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This paper develops a Bayesian procedure for estimation and forecasting of the volatility of multivariate time series. The foundation of this work is the matrix-variate dynamic linear model, for the volatility of which we adopt a…

Statistical Finance · Quantitative Finance 2008-12-02 K. Triantafyllopoulos

We develop a Bayesian framework for variable selection in linear regression with autocorrelated errors, accommodating lagged covariates and autoregressive structures. This setting occurs in time series applications where responses depend on…

Methodology · Statistics 2025-08-18 Alokesh Manna , Sujit K. Ghosh

While there have been a lot of recent developments in the context of Bayesian model selection and variable selection for high dimensional linear models, there is not much work in the presence of change point in literature, unlike the…

Methodology · Statistics 2021-02-26 Nilabja Guha , Jyotishka Datta

The prediction of behavior in dynamical systems, is frequently subject to the design of models. When a time series obtained from observing the system is available, the task can be performed by designing the model from these observations…

Machine Learning · Computer Science 2022-11-23 Pedro Garcia

This article shows how to specify and construct a discrete, stochastic, continuous-time model specifically for ecological systems. The model is more broad than typical chemical kinetics models in two ways. First, using time-dependent hazard…

Populations and Evolution · Quantitative Biology 2015-06-30 Andrew J. Dolgert

Data-driven hourly weather forecasting models often face the challenge of error accumulation in long-term predictions. The problem is exacerbated by non-physical temporal discontinuities present in widely-used training datasets such as…

Machine Learning · Computer Science 2025-10-01 Shuangshuang He , Yuanting Zhang , Hongli Liang , Qingye Meng , Xingyuan Yuan , Shuo Wang

Mechanistic growth models play a major role in bioprocess engineering, design, and control. Their reasonable predictive power and their high level of interpretability make them an essential tool for computer aided engineering methods.…

Quantitative Methods · Quantitative Biology 2023-12-07 Judit Aizpuru , Maxim Borisyak , Peter Neubauer , M. Nicolas Cruz Bournazou

Bayesian methods are increasingly being applied to parameterize mechanistic process models used in environmental prediction and forecasting. In particular, models describing ecosystem dynamics with multiple states that are linear and…

Applications · Statistics 2021-10-19 John W. Smith , Leah R. Johnson , Robert Q. Thomas

The gene networks that comprise the circadian clock modulate biological function across a range of scales, from gene expression to performance and adaptive behaviour. The clock functions by generating endogenous rhythms that can be…

Molecular Networks · Quantitative Biology 2012-10-25 Ozgur Akman , Steven Watterson , Andrew Parton , Nigel Binns , Andrew Millar , Peter Ghazal

A typical problem in air pollution epidemiology is exposure assessment for individuals for which health data are available. Due to the sparsity of monitoring sites and the limited temporal frequency with which measurements of air pollutants…

This article provides an overview of model predictive control (MPC) frameworks for dynamic operation of nonlinear constrained systems. Dynamic operation is often an integral part of the control objective, ranging from tracking of reference…

Systems and Control · Electrical Eng. & Systems 2024-01-10 Johannes Köhler , Matthas A. Müller , Frank Allgöwer

A model of multicellular systems with several types of cells is developed from the phase field model. The model is presented as a set of partial differential equations of the field variables, each of which expresses the shape of one cell.…

Biological Physics · Physics 2015-05-30 Makiko Nonomura

This paper studies a generalized busy-time scheduling model on heterogeneous machines. The input to the model includes a set of jobs and a set of machine types. Each job has a size and a time interval during which it should be processed.…

Data Structures and Algorithms · Computer Science 2021-05-14 Mozhengfu Liu , Xueyan Tang

Air pollution is the world's largest environmental risk factor for human disease and premature death, resulting in more than 6 million permature deaths in 2019. Currently, there is still a challenge to model one of the most important air…

Degradation data are essential for determining the reliability of high-end products and systems, especially when covering multiple degradation characteristics (DCs). Modern degradation studies not only measure these characteristics but also…

Methodology · Statistics 2025-04-09 Zhengzhi Lin , Xiao Liu , Yisha Xiang , Yili Hong

Different disciplines pursue the aim to develop models which characterize certain phenomena as accurately as possible. Climatology is a prime example, where the temporal evolution of the climate is modeled. In order to compare and improve…

Methodology · Statistics 2017-02-03 T. M. Erhardt , C. Czado , T. L. Thorarinsdottir

Environmental and climate processes are often distributed over large space-time domains. Their complexity and the amount of available data make modelling and analysis a challenging task. Statistical modelling of environment and climate data…

Methodology · Statistics 2019-10-02 Behnaz Pirzamanbein

We introduce a mesocopic modeling approach for active systems. The continuum model allows to consider microscopic details as well as emerging macroscopic behavior and can be considered as a minimal continuum model to describe generic…

Soft Condensed Matter · Physics 2016-08-24 Francesco Alaimo , Simon Praetorius , Axel Voigt

This is a relevant problem because the design of most cities prioritizes the use of motorized vehicles, which has degraded air quality in recent years, having a negative effect on urban health. Modeling, predicting, and forecasting ambient…

Neural and Evolutionary Computing · Computer Science 2020-10-07 Jamal Toutouh

Quantifying the impact of climate change on future air quality is a challenging subject in air quality studies. An ANN model is employed to simulate hourly O3 concentrations. The model is developed based on hourly monitored values of…

Atmospheric and Oceanic Physics · Physics 2022-05-20 Ehsan Mosadegh , Khosro Ashrafi , Majid Shafiepour Motlagh , Iman Babaeian
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