نتایج جستجو برای: fractional regression
تعداد نتایج: 374976 فیلتر نتایج به سال:
In this paper, a time-fractional diffusion equation of distributed order including the Caputo-Prabhakar fractional derivative is studied. We use a numerical method based on the linear B-spline interpolation and finite difference method to study the solutions of these types of fractional equations. Finally, some numerical examples are presented for the performance and accuracy of the proposed nu...
in this paper, the dynamical behavior of an axially moving string modeled by fractional derivative is investigated. the governing equation represented motion is solved by the method of multiple scales. considering principal parametric resonance, the stability boundaries for string with simple supports are obtained. numerical results indicate the effects of fractional damping on stability.
a computational method for numerical solution of a nonlinear volterra and fredholm integro-differentialequations of fractional order based on chebyshev cardinal functions is introduced. the chebyshev cardinaloperational matrix of fractional derivative is derived and used to transform the main equation to a system ofalgebraic equations. some examples are included to demonstrate the validity and ...
IMPORTANCE Psychiatric disorders in youth characterized by behavioral and emotional dysregulation are often comorbid and difficult to distinguish. An alternative approach to conceptualizing these disorders is to move toward a diagnostic system based on underlying pathophysiologic processes that may cut across conventionally defined diagnoses. Neuroimaging techniques have potentials for the iden...
By means of a fractional factorial simulation experiment, we compare the performance of Penalised Quasi-Likelihood, Non-Adaptive Gaussian Quadrature and Adaptive Gaussian Quadrature in estimating parameters for multi-level logistic regression models. The comparison is done in terms of bias, mean squared error, numerical convergence, and computational efficiency. It turns out that, in terms of M...
Frequency domain statistics are studied in the presence of fractional deterministic and stochastic trends. It is shown how the behaviour of the sample variance-covariance matrix of nonstationary processes can be dominated by components corresponding to a possibly degenerating band around zero frequency. This property is used to establish the limiting distribution of the averaged periodogram mat...
Filtered log-periodogram regression estimation of the fractional differencing parameter d is considered. Asymptotic properties are derived and the effect of filtering on d̂ is investigated. It is shown that the estimator by Geweke and Porter-Hudak (1983) can be improved significantly using a simple family of filters. The essential improvement is based on a binary decision that is asymptotically ...
Using the spectral regression method, we test for long-term stochastic memory in threeand six-month daily returns series of Eurocurrency deposits denominated in major currencies. Significant evidence of positive long-term dependence is found in several Eurocurrency returns series. Compared to benchmark linear models, the estimated fractional models result in dramatic out-of-sample forecasting i...
Abstract. In this work, it has been shown that the combined use of exponential operators and integral transforms provides a powerful tool to solve time fractional generalized KdV of order 2q+1 and certain fractional PDEs. It is shown that exponential operators are an effective method for solving certain fractional linear equations with non-constant coefficients. It may be concluded that the com...
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