Search Results - subject:"parameter selection"

A semiparametric spatio-temporal model of crop yield trend and its implication to insurance rating

Wen, Kuangyu - In: Agricultural economics : the journal of the … 54 (2023) 5, pp. 662-673

Persistent link: https://www.econbiz.de/10014432223

Forecasting natural gas consumption in residential and commercial sectors in the US

Zu, Xingxing; Wang, Xiaoyin; Cui, Yunwei - In: Journal of business analytics 6 (2023) 1, pp. 77-94

Persistent link: https://www.econbiz.de/10013536149

A data-driven P-spline smoother and the P-Spline-GARCH models

Feng, Yuanhua; Härdle, Wolfgang Karl - 2020

Penalized spline smoothing of time series and its asymptotic properties are studied. A data-driven algorithm for selecting the smoothing parameter is developed. The proposal is applied to de ne a semiparametric extension of the well-known Spline- GARCH, called a P-Spline-GARCH, based on the...

Persistent link: https://www.econbiz.de/10012433260

Adaptive testing using data-driven method selecting smoothing parameters

Wang, Luya - In: Economics letters 215 (2022), pp. 1-4

Persistent link: https://www.econbiz.de/10013448291

Penalized quasi-likelihood estimation of generalized Pareto regression : consistent identification of risk factors for extreme losses

Meng, Jin; Chan, Kung-sik - In: Insurance / Mathematics & economics 104 (2022), pp. 60-75

Persistent link: https://www.econbiz.de/10013264936

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics 4 (2016) 2, pp. 1-27

of symmetry and is consistent under the alternative. A test-oriented smoothing parameter selection method is also …

Persistent link: https://www.econbiz.de/10011755333

Testing symmetry of unknown densities via smoothing with the generalized gamma kernels

Hirukawa, Masayuki; Sakudo, Mari - In: Econometrics : open access journal 4 (2016) 2, pp. 1-27

of symmetry and is consistent under the alternative. A test-oriented smoothing parameter selection method is also …

Persistent link: https://www.econbiz.de/10011506402

Condition Parameter Modeling for Anomaly Detection in Wind Turbines

Yan, Yonglong; Li, Jian; Gao, David Wenzhong - In: Energies 7 (2014) 5, pp. 3104-3120

automatic BPNN-based parameter selection is for reduction of redundant parameters for anomaly detection in wind turbines …. Through investigation of cases of WT faults, the validity of the automatic parameter selection-based model for WT anomaly …

Persistent link: https://www.econbiz.de/10010765423

Parameter Selection for Swarm Intelligence Algorithms: Case Study on Parallel Implementation of FSS

Menezes, Breno A. M.; Wrede, Fabian; Kuchen, Herbert; … - In: International Journal of Swarm Intelligence Research (IJSIR) 9 (2018) 4, pp. 1-20

Swarm intelligence (SI) algorithms are handy tools for solving complex optimization problems. When problems grow in size and complexity, an increase in population or number of iterations might be required in order to achieve a good solution. These adjustments also impact the execution time. This...

Persistent link: https://www.econbiz.de/10012047866

Customers churn prediction and marketing retention strategies. An application of support vector machines based on the AUC parameter-selection technique in B2B e-commerce industry

Gordini, Niccolò; Veglio, Valerio - In: Industrial marketing management : the international … 62 (2017), pp. 100-107

Persistent link: https://www.econbiz.de/10011707072