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=== Time Series Models === * '''Nonlinear Time Series Models''': In nonlinear time series models, stochastic equicontinuity ensures the stability and consistency of estimat ...

{{Short description|Performance indicator for hydrologic models}} * <math display="inline">\mu_s</math> is the mean of the simulated time series (e.g.: flows predicted by the model) ...

{{Short description|Time series model}} ...vid S. Stoffer}}</ref><ref>{{Cite web |title=2.1 Moving Average Models (MA models) {{!}} STAT 510 |url=https://online.stat.psu.edu/stat510/lesson/2/2.1 |acce ...

...Segmenting time series: A survey and novel approach]." Data mining in time series databases 57 (2004): 1-22.</ref> Probabilistic methods based on [[hidden Ma ...of time, the second approach generally takes into account the entire time-series when deciding which label to assign to a given point. ...

...L '06 |chapter=Dynamic topic models |s2cid=5405229|year=2006|pages=113–120|series=ICML'06|isbn=978-1-59593-383-6|doi=10.1145/1143844.1143859}}</ref> ...nts plays a fundamental role. More precisely, the documents are grouped by time slice (e.g.: years) and it is assumed that the documents of each group come ...

...s eventually followed by an event ''q'', TPTL furthermore allows to give a time limit for ''q'' to occur. ...velopments in Data Structure Research During the First 25 Years of FSTTCS |series=Lecture Notes in Computer Science |journal=Proceedings of the 25th Conferen ...

...hich describes how the neuron integrates stimulus intensity over space and time. The output of this filter then passes through a nonlinear function, which ...tion. The Poisson spike generator converts the continuous spike rate to a series of spike times, under the assumption that the probability of a spike depend ...

...and he established a reputation for brilliance early in his career with a series of proofs, including an independent proof of [[Omega-categorical theory|equ ...]] and his students at the University of California, Berkeley. At the same time it became much more mathematical, both in techniques and in the concepts us ...

...ance]] of the source. Real world equipment may not perfectly follow these models, especially at extremes of loading (both high and low), but for most purpos ...ge source model to be converted to a non-ideal current source model. Both models are equally valid, but the voltage source model is more applicable when the ...

...er share some common features. In this situation, using generalized linear models and ignoring the correlations may cause problems.<ref name=CDA>{{cite book| ...ty>{{cite journal |title=Identifiability of Parameters in Latent Structure Models with Many Observed Variables |journal=The Annals of Statistics|year=2009|vo ...

...ivation. [[Gary Chamberlain|Chamberlain]]'s approach to unobserved effects models is a way of estimating the linear unobserved effects, under fixed effect (r ...with the [[linear projection]] of it onto the explanatory variables in all time periods. Specifically, this leads to the following equation ...

'''Phase-field models on graphs''' are a discrete analogue to [[phase-field models]], defined on a [[graph (discrete mathematics)|graph]]. They are used in [[ ...continuum phase-field models, where regions with ''u'' close to 0 or 1 are models for two phases of the material, vertices can be classified into those with ...

...questions, such as: how many recurrences occur on average within a certain time interval? Which factors are associated with a higher or lower risk of recur ...d in time-to-event analysis: whereas time-to-event analysis focuses on the time to a single terminal event, individuals may be at risk for subsequent event ...

...s, where multiple observations are made on collections of individuals over time.]] |title=Univariate and multivariate general linear models: Theory and applications with '''SAS''' (with 1 CD-ROM for Windows and UNIX ...

...iables produced by multiple individuals (the first dimension), in multiple series (the second dimension) at multiple times periods (the third dimension) and ...' is the individual dimension, ''s'' is the series dimension, ''t'' is the time dimension, and ''h'' is the horizon dimension. A general multidimensional p ...

...S_t</math>, where <math>S_t</math> is the price of the underlying asset at time <math>t</math>, is available.<ref>{{Cite journal|last1=Carr|first1=Peter|la |series=Chapman and Hall/CRC Financial Mathematics Series}} ...

{{short description|Time series statistical test}} ...AJ |title=Likelihood-based Inference in Cointegrated Vector Autoregressive Models|last=Johansen|first=Søren|publisher=Oxford University Press|year=1995|isbn= ...

...nd [[Saunders MacLane]].<ref>S. Eilenberg and S. Mac Lane (1953), "Acyclic Models." ''Amer. J. Math.'' '''75''', pp.189–199</ref> They discovered that, when * <math>V</math> is <math>k</math>- and <math>(k+1)</math>-acyclic at these models, which means that <math>H_k(V(M)) = 0</math> for all <math>k>0</math> and a ...

...rogramming]] and [[flow network|network optimization]]. The study of such models is part of inventory theory. ...d. This leads to the whole philosophy of [[Just In Time (business)|Just In Time]], which argues that the costs of carrying inventory have typically been un ...

...11|isbn=978-3-319-56432-6}}</ref> It is also used in multi-type branching models for analogous computations.<ref>{{Cite book|last=Mode, Charles J., 1927-|ti ...f infected individuals in the <math> i^{th}</math> infected compartment at time&nbsp;''t''. Now, the [[epidemic model]] is{{cn|date=May 2023}} ...