منابع مشابه
Bootstrap prediction regions for multivariate autoregressive processes
Riassunto: L’obiettivo del presente lavoro è studiare il comportamento di una nuova procedura per la determinazione di regioni di previsione per processi autoregressivi multidimensionali. Le regioni di previsione, basate sulla tecnica bootstrap, non fanno affidamento su alcuna assunzione distributiva per i disturbi ed inoltre tengono conto della variabilità derivante dalla necessità di stimare ...
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Confidence intervals are one of the most important topics in mathematical statistics which are related to statistical hypothesis tests. In a confidence interval, the aim is that to find a random interval that coverage the unknown parameter with high probability. Confidence intervals and its different forms have been extensively discussed in standard statistical books. Since the most of stati...
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One of the main goals of studying the time series is estimation of prediction interval based on an observed sample path of the process. In recent years, different semiparametric bootstrap methods have been proposed to find the prediction intervals without any assumption of error distribution. In semiparametric bootstrap methods, a linear process is approximated by an autoregressive process. The...
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Estimating the Jacobian matrix of a nonlinear dynamical system through observed time-series data is one of the important steps in predicting future states of the time series. The Jacobian matrix is estimated using local information about divergences of nearby trajectories. Although the basic algorithm for estimating the Jacobian matrix generally works well, it often fails for short or noisy dat...
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A human-like intelligent robot is expected to have the capability to develop its cognitive functions through experience without a priori knowledge or explicit teaching. In addition, the realization of this kind of robot can lead us to understand the developmental mechanisms of human beings. This paper proposes a bootstrap learning model by which a robot can acquire the ability of joint attentio...
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ژورنال
عنوان ژورنال: Journal of Time Series Analysis
سال: 2014
ISSN: 0143-9782
DOI: 10.1111/jtsa.12099