AUTOREGRESSIVE

作品数：192被引量：268H指数：9
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Least Square Estimation for Multiple Functional Linear Model with Autoregressive Errors
《Acta Mathematicae Applicatae Sinica》2025年第1期84-98,共15页Meng WANG Ming-liang SHU Jian-jun ZHOU Si-xin WU Min CHEN 
supported by National Nature Science Foundation of China(No.11861074,No.11371354 and N0.11301464);Key Laboratory of Random Complex Structures and Data Science,Chinese Academy of Sciences,Beijing 100190,China(No.2008DP173182);Applied Basic Research Project of Yunnan Province(No.2019FB138).
As an extension of linear regression in functional data analysis, functional linear regression has been studied by many researchers and applied in various fields. However, in many cases, data is collected sequentially...
关键词：multiple functional linear model autoregressive errors principal component analysis CONSISTENCY 
End-to-end Identification of Autoregressive with Exogenous Input(ARX)Models Using Neural Networks
《Machine Intelligence Research》2025年第1期117-130,共14页Aoxiang Dong Andrew Starr Yifan Zhao 
Traditional parametric system identification methods usually rely on apriori knowledge of the targeted system,which may not always be available,especially for complex systems.Although neural networks(NNs)have been inc...
关键词：Linear system identification and estimation learning systems model structure determination multivariable systems deep learning. 
Efficient reliability analysis via a nonlinear autoregressive multi-fidelity surrogate model and active learning
《Journal of Zhejiang University-Science A(Applied Physics & Engineering)》2024年第11期922-937,共16页Yifan LI Yongyong XIANG Luojie SHI Baisong PAN 
supported by the Major Projects of Zhejiang Provincial Natural Science Foundation of China(No.LD22E050009);the National Natural Science Foundation of China(No.51475425);the College Student’s Science and Technology Innovation Project of Zhejiang Province(No.2022R403B060),China.
For complex engineering problems,multi-fidelity modeling has been used to achieve efficient reliability analysis by leveraging multiple information sources.However,most methods require nested training samples to captu...
关键词：Reliability analysis Multi-fidelity surrogate model Active learning NONLINEARITY Residual model 
Probabilistic modeling of multifunction radars with autoregressive kernel mixture network
《Defence Technology（防务技术）》2024年第5期275-288,共14页Hancong Feng Kaili.Jiang Zhixing Zhou Yuxin Zhao Kailun Tian Haixin Yan Bin Tang 
supported by the National Natural Science Foundation of China under Grant 62301119。
The task of modeling and analyzing intercepted multifunction radars(MFRs)pulse trains is vital for cognitive electronic reconnaissance.Existing methodologies predominantly rely on prior information or heavily constrai...
关键词：Probabilistic forecasting Multifunction radar Unsupervised learning Change point detection Outlier detection 
A multi-scale second-order autoregressive recursive filter approach for the sea ice concentration analysis
《Acta Oceanologica Sinica》2024年第3期115-126,共12页Lu Yang Xuefeng Zhang 
The National Key Research and Development Program of China under contract No.2023YFC3107701;the National Natural Science Foundation of China under contract No.42375143.
To effectively extract multi-scale information from observation data and improve computational efficiency,a multi-scale second-order autoregressive recursive filter(MSRF)method is designed.The second-order autoregress...
关键词：second-order auto-regressive filter multi-scale recursive filter sea ice concentration three-dimensional variational data assimilation 
Estimating the Scarlet Fever Epidemics Using a Seasonal Autoregressive Fractionally Integrated Moving Average Model被引量：1
《Biomedical and Environmental Sciences》2024年第3期336-340,共5页WANG Yong Bin XUE Chen Lu ZHOU Pei Ping ZHANG Bing Jie XU Chun Jie 
supported by the Key Scientific Research Project of Universities in Henan(21A330004);Supported by the Open Project Program of the First Hospital of Xinxiang Medical University(XZZX2022002).
Scarlet fever(SF)is a common infectious disease caused by group A streptococcus(GAS)[1].During the 18th and 19th centuries,SF was a significant cause of mortality in children aged 5-15 years worldwide[2].The incidence...
关键词：prevention MORTALITY LET 
A robust autoregressive long-term spatiotemporal forecasting framework for surrogate-based turbulent combustion modeling via deep learning被引量：1
《Energy and AI》2024年第1期300-311,共12页Sipei Wua Haiou Wang Kai Hong Luo 
support from the National Natural Science Foundation of China(Grant No.52250710681 and 52022091);Support from the UK Engineering and Physical Sciences Research Council under the project“UK Consortium on Mesoscale Engineering Sciences(UKCOMES)”(Grant No.EP/X035875/1)is also acknowledged.
This paper systematically develops a high-fidelity turbulent combustion surrogate model using deep learning.We construct a surrogate model to simulate the turbulent combustion process in real time,based on a state-oft...
关键词：Turbulent combustion Detailed reaction mechanism Transient simulation Deep neural network Spatiotemporal series prediction Long-term forecast stability 
Classification of Conversational Sentences Using an Ensemble Pre-Trained Language Model with the Fine-Tuned Parameter
《Computers, Materials & Continua》2024年第2期1669-1686,共18页R.Sujatha K.Nimala 
Sentence classification is the process of categorizing a sentence based on the context of the sentence.Sentence categorization requires more semantic highlights than other tasks,such as dependence parsing,which requir...
关键词：Bidirectional encoder for representation of transformer conversation ensemble model fine-tuning generalized autoregressive pretraining for language understanding generative pre-trained transformer hyperparameter tuning natural language processing robustly optimized BERT pretraining approach sentence classification transformer models 
Return direction forecasting:a conditional autoregressive shape model with beta density被引量：1
《Financial Innovation》2023年第1期2251-2266,共16页Haibin Xie Yuying Sun Pengying Fan 
Funding was provided by National Social Science Fund of China(Grant No.22BJY259);National Natural Science Foundation of China(Grant Nos.71971004,72271055);Research on Modeling of Return Rate Based on Mixed Distribution and Its Application in Risk Management(Grant No.19YB26).
This paper derives a new decomposition of stock returns using price extremes and proposes a conditional autoregressive shape(CARS)model with beta density to predict the direction of stock returns.The CARS model is con...
关键词：Return direction forecasting Price extremes CARS Beta distribution 
Effects of financial development and capital accumulation on labor productivity in sub‑Saharan Africa:new insight from cross sectional autoregressive lag approach
《Financial Innovation》2023年第1期1-18,共18页Joshua Dzankar Zoaka Hasan Gungor 
This study aims to shed light on the effects of financial development and accumula-tion of capital on the productivity of labor in the sub-Sahara African region within the period of 1990–2018.In this work,we used the...
关键词：Productivity of labor Financial development CS-ARDL Capital accumulation Sub-Saharan Africa 
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