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We present a new transport-based approach to efficiently perform sequential Bayesian inference of static model parameters. The strategy is based on the extraction of conditional distribution from the joint distribution of parameters and…

Methodology · Statistics 2023-08-29 Paul-Baptiste Rubio , Youssef Marzouk , Matthew Parno

We consider a multivariate time series model which represents a high dimensional vector process as a sum of three terms: a linear regression of some observed regressors, a linear combination of some latent and serially correlated factors,…

Statistics Theory · Mathematics 2015-11-16 Jinyuan Chang , Bin Guo , Qiwei Yao

Forecasting of future snow depths is useful for many applications like road safety, winter sport activities, avalanche risk assessment and hydrology. Motivated by the lack of statistical forecasts models for snow depth, in this paper we…

Applications · Statistics 2019-01-16 Hugo Lewi Hammer

The Big Data analytics are a logical analysis of very large scale datasets. The data analysis enhances an organization and improve the decision making process. In this article, we present Airline Delay Analysis and Prediction to analyze…

Machine Learning · Computer Science 2020-02-25 Ripon Patgiri , Sajid Hussain , Aditya Nongmeikapam

Performance estimation aims at estimating the loss that a predictive model will incur on unseen data. These procedures are part of the pipeline in every machine learning project and are used for assessing the overall generalisation ability…

Machine Learning · Computer Science 2021-08-31 Vitor Cerqueira , Luis Torgo , Igor Mozetic

The stochastic frontier model with heterogeneous technical efficiency explained by exoge-nous variables is augmented with a spatial-temporal component, a generalization relaxing the panel independence assumption in a panel data. The…

Methodology · Statistics 2021-04-29 Erniel B. Barrios , John D. Eustaquio , Rouselle F. Lavado

We present a general approach for studying autoregressive categorical time series models with dependence of infinite order and defined conditional on an exogenous covariate process. To this end, we adapt a coupling approach, developed in…

Statistics Theory · Mathematics 2019-08-01 Lionel Truquet

Given an increasingly volatile climate, the relationship between weather and transit ridership has drawn increasing interest. However, challenges stemming from spatio-temporal dependency and non-stationarity have not been fully addressed in…

Applications · Statistics 2022-04-22 Francisco Rowe , Michael Mahony , Sui Tao

In engineering applications snow often undergoes large and fast deformations. During these deformations the snow transforms from a sintered porous material into a granular material. In order to capture the fundamental mechanical behavior of…

Geophysics · Physics 2020-07-06 Thiemo Theile , Denes Szabo , Carolin Willibald , Martin Schneebeli

To improve the routing decisions of individual drivers and the management policies designed by traffic operators, one needs reliable estimates of travel time distributions. Since congestion caused by both recurrent patterns (e.g., rush…

Physics and Society · Physics 2022-10-13 Nikki Levering , Marko Boon , Michel Mandjes

In this study we investigate the heat load patterns in one building using multi-step forecasting model. We combine the Autoregressive models that use multiple eXogenous variables (ARX) with Seasonally adaptable Time of Week and Climate…

Longitudinal data tracking repeated measurements on individuals are highly valued for research because they offer controls for unmeasured individual heterogeneity that might otherwise bias results. Random effects or mixed models approaches,…

Applications · Statistics 2009-09-29 J. R. Lockwood , Daniel F. McCaffrey

Industrial operations have grown exponentially over the last century, driving advancements in energy utilization through vehicles and machinery.This growth has significant environmental implications, necessitating the use of sophisticated…

Applications · Statistics 2024-05-28 Anurag Mishra , Ronen Gold , Sanjeev Vijayakumar

Accurate and computationally-viable representations of clouds and turbulence are a long-standing challenge for climate model development. Traditional parameterizations that crudely but efficiently approximate these processes are a leading…

Atmospheric and Oceanic Physics · Physics 2024-01-05 Jerry Lin , Mohamed Aziz Bhouri , Tom Beucler , Sungduk Yu , Michael Pritchard

Shortwave track diseases are generally reflected in the form of local track irregularity. Such diseases will greatly impact the train-track-bridge interaction (TTBI) dynamic system, seriously affecting train safety. Therefore, a method is…

Signal Processing · Electrical Eng. & Systems 2023-03-29 Ye Mo , Yi Zhuo , Shunlong Li

Demand for bike sharing is impacted by various factors, such as weather conditions, events, and the availability of other transportation modes. This impact remains elusive due to the complex interdependence of these factors or…

Artificial Intelligence · Computer Science 2024-12-05 Romain Rochas , Angelo Furno , Nour-Eddin El Faouzi

A landfill represents a complex and dynamically evolving structure that can be stochastically perturbed by exogenous factors. Both thermodynamic (equilibrium) and time varying (non-steady state) properties of a landfill are affected by…

Adaptation and Self-Organizing Systems · Physics 2016-06-06 Amit Kumar Chattopadhyay , Prasanta Kumar Dey , Sadhan Kumar Ghosh

Various statistical analysis methods are studied for years to extract accurate trends of network traffic and predict the future load mainly to allocate required resources. Besides, many stochastic modeling techniques are offered to…

Networking and Internet Architecture · Computer Science 2019-12-30 Doğanalp Ergenç , Ertan Onur

Weather and environmental factors are verified to have played significant roles in historical major cascading outages and blackouts. Therefore, in the simulation and risk assessment of cascading outages in power systems, it is necessary to…

Computational Engineering, Finance, and Science · Computer Science 2017-05-05 Rui Yao , Kai Sun

We conduct a sensitivity analysis of a new type of integrated climate-economic model recently proposed in the literature, where the core economic component is based on the Goodwin-Keen dynamics instead of a neoclassical growth model.…

General Economics · Economics 2021-03-11 Benjamin M. Bolker , Matheus R. Grasselli , Emma Holmes