1,720,954 research outputs found
Modelos markov switching y redes neuronales recurrentes para predecir series temporales de tasas de cambio.
Get PDFIn most practical real-life scenarios such as business, finance, retail, energy, economics, etc., time series data reflect non-stationary temporal changes. Some models are used to make predictions of this type of information, such as Markov Switching Models that focus on capturing structural changes in data through discrete states and Recurrent Neural Networks that focus on modeling temporal dependencies in sequential data using recurrent connections between network units. This work uses a hybrid model, Hidden Markov Models, and Recurrent Neural Networks to predict time series. For this purpose, a recurrent neural network is realized, and the hidden Markov model is added to update the regime changes. In the model implementation, data of various currency exchange rates (EUR/USD, GBP/USD, USD/CAD, USD/CHF), ranging from January 1, 2020 to September 1, 2022, is used. In addition, the mean squared error (MSE) and root mean squared error (RMSE) were used as goodness-of-fit measures, obtaining low errors and indicating the quality of the model estimation.En la mayoría de los escenarios prácticos de la vida real tales como negocios, finanzas, comercio minorista, energía, economía, etc., los datos que se obtienen de series temporales reflejan cambios temporales no estacionarios. Existen algunos modelos que se utilizan para realizar predicciones de este tipo de información como son los Modelos Markov con Cambio de Estado (switching) que se centran en capturar cambios estructurales en los datos a través de estados discretos y las Redes Neuronales Recurrentes que se centran en modelar dependencias temporales en los datos secuenciales utilizando conexiones recurrentes entre las unidades de la red. En este trabajo, se realiza un modelo hibrido utilizando modelos ocultos de Markov y redes neuronales recurrentes para predecir series de tiempo. Para ello, se realiza una red neuronal recurrente y se agrega el modelo oculto de Markov para que realice la actualización de los cambios de régimen. En la implementación del modelo, se utiliza datos de varias tasas de cambio de divisas (EUR/USD, GBP/USD, USD/CAD, USD/CHF), que van desde 1 de enero de 2020 al 1 de septiembre del 2022. Además, se utilizó el error cuadrático medio (MSE) y la raíz del error cuadrático medio (RMSE) como medidas de bondad de ajuste, obteniendo errores bajos, lo cual indica la calidad de la estimación del modelo.Iniversidad Nacional de Chimborazo
Kriging and Kalman filter to estimate dynamic spatio-temporal models
No full textNowadays there is a growing interest in understanding the dynamics of certain physical and biological processes. Those concepts are being partially observed and are generated on a large space and time scale. The use of spatio-temporal statistical models have been increase in a wide variety of scientific disciplines such as mapping diseases in certain re- gions, interpretation of oil industry seismic traces, robotic sensor networks analysis, and monitoring of stations meteorological among other applications. This methodology is appropriate to describe and predict spatial explicit processes, which evolves over time. A Bayesian methodology that involves the combination of a universal Kriging filter and the Kalman filter were proposed. The spatial prediction surfaces of the model were con- structed using the Kriging algorithm and the Kalman filter algorithm. It will be able to estimate the temporal effects. Kriging provides a successful estimation approach from the point of view of spatial statistics. On the other hand, the Kalman filter facilitates describe a well-established recursive procedure in order to estimate models in the form of space- state. Some measures of goodness of fit were used to validate model predictions. The methodology was illustrated using 30-year time series from three meteorological stations in Ecuador. The unified structure of the model allows predictions about temperature, precipitation and humidity in the 3 states analyzed to obtain good adjustments. Under- standing spatial patterns and trends can help to evaluate policies which contribute to climate change reduction. The root mean square error was used as a measure of goodness of fit to measure the algorithm estimation quality and to get satisfactory results.En la actualidad existe un inter´es creciente en comprender las din´amicas de ciertos procesos f´ısicos y biologicos que son parcialmente observados y que se generan a gran escala en espacio y tiempo. Los modelos estad´ısticos espacio temporales se vienen utilizando cada vez mas en una amplia variedad de disciplinas cient´ıficas tales como el mapeo de enfermedades en determi- nadas regiones, la interpretaci´on de trazas s´ısmicas en la industria petrolera, an´alisis de redes de sensores roboticos y el monitoreo de estaciones meteorol´ogicas entre otras aplicaciones. Esta metodolog´ıa es apropiada para describir y predecir los procesos espacialmente expl´ıcitos que evolucionan en el tiempo. En este trabajo se utiliz´o una metodolog´ıa bayesiana que involucra la combinacion de un filtro Kriging universal y el filtro de Kalman. Las superficies de prediccion espacial del modelo se construyeron usando el algoritmo de Kriging y los efectos temporales se estimaran por el algoritmo de filtro de Kalman. El Kriging proporciona un enfoque de estima- cion exitoso desde el punto de vista de la estad´ıstica espacial y el filtro de Kalman facilita un procedimiento recursivo bien establecido para la estimacion de los modelos en la forma espacio estado. Se utilizaron algunas medidas de bondad de ajuste para validar las predicciones del modelo. La metodologia fue ilustrada usando series de tiempo de 30 an˜os de tres estaciones me- teorologicas del Ecuador. La estructura unificada del modelo permite hacer predicciones sobre la temperatura, las precipitaciones y la humedad en las 3 provincias analizadas obteniendo buenos ajustes. Comprender los patrones espaciales y tendencias puede ayudar a evualar politicas que contribuyan a la reduccion del cambio climatico. Se us´o la raiz del error cuadratico medio como medida de bondad de ajuste para medir la calidad de estimacion del algoritmo obteniendose resultados satisfactorios.MATEMÁTICO/
Going Beyond Counting First Authors in Author Co-citation Analysis
Get PDFThe present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
Get PDF“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
Get PDFWe provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Dispelling the Myths Behind First-author Citation Counts
Get PDFWe conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
koamabayili/VECTRON-author-checklist: VECTRON author checklist
No full textWe have done our best to complete the author checklist relating to the use of animals in the hut study. Note that the objective for the hut study was to evaluate the IRS treatment applications for residual efficacy against Anopheles mosquitoes, including the local An. coluzzii mosquito population. Cows were only used to attract mosquitoes into the huts and no tests were carried out directly on the cows. The author checklist is intended for use with studies where experiments are carried out on animals, which is why we have had such difficulty in completing this for the hut study, as many of the questions do not relate to how the cows were used
Author-wise bibliometric analysis based on entropy.
No full textAuthor-wise bibliometric analysis based on entropy.</p
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