{M. Lambert} et al., Lect. Notes Comput. Sci. 14071, 395--404 (2023; Zbl 07789216) Full Text: DOI arXiv HAL
Fromont, Magalie; Grela, Fabrice; Le Guével, Ronan Minimax and adaptive tests for detecting abrupt and possibly transitory changes in a Poisson process. (English) Zbl 07784482 Electron. J. Stat. 17, No. 2, 2575-2744 (2023). MSC: 62C20 62M20 62F03 62G10 60G55 60G25 60G35 60E15 62E17 PDFBibTeX XMLCite \textit{M. Fromont} et al., Electron. J. Stat. 17, No. 2, 2575--2744 (2023; Zbl 07784482) Full Text: DOI arXiv Link
Dau, Hai-Dang; Chopin, Nicolas On backward smoothing algorithms. (English) Zbl 1539.62283 Ann. Stat. 51, No. 5, 2145-2169 (2023). MSC: 62M20 62M05 65C05 65Y20 PDFBibTeX XMLCite \textit{H.-D. Dau} and \textit{N. Chopin}, Ann. Stat. 51, No. 5, 2145--2169 (2023; Zbl 1539.62283) Full Text: DOI arXiv Link
Chaudhuri, Anamitra; Chatterjee, Sabyasachi A cross-validation framework for signal denoising with applications to trend filtering, dyadic CART and beyond. (English) Zbl 1539.62101 Ann. Stat. 51, No. 4, 1534-1560 (2023). MSC: 62G08 62G05 62G20 62J07 62M20 PDFBibTeX XMLCite \textit{A. Chaudhuri} and \textit{S. Chatterjee}, Ann. Stat. 51, No. 4, 1534--1560 (2023; Zbl 1539.62101) Full Text: DOI arXiv Link
Valenzuela, Olga (ed.); Rojas, Fernando (ed.); Herrera, Luis Javier (ed.); Pomares, Héctor (ed.); Rojas, Ignacio (ed.) Theory and applications of time series analysis. Selected contributions from ITISE 2022, Gran Canaria, Spain, June 27–30, 2022. (English) Zbl 1533.62013 Contributions to Statistics. Cham: Springer (ISBN 978-3-031-40208-1/hbk; 978-3-031-40211-1/pbk; 978-3-031-40209-8/ebook). xii, 236 p. (2023). MSC: 62-06 62M10 62M20 62P20 91-06 91B84 00B25 PDFBibTeX XMLCite \textit{O. Valenzuela} (ed.) et al., Theory and applications of time series analysis. Selected contributions from ITISE 2022, Gran Canaria, Spain, June 27--30, 2022. Cham: Springer (2023; Zbl 1533.62013) Full Text: DOI
Wang, Cai-feng; Xie, Cong; Ma, Zi-yu; Zhao, Hui-min Stochastic volatility modeling based on doubly truncated Cauchy distribution and Bayesian estimation for Chinese stock market. (English) Zbl 1538.62325 Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 791-807 (2023). MSC: 62P05 62M20 91G60 PDFBibTeX XMLCite \textit{C.-f. Wang} et al., Acta Math. Appl. Sin., Engl. Ser. 39, No. 4, 791--807 (2023; Zbl 1538.62325) Full Text: DOI
Pizzinga, Adrian; Fernandes, Marcelo Diffuse Kalman filtering with linear constraints on the state parameters. (English) Zbl 07767160 Commun. Stat., Theory Methods 52, No. 24, 8884-8893 (2023). MSC: 60G35 62M10 62M20 PDFBibTeX XMLCite \textit{A. Pizzinga} and \textit{M. Fernandes}, Commun. Stat., Theory Methods 52, No. 24, 8884--8893 (2023; Zbl 07767160) Full Text: DOI
Silva, Francesco A. B.; Pagliantini, Cecilia; Grepl, Martin; Veroy, Karen A reduced basis ensemble Kalman method. (English) Zbl 1523.65080 GEM. Int. J. Geomath. 14, Paper No. 24, 31 p. (2023). MSC: 65M32 35Q86 62M20 76M21 PDFBibTeX XMLCite \textit{F. A. B. Silva} et al., GEM. Int. J. Geomath. 14, Paper No. 24, 31 p. (2023; Zbl 1523.65080) Full Text: DOI arXiv OA License
Wu, Zhuoshu Optimal stopping problems with a random time horizon. (Abstract of thesis). (English) Zbl 1523.60072 Bull. Aust. Math. Soc. 108, No. 2, 345-346 (2023). MSC: 60G40 35R35 45G10 60J65 60G51 62M20 PDFBibTeX XMLCite \textit{Z. Wu}, Bull. Aust. Math. Soc. 108, No. 2, 345--346 (2023; Zbl 1523.60072) Full Text: DOI
Li, Fangyao; Triggs, Christopher M.; Giurcăneanu, Ciprian Doru On the selection of predictors by using greedy algorithms and information theoretic criteria. (English) Zbl 1521.62159 Aust. N. Z. J. Stat. 65, No. 2, 77-100 (2023). MSC: 62M10 62B10 62M20 PDFBibTeX XMLCite \textit{F. Li} et al., Aust. N. Z. J. Stat. 65, No. 2, 77--100 (2023; Zbl 1521.62159) Full Text: DOI OA License
Xie, Wanli; Wu, Wen-Ze; Xu, Zhenguo; Liu, Caixia; Zhao, Keyun The fractional neural grey system model and its application. (English) Zbl 1525.62041 Appl. Math. Modelling 121, 43-58 (2023). MSC: 62M10 62M20 68T07 PDFBibTeX XMLCite \textit{W. Xie} et al., Appl. Math. Modelling 121, 43--58 (2023; Zbl 1525.62041) Full Text: DOI
Naya, Miguel Ángel; Sanjurjo, Emilio; Rodríguez, Antonio J.; Cuadrado, Javier Kalman filters based on multibody models: linking simulation and real world. A comprehensive review. (English) Zbl 1534.70017 Multibody Syst. Dyn. 58, No. 3-4, 479-521 (2023). MSC: 70E55 62M20 PDFBibTeX XMLCite \textit{M. Á. Naya} et al., Multibody Syst. Dyn. 58, No. 3--4, 479--521 (2023; Zbl 1534.70017) Full Text: DOI OA License
Wang, Hui; Wang, Guizhi A novel gray model based on normalized beta function and its applications. (English) Zbl 1534.62133 Commun. Stat., Simulation Comput. 52, No. 8, 3724-3740 (2023). MSC: 62M20 PDFBibTeX XMLCite \textit{H. Wang} and \textit{G. Wang}, Commun. Stat., Simulation Comput. 52, No. 8, 3724--3740 (2023; Zbl 1534.62133) Full Text: DOI
Peng, Rong; Lu, Zudi Uniform consistency for local fitting of time series non-parametric regression allowing for discrete-valued response. (English) Zbl 07738976 Stat. Interface 16, No. 2, 305-318 (2023). MSC: 62-XX 62M10 62M20 62G05 PDFBibTeX XMLCite \textit{R. Peng} and \textit{Z. Lu}, Stat. Interface 16, No. 2, 305--318 (2023; Zbl 07738976) Full Text: DOI
Borodich Suarez, Sofia; Pepelyshev, Andrey Study of impact of COVID-19 on industrial production indices using singular spectrum analysis. (English) Zbl 07738968 Stat. Interface 16, No. 2, 181-188 (2023). MSC: 62-XX 62M20 PDFBibTeX XMLCite \textit{S. Borodich Suarez} and \textit{A. Pepelyshev}, Stat. Interface 16, No. 2, 181--188 (2023; Zbl 07738968) Full Text: DOI
Li, Kailing; Xie, Naiming Mechanism of single variable grey forecasting modelling: integration of increment and growth rate. (English) Zbl 1527.93243 Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107409, 18 p. (2023). MSC: 93C41 62P30 62M20 PDFBibTeX XMLCite \textit{K. Li} and \textit{N. Xie}, Commun. Nonlinear Sci. Numer. Simul. 125, Article ID 107409, 18 p. (2023; Zbl 1527.93243) Full Text: DOI
Blanchard, Moïse; Jaillet, Patrick Universal regression with adversarial responses. (English) Zbl 1539.62358 Ann. Stat. 51, No. 3, 1401-1426 (2023). MSC: 62R20 62G05 62G08 62G20 62H30 62M20 68T05 PDFBibTeX XMLCite \textit{M. Blanchard} and \textit{P. Jaillet}, Ann. Stat. 51, No. 3, 1401--1426 (2023; Zbl 1539.62358) Full Text: DOI arXiv Link
Ding, Xiucai; Zhou, Zhou Autoregressive approximations to nonstationary time series with inference and applications. (English) Zbl 1539.62267 Ann. Stat. 51, No. 3, 1207-1231 (2023). MSC: 62M10 62H15 62M20 PDFBibTeX XMLCite \textit{X. Ding} and \textit{Z. Zhou}, Ann. Stat. 51, No. 3, 1207--1231 (2023; Zbl 1539.62267) Full Text: DOI arXiv Link