Search Results - subject:"sparse data"

Modeling hourly Electricity Spot Market Prices as non stationary functional times series

Liebl, Dominik - Volkswirtschaftliche Fakultät, … - 2010

paper we introduce a robust version of functional principal component analysis for sparse data. The functional perspective …

Persistent link: https://www.econbiz.de/10008642664

Using retrospective sampling to estimate models of relationship status in large longitudinal social networks

O’Malley, A. James; Paul, Sudeshna - In: Computational Statistics & Data Analysis 82 (2015) C, pp. 35-46

Estimation of longitudinal models of relationship status between all pairs of individuals (dyads) in social networks is challenging due to the complex inter-dependencies among observations and lengthy computation times. To reduce the computational burden of model estimation, a method is...

Persistent link: https://www.econbiz.de/10011117716

A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations

Sun, Libo; Lee, Chihoon; Hoeting, Jennifer A. - In: Computational Statistics & Data Analysis 84 (2015) C, pp. 54-67

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally unknown. We propose an importance sampling approach with an...

Persistent link: https://www.econbiz.de/10011191013

Risk programming and sparse data: how to get more reliable results

Hardaker, J. Brian; Lien, Gudbrand D.; Asseldonk, … - European Association of Agricultural Economists - EAAE - 2008

Because relevant historical data for farms are inevitably sparse, most risk programming studies rely on few observations. We discuss how to use available information to derive an appropriate multivariate distribution function that can be sampled for a more complete representation of the possible...

Persistent link: https://www.econbiz.de/10005525128

2D Finite Element Inundation Modelling in Anabranching Channels with Sparse Data: Examination of Uncertainties

Sanyal, Joy; Densmore, Alexander; Carbonneau, Patrice - In: Water Resources Management 28 (2014) 8, pp. 2351-2366

Flood inundation modelling in developing countries is severely limited by the lack of high resolution terrain data and suitable imagery to map flood extents. This study assessed the predictive uncertainty of modelled flood extents generated from TELEMAC2D model using low-cost, sparse input data...

Persistent link: https://www.econbiz.de/10010794358

Earthquake scenarios: a practical way to handle alternative solutions to historical earthquakes and to increase the transparency of seismic hazard assessment

Tatevossian, R.; Mäntyniemi, P. - In: Natural Hazards 72 (2014) 2, pp. 549-564

This study presents a way to handle historical earthquakes whose parameters are based on sparse documentary materials. It is recommended that discrete earthquake scenarios should be constructed in such cases. Scenarios are possible sets of parameters for a past earthquake, reconstructed on the...

Persistent link: https://www.econbiz.de/10010996296

Modelling Negative Binomial as a substitute model to Poisson for raters agreement on ordinal scales with sparse data

Adejumo, A. O.; Heumann, Christian; Toutenburg, Helge - 2004

are sparse data. We refer to sparse as a situation when a large number of cell frequencies are very small. For these kinds … variance function, would be better for modelling rater agreement with sparse data in the table in order to allow the spread of … modelling rater agreement when there are sparse data in a limited number of example. …

Persistent link: https://www.econbiz.de/10010267056

Nonparametric estimation of the log odds ratio for sparse data by kernel smoothing

Chen, Ziqi; Shi, Ning-Zhong; Gao, Wei - In: Statistics & Probability Letters 81 (2011) 12, pp. 1802-1807

Regression analysis of the odds ratios for sparse data has received a lot of attention. However, existing works are … techniques, we propose two simple estimators of the log odds-ratio function for sparse data. Large sample properties of the …

Persistent link: https://www.econbiz.de/10010576145

On inconsistency of the common rate difference estimators from sparse follow-up data

Sato, Tosiya - In: Annals of the Institute of Statistical Mathematics 44 (1992) 3, pp. 529-535

Persistent link: https://www.econbiz.de/10005760168