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Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs

Guigues, Vincent Gérard Yannick; Sagastizábal, Claudia (Elsevier Science Bv, 2012-11)

We consider an interstage dependent stochastic process whose components follow an autoregressive model with time varying order. At a given time, we give some recursive formulae linking future values of the process with ...

Robust streamflow forecasting: a Student's t-mixture vector autoregressive model

Favereau, Marcel; Lorca, Alvaro; Negrete-Pincetic, Matias; Vicuña, Sebastian (SPRINGER, 2022)

Accurate streamflow forecasting is one of the main challenges in the management of reservoirs, where autoregressive models have been commonly used. Typically, the noise of these models is considered Gaussian. However, this ...

Delamination area quantification in composite structures using Gaussian process regression and auto-regressive models

Universidade Estadual Paulista (Unesp); Lusófona University; Universidade do Porto; Chonnam National University (2020-01-01)

After detecting initial delamination damage in a hotspot region of a composite structure monitored through a data-driven approach, the user needs to decide if there is an imminent structural failure or if the system can ...

Bayesian first order auto-regressive latent variable models for multiple binary sequences

Giardina, Federica; Guglielmi, Alessandra; Quintana, Fernando A.; Ruggeri, Fabrizio (SAGE PUBLICATIONS LTD, 2011)

Longitudinal clinical trials often collect long sequences of binary data monitoring a disease process over time. Our application is a medical study conducted in the US by the Veterans Administration Cooperative Urological ...

Autoregressive vectors model in the analysis of the determinants of soybean production in Brazil

Silva, Michael Gonçalves da; Goettems, Rafaela; Silva, Vanessa Siqueira Peres da (Universidade Federal de Santa Maria, 2020)

Net Cash Flow Analysis as Stochastic Processes Theory Application and the Real Options Theory: A New Approach-Edición Única

Mota Aragón, Martha B. (Instituto Tecnológico y de Estudios Superiores de Monterrey, 2015)

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Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs

Robust streamflow forecasting: a Student's t-mixture vector autoregressive model

Delamination area quantification in composite structures using Gaussian process regression and auto-regressive models

Bayesian first order auto-regressive latent variable models for multiple binary sequences

Autoregressive vectors model in the analysis of the determinants of soybean production in Brazil

Net Cash Flow Analysis as Stochastic Processes Theory Application and the Real Options Theory: A New Approach-Edición Única

Metal Returns, Stock Returns And Stock Market Volatility

Regular variation : extremes and autocovariance function convergence for multivariate GARCH processes.

Bootstrap methods for generalized autoregressive moving average models

Quantificação de risco em finanças: BitCoin sob a avaliação do Value at Risk

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Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs

Robust streamflow forecasting: a Student's t-mixture vector autoregressive model

Delamination area quantification in composite structures using Gaussian process regression and auto-regressive models

Bayesian first order auto-regressive latent variable models for multiple binary sequences

Autoregressive vectors model in the analysis of the determinants of soybean production in Brazil

Net Cash Flow Analysis as Stochastic Processes Theory Application and the Real Options Theory: A New Approach-Edición Única

Metal Returns, Stock Returns And Stock Market Volatility

Regular variation : extremes and autocovariance function convergence for multivariate GARCH processes.

Bootstrap methods for generalized autoregressive moving average models

Quantificação de risco em finanças: BitCoin sob a avaliação do Value at Risk