Nonlinear Models
Nonlinear Models of Brazilian Sheep in Adjustment of Growth Curves
... of nonlinear models, (b) evaluate responses of treat- ments over time, (c) analyse response interactions of subpopulations or treatments over time, and (d) identify the heaviest animals in a population at ...
8
The Forecasting Performance of Seasonal and Nonlinear Models
... require nonlinear time series ...linear models, so it is not surprising that nonlinear models gained more attention and became a useful tool to forecast economic time ...these models ...
14
Linear and nonlinear models for forecasting the realized volatility of cryptocurrencies
... During this particular work we did not include the extensions of the heterogenous au- toregressive model, the so called HAR-RV-J and HAR-RV-CJ, which are able to predict the realized volatility from time series with ...
72
The design of dynamic and nonlinear models in cash flow prediction
... Apart from the random walk assumption, the DKW model also assumes that earnings and working capital components are constant proportions of sales. Derived from these assumptions, earnings would be the optimal prediction ...
239
Forecasting Realized Volatility with Linear and Nonlinear Models
... following models: the standard heterogeneous autoregressive (HAR) model; the flexible HAR model where cumulated returns over one to 200 days and average past volatility over one to 60 days are initially included ...
26
Perspectives and advances in parameter estimation of nonlinear models
... W ithin the PMS, the m ethod presented in this Chapter might profitably be recast in a Bayesian framework as partly discussed in Chapter 5, where state estimates obtained by this geometrical approach to param eter ...
349
Diagnostics for nonlinear models with application to population pharmacokinetic modeling
... (PK) models by visualizing re- sampling statistics, such as case deletion and ...Multiple models are fit, parameter estimates and fit diagnostics are extracted and the results are ...
187
Reconstruction of stochastic nonlinear models from trajectory measurements
... The most general approach to the solution of this problem is arguably based on Bayes’ theorem. 12–14 In particular, it was shown in 13 that parameters of stochastic map with weak measurement noise can be estimated using ...
9
Nonlinear Models for Short-time Load Forecasting
... In this work, we have proposed a comparison of different approaches to STLF. It has been shown that, unlike the traditional NN techniques, the Bayesian NN method is able to deal quite efficiently with model complexity ...
6
Asymptotic behavior of solutions of nonlinear models from erythropoiesis
... and Glass. With such a nonlinear term, the study of system (.)-(.), which is a gener- alized Mackey-Glass-type model, is more complicated than that of previous models. The purpose of the paper is to ...
11
Essays on Financial Applications of Nonlinear Models
... Tatsiopoulos, 2012, Nazário et al., 2017) or build portfolios (Markowitz, 1952, Konno and Yamazaki, 1991, Paranjape-Voditel and Deshpande, 2013). Traditional forecasting research has employed statistical time series ...
157
Nonlinear Models Using Dirichlet Process Mixtures
... a nonlinear model based on an ensemble of simple linear models has been explored extensively in the field of machine ...for models that are comprised of several local models (experts) each ...
22
Arbitrage-free pricing of derivatives in nonlinear market models
... some nonlinear models for con- tracts with either an exogenous or an endogenous ...market models of credit risk (possibly also with differential funding rates), whereas the general theory developed ...
56
Local Curvature and Centering Effects in Nonlinear Regression Models
... in nonlinear regression ...linear models with interaction effects are ...in nonlinear models where linear approximation is employed to obtain tests of significance are then ...versus ...
9
Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models
... This section provides Monte Carlo evidence on the relative Þnite sample performance of the MBB and the asymptotic normal approximation for conÞdence intervals. We consider two practical examples of nonlinear ...
25
Identification of nonlinear systems using generalized kernel models
... are nonlinear and in many practical applications nonlinear models are required to achieve an adequate modeling accu- ...in nonlinear model building because the size of a nonlinear model ...
11
Boosting Techniques for Nonlinear Time Series Models
... popular nonlinear time series models require a priori the choice of parametric functions which are assumed to be appropriate in specific ...the nonlinear structure between the covariates and the ...
27
Estimation and inference in unstable nonlinear least squares models
... to nonlinear models. To that end, we consider a nonlinear model that can be estimated via nonlinear least squares (NLS) and features a limited number of parameter shifts occur- ring at unknown ...
56
Nonlinear data-assimilation using implicit models
... Variational methods seem to have a disadvantage when compared to the EnKF method, since they rely on accurate adjoints and gradients. In our methodology, we circumvent constructing the adjoint model, by utilizing the ...
11
Simulation and control techniques for nonlinear rational expectation models
... In models with unstable roots near unity, the effectiveness of the terminal condition in approximating the saddlepoint is improved if the long-run solution or long-run growth rate is known since these provide ...
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