Weak signals in high-dimension regression: detection, estimation and prediction.
Sign Up to like & getrecommendations! Published in 2019 at "Applied stochastic models in business and industry"
DOI: 10.1002/asmb.2340
Abstract: Regularization methods, including Lasso, group Lasso and SCAD, typically focus on selecting variables with strong effects while ignoring weak signals. This may result in biased prediction, especially when weak signals outnumber strong signals. This paper… read more here.
Keywords: estimation; variable selection; weak signals; estimation prediction ... See more keywords
Bayesian estimation and prediction for the transformed Wiener degradation process
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DOI: 10.1002/asmb.2522
Abstract: This paper proposes some Bayesian inferential procedures for the transformed Wiener (TW) process, a new degradation process that has been recently suggested in the literature to describe degradation phenomena where degradation increments are not necessarily… read more here.
Keywords: degradation; estimation prediction; degradation process; process ... See more keywords
Space‐time autoregressive estimation and prediction with missing data based on Kalman filtering
Sign Up to like & getrecommendations! Published in 2020 at "Environmetrics"
DOI: 10.1002/env.2627
Abstract: We propose a Kalman filter algorithm to provide a formal statistical analysis of space‐time data with an autoregressive structure in time. The Kalman filter technique allows to capture the temporal dependence as well as the… read more here.
Keywords: estimation prediction; space; kalman; space time ... See more keywords
A queue length estimation and prediction model for long freeway off-ramps
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Intelligent Transportation Systems"
DOI: 10.1080/15472450.2020.1846125
Abstract: Abstract Real-time queue length estimation and prediction provides useful information for proactively managing transportation networks. Queue spillback from off-ramps onto main lanes of freeways is one of the traffic issues caused by vehicular queues that… read more here.
Keywords: estimation prediction; length estimation; queue length; time ... See more keywords
Sequence-to-Sequence Recurrent Graph Convolutional Networks for Traffic Estimation and Prediction Using Connected Probe Vehicle Data
Sign Up to like & getrecommendations! Published in 2023 at "IEEE Transactions on Intelligent Transportation Systems"
DOI: 10.1109/tits.2022.3168865
Abstract: Traffic estimation is imperative for conducting fundamental transportation engineering tasks such as transportation planning and traffic safety studies. Additionally, traffic prediction is vital for many data-driven intelligent transportation system applications. Most traffic estimation and prediction… read more here.
Keywords: traffic; estimation prediction; sequence; probe vehicle ... See more keywords
Bayesian Estimation and Prediction Based on Progressively First Failure Censored Scheme from a Mixture of Weibull and Lomax Distributions
Sign Up to like & getrecommendations! Published in 2020 at "Pakistan Journal of Statistics and Operation Research"
DOI: 10.18187/pjsor.v16i2.2442
Abstract: This paper develops Bayesian estimation and prediction, for a mixture of Weibull and Lomax distributions, in the context of the new life test plan called progressive first failure censored samples. Maximum likelihood estimation and Bayes… read more here.
Keywords: estimation; estimation prediction; mixture weibull; bayesian estimation ... See more keywords
ESTIMATION AND PREDICTION OF CONDITIONAL TAIL EXPECTATION FOR LONG-HORIZON RETURNS
Sign Up to like & getrecommendations! Published in 2021 at "Statistica Sinica"
DOI: 10.5705/ss.202018.0304
Abstract: In evaluating tail risks for returns of stock portfolios, it is important yet difficult to deliver a statistically sound solution when the return horizon is long. Traditional parametric methods which rely on strong model assumptions… read more here.
Keywords: tail expectation; conditional tail; estimation prediction; tail ... See more keywords