Hatice Tul Kubra Akdur
Hatice Tul Kubra Akdur
Recently, unit-Lindley distribution and its associated regression models have been developed as an alternative to Beta regression model for which continuous outcome in the unit interval ( 0 , 1 ) . Proportion data usually occur in clinical ...
Fatma Başoğlu Kabran,Kamil Demirberk Ünlü
Fatma Başoğlu Kabran
In this paper, we are interested in predicting the bubbles in the S&P 500 stock market with a two-step machine learning approach that employs a real-time bubble detection test and support vector machine (SVM). SVM as a nonparametric binary ...
Huseyin Guler,Ebru Ozgur Guler
Huseyin Guler
Parameters of a linear regression model can be estimated with the help of traditional methods like generalized least squares and mixed estimator. However, recent developments increased the importance of big data sets, which have much more p...
Forecasting drought using neural network approaches with transformed time series data [0.03%]
基于变换时间序列数据的神经网络方法预测干旱事件
O Ozan Evkaya,Fatma Sevinç Kurnaz
O Ozan Evkaya
Drought is one of the important and costliest disaster all over the world. With the accelerated progress of climate change, its frequency of occurrence and negative impacts are rapidly increasing. It is crucial to initiate and sustain an ea...
Ding-Geng Chen,Haipeng Gao,Chuanshu Ji et al.
Ding-Geng Chen et al.
This paper revitalizes the investigation of the classical cusp catastrophe model in catastrophe theory and tackles the unsolved statistical inference problem concerning stochastic cusp differential equation. This model is challenging becaus...
Testing fractional unit roots with non-linear smooth break approximations using Fourier functions [0.03%]
使用傅立叶函数测试分段平稳的单位根
Luis A Gil-Alana,OlaOluwa S Yaya
Luis A Gil-Alana
In this paper, we present a testing procedure for fractional orders of integration in the context of non-linear terms approximated by Fourier functions. The test statistic has an asymptotic standard normal distribution and several Monte Car...
J M Muñoz-Pichardo,R Pino-Mejías,J García-Heras et al.
J M Muñoz-Pichardo et al.
We propose a new technique for the study of multivariate count data. The proposed model is applied to the study of the number of individuals several fossil species found in a set of geographical observation points. First, we are proposing a...
On the performance of the variance ratio unit root tests with flexible Fourier form [0.03%]
含傅立叶形式的方差比单位根检验性能分析
Burak A Erog Lu,Selim Yıldırım
Burak A Erog Lu
This article introduces a new unit root test that combines the variance ratio framework with the Flexible Fourier Form under the generalized least squares detrending mechanism. The advantage of the proposed method against its alternatives c...
Asuman Yılmaz,Mahmut Kara,Onur Özdemir
Asuman Yılmaz
The extreme value distribution was developed for modeling extreme-order statistics or extreme events. In this study, we discuss the distribution of the largest extreme. The main objective of this paper is to determine the best estimators of...
Atacan Erdiş,M Akif Bakir,Muhammed I Jaiteh
Atacan Erdiş
Classical Empirical Mode Decomposition (EMD) is a data-driven method used to analyze non-linear and non-stationary time series data. Besides being an adaptable method by its nature, EMD assumes that every data consists of oscillations of th...