Related papers: Prediction Measures in Beta Regression Models
Overfitting in linear regression is broken down into two main causes. First, the formula for the estimator includes 'forbidden knowledge' about training observations' residuals, and it loses this advantage when deployed out-of-sample.…
Pre-validation is a way to build prediction model with two datasets of significantly different feature dimensions. Previous work showed that the asymptotic distribution of the resulting test statistic for the pre-validated predictor…
Energy load forecasting plays a crucial role in optimizing resource allocation and managing energy consumption in buildings and cities. In this paper, we propose a novel approach that leverages language models for energy load forecasting.…
This paper proposes a general method to handle forecasts exposed to behavioural bias by finding appropriate outside views, in our case corporate sales forecasts of analysts. The idea is to find reference classes, i.e. peer groups, for each…
In this work we introduce a class of dynamic models for time series taking values on the unit interval. The proposed model follows a generalized linear model approach where the random component, conditioned on the past information, follows…
A prediction interval covers a future observation from a random process in repeated sampling, and is typically constructed by identifying a pivotal quantity that is also an ancillary statistic. Analogously, a tolerance interval covers a…
The paper explores a different variation of combined regression strategy to calculate the conditional survival function. We use regression based weak learners to create the proposed ensemble technique. The proposed combined regression…
This chapter aims to inform a practitioner about current methods for predicting potential distributions of invasive species. It mostly addresses single species models, covering the conceptual bases, touching on mechanistic models, and then…
A random forest prediction can be computed by the scalar product of the labels of the training examples and a set of weights that are determined by the leafs of the forest into which the test object falls; each prediction can hence be…
Publication bias (PB) is one of the most vital threats to the accuracy of meta-analysis. Adjustment or sensitivity analysis based on selection models, which describe the probability of a study being published, provide a more objective…
We consider a class of conditional forward-backward diffusion models for conditional generative modeling, that is, generating new data given a covariate (or control variable). To formally study the theoretical properties of these…
In Bayesian meta-analysis, the specification of prior probabilities for the between-study heterogeneity is commonly required, and is of particular benefit in situations where only few studies are included. Among the considerations in the…
This study developed a new statistical model and method for analyzing the precision of binary measurement methods from collaborative studies. The model is based on beta-binomial distributions. In other words, it assumes that the sensitivity…
In this work, the distributional properties of the goodness-of-fit term in likelihood-based information criteria are explored. These properties are then leveraged to construct a novel goodness-of-fit test for normal linear regression models…
In a regression model, prediction is typically performed after model selection. The large variability in the model selection makes the prediction unstable. Thus, it is essential to reduce the variability in model selection and improve…
The subject of this work is two treatment groups random coefficient regression models, in which observational units receive some group-specific treatments. We provide A- and D-optimality criteria for the estimation of the fixed parameter…
This paper presents a statistically sound method for measuring the accuracy with which a probabilistic model reflects the growth of a network, and a method for optimising parameters in such a model. The technique is data-driven, and can be…
In actuarial practice the dependency between contract limitations (deductibles, copayments) and health care expenditures are measured by the application of the Monte Carlo simulation technique. We propose, for the same goal, an alternative…
Spatially dependent data arises in many applications, and Gaussian processes are a popular modelling choice for these scenarios. While Bayesian analyses of these problems have proven to be successful, selecting prior distributions for these…
Epidemiological models contain a set of parameters that must be adjusted based on available observations. Once a model has been calibrated, it can be used as a forecasting tool to make predictions and to evaluate contingency plans. It is…