Related papers: Beta Distribution of Long Memory Sequences
A stochastic model, the product of a circulant matrix and a random normal vector, is shown to produce an evolutive long memory time series with a power law spectral density. The distribution of the time series, a beta location scale family…
A new model for general cyclical long memory is introduced, by means of random modulation of certain bivariate long memory time series. This construction essentially decouples the two key features of cyclical long memory: quasi-periodicity…
Long Short-Term Memory (LSTM) infers the long term dependency through a cell state maintained by the input and the forget gate structures, which models a gate output as a value in [0,1] through a sigmoid function. However, due to the…
The beta model is the most important distribution for fitting data with the unit interval. However, the beta distribution is not suitable to model bimodal unit interval data. In this paper, we propose a bimodal beta distribution constructed…
Diffusion models have shown remarkable performance on many generative tasks. Despite recent success, most diffusion models are restricted in that they only allow linear transformation of the data distribution. In contrast, broader family of…
It is generally accepted that many time series of practical interest exhibit strong dependence, i.e., long memory. For such series, the sample autocorrelations decay slowly and log-log periodogram plots indicate a straight-line…
It is well-known that random-coefficient AR(1) process can have long memory depending on the index $\beta$ of the tail distribution function of the random coefficient, if it is a regularly varying function at unity. We discuss estimation of…
We discuss a bivariate beta distribution that can model arbitrary beta-distributed marginals with a positive correlation. The distribution is constructed from six independent gamma-distributed random variates. We show how the parameters of…
We compute the three-loop beta functions of long-range multi-scalar models with general quartic interactions. The long-range nature of the models is encoded in a kinetic term with a Laplacian to the power $0<\zeta<1$, rendering the…
The beta distribution is the best-known distribution for modelling doubly-bounded data, \eg percentage data or probabilities. A new generalization of the beta distribution is proposed, which uses a cubic transformation of the beta random…
We study with some details a lifetime model of the class of beta generalized models, called the beta inverse Rayleigh distribution, which is a special case of the Beta Fr\'echet distribution. We provide a better foundation for some…
The autoregressive moving average (ARMA) model is a classical, and arguably one of the most studied approaches to model time series data. It has compelling theoretical properties and is widely used among practitioners. More recent deep…
We introduce the beta generalized normal distribution which is obtained by compounding the beta and generalized normal [Nadarajah, S., A generalized normal distribution, \emph{Journal of Applied Statistics}. 32, 685--694, 2005]…
Brain oscillations are believed to be involved in the different operations necessary to manipulate information during working memory tasks. We propose a modular variant of the Lisman-Idiart model for short-term memory, where theta, alpha…
We introduce the beta generalized exponential distribution that includes the beta exponential and generalized exponential distributions as special cases. We provide a comprehensive mathematical treatment of this distribution. We derive the…
The mathematical properties of a family of generalized beta distribution, including beta-normal, skewed-t, log-F, beta-exponential, beta-Weibull distributions have recently been studied in several publications. This paper applies these…
In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…
In elections, the vote shares or turnout rates show a strong spatial correlation. The logarithmic decay with distance suggests that a 2D noisy diffusive equation describes the system. Based on the study of U.S. presidential elections data,…
This paper reviews recent developments of robust estimation in linear time series models, with short and long memory correlation structures, in the presence of additive outliers. Based on the manuscripts Fajardo et al. (2009) and…
We introduce in this paper a new generalization of the flexible Weibull distribution with four parameters. This model based on the Beta generalized (BG) distribution, Eugene et al. \cite{Eugeneetal2002}, they first using the BG distribution…