Applications of exponential smoothing to forecasting time series usually rely on three basic methods: simple exponential smoothing, trend corrected exponential smoothing and a seasonal variation thereof. A common approach to selecting the method appropriate to a particular time series is based on prediction validation on a withheld part of the sample using criteria such as the mean absolute per...

Assume that we are given a set of N rankings, a.k.a linear orderings on n objects. For instance, the rankings represent the individual preferences of a panel of N judges, each presented with the same set of n candidate objects. The problem of rank aggregation or of finding a consensus ranking, is formulated as finding a single ranking π0 that best agrees with all the N rankings. Kendall’s corre...

A thorough understanding of the joint default behavior of credit-risky securities is essential for credit risk measurement as well as the valuation of multi-name credit derivatives and Collateralized Debt Obligations. In this paper we study a simple and tractable intensity-based model for correlated defaults, in which unpredictable default arrival times are jointly exponentially distributed. Si...

abstract- the information on the spatial properties of soil is vital to improve soil management and to increase the crop productivity. geostatistical analysis technique is one of the most important methods for determining the spatial properties of soil. the aim of this study was to investigate spatial variability of soil chemical and physical attributes for field management in eastern shiraz, i...

Fossil energy markets have always been known as strategic and important markets. They have a significant impact on the macro economy and financial markets of the world. The nature of these markets are accompanied by sudden shocks and volatility in the prices. Therefore, they must be controlled and forecasted by using appropriate tools. This paper adopts the Generalized Auto Regressive Condition...

In this paper, we present a general model for predicting the fatigue behavior for any stress level and amplitude using the exponential model. Based on the W\"ohler field for fixed stress level, a compatibility functional equation enables us to derive the general model with eight parameters. The problem of parameter estimation is then

In this paper we consider the problem of estimation of the frequencies and damping factors of exponential signals in the presence of noise. We propose a non-iterative method based on using forward–backward linear prediction and the notion of extended order modeling. In addition to providing estimators of the unknown parameters in the model, the proposed method can be used to specify initial val...

A thorough understanding of the joint default behavior of credit-risky securities is essential for credit risk measurement as well as the valuation of multi-name credit derivatives and Collateralized Debt Obligations. In this paper we study a simple and tractable intensity-based model for correlated defaults, in which unpredictable default arrival times are jointly exponentially distributed. Si...

The testing problem on the first-order autoregressive parameter in finite sample case is considered. The innovations are distributed according to the exponential distribution. The aim of this paper is to study how much the size of this test changes when, at some time k, an innovation outlier contaminant occurs. We show that the test is rather sensitive to these changes.