The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101754
Abstract: Abstract This paper examines the asymmetric effect of Bitcoin on three altcoins, namely Ethereum (ETH), Ripple (XRP) and Litecoin (LTC) by using the Nonlinear Autoregressive Distributed Lag (NARDL) model for the period July 2015 to… read more here.
Keywords: asymmetric effect; effect bitcoin; bitcoin; effect ... See more keywords
Predictions of Solar Activity Cycles 25 and 26 using Nonlinear Autoregressive Exogenous Neural Networks
Sign Up to like & getrecommendations! Published in 2023 at "Monthly Notices of the Royal Astronomical Society"
DOI: 10.1093/mnras/stad1460
Abstract: This study presents new prediction models of the 11-year solar activity cycles (SC) 25 and 26 based on multiple activity indicator parameters. The developed models are based on the use of Nonlinear Autoregressive Exogenous (NARX)… read more here.
Keywords: autoregressive exogenous; activity cycles; activity; solar activity ... See more keywords
Integrated Identification of the Nonlinear Autoregressive Models With Exogenous Inputs (NARX) for Engineering Systems Design
Sign Up to like & getrecommendations! Published in 2022 at "IEEE Transactions on Control Systems Technology"
DOI: 10.1109/tcst.2022.3171130
Abstract: This brief presents a new framework for the identification of nonlinear autoregressive (AR) models with exogenous inputs (NARX) model for design (NARX-M-for-D), which represents NARX of engineering systems where the model coefficients are represented explicitly… read more here.
Keywords: identification nonlinear; autoregressive models; design; model ... See more keywords
Predictions of vertical train-bridge response using artificial neural network-based surrogate model
Sign Up to like & getrecommendations! Published in 2019 at "Advances in Structural Engineering"
DOI: 10.1177/1369433219849809
Abstract: To improve the efficiency of reliability calculations for vehicle-bridge systems, we present a surrogate modeling method based on a nonlinear autoregressive with exogenous input artificial neural network model and an important sample, which can forecast… read more here.
Keywords: neural network; bridge; model; artificial neural ... See more keywords
A Nonlinear Autoregressive Distributed Lag (NARDL) Analysis of West Texas Intermediate Oil Prices and the DOW JONES Index
Sign Up to like & getrecommendations! Published in 2020 at "Energies"
DOI: 10.3390/en13154011
Abstract: The paper features an examination of the link between the behaviour of oil prices and DowJones Index in a nonlinear autoregressive distributed lag nonlinear autoregressive distributed lag (NARDL) framework. The attraction of NARDL is that… read more here.
Keywords: oil; distributed lag; autoregressive distributed; oil prices ... See more keywords
A Nonlinear Autoregressive Scheme for Time Series Prediction via Artificial Neural Networks
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Computational Chemistry"
DOI: 10.4236/jcc.2018.69002
Abstract: This article is devoted to a time series prediction scheme involving the nonlinear autoregressive algorithm and its applications. The scheme is implemented by means of an artificial neural network containing a hidden layer. As a… read more here.
Keywords: series prediction; nonlinear autoregressive; time series; time ... See more keywords