نتایج جستجو برای: نمونۀ خودرگرسیونبرداری var

تعداد نتایج: 28365  

Journal: :Anais da Academia Brasileira de Ciencias 2013
Josiane C Claudino Luis V S do Sacramento Ingrid Koch Helen A Santos Alberto J Cavalheiro Aristeu G Tininis André G dos Santos

Casearia sylvestris Swartz (Salicaceae) has been used in traditional medicine and its leaf extracts have been exhibited important pharmacological activities. The species presents morphological, chemical and genetic variation. Two varieties are considered due external morphological differences: C. sylvestris var. sylvestris and var. lingua. There are difficulties in definition of these varieties...

2012
Abhijit S. Deshmukh Sandeep Srivastava Susann Herrmann Ashish Gupta Pallabi Mitra Tim Wolf Gilberger Suman Kumar Dhar

Plasmodium falciparum origin recognition complex 1 (ORC1) protein has been implicated in DNA replication and silencing var gene family. However, the mechanism and the domain structure of ORC1 related to the regulation of var gene family are unknown. Here we show that the unique N-terminus of PfORC1 (PfORC1N(1-238)) is targeted to the nuclear periphery in vivo and this region binds to the telome...

2003
Paul R. Kleindorfer Lide Li

This paper considers the optimization of portfolios of real and contractual assets, including derivative instruments, subject to a Value-at-Risk (VaR) constraint, with special emphasis on applications in electric power. The focus is on translating VaR definitions for a longer period of time, say a year, to decisions on shorter periods of time, say a week or a month. Thus, if a VaR constraint is...

Journal: :Life sciences 2004
Eun Mi Ju Si Eun Lee Hyun Jin Hwang Jeong Hee Kim

The antioxidant and anticancer properties of a medicinal plant, Betula platyphylla var. japonica were investigated. The total methanol extract of B. platyphylla var. japonica had protective effects against hydrogen peroxide (H2O2) in the Chinese hamster lung fibroblast (V79-4) cell line and induced apoptotic cell death in human promyelocytic leukemia (HL-60) cells, a cancer cell line. B. platyp...

Journal: :Proceedings of the ... International Conference on Machine Learning. International Conference on Machine Learning 2015
Huitong Qiu Sheng Xu Fang Han Han Liu Brian Caffo

Gaussian vector autoregressive (VAR) processes have been extensively studied in the literature. However, Gaussian assumptions are stringent for heavy-tailed time series that frequently arises in finance and economics. In this paper, we develop a unified framework for modeling and estimating heavy-tailed VAR processes. In particular, we generalize the Gaussian VAR model by an elliptical VAR mode...

Journal: :Management Science 2007
René Garcia Éric Renault Georges Tsafack

Value at Risk (VaR) is a central concept in risk management. As stressed by Artzner et al. (1999), VaR may not possess the subadditivity property required to be a coherent measure of risk. The key idea of this paper is that, when tail thickness is responsible for violation of subadditivity, eliciting proper conditioning information may restore VaR rationale for decentralized risk management. Th...

2015
Catherine J. Merrick Rays H. Y. Jiang Kristen M. Skillman Upeka Samarakoon Rachel M. Moore Ron Dzikowski Michael T. Ferdig Manoj T. Duraisingh

Plasmodium falciparum, the causative agent of severe human malaria, employs antigenic variation to avoid host immunity. Antigenic variation is achieved by transcriptional switching amongst polymorphic var genes, enforced by epigenetic modification of chromatin. The histone-modifying 'sirtuin' enzymes PfSir2a and PfSir2b have been implicated in this process. Disparate patterns of var expression ...

2011
Manish Kumar

In this study, a vector autoregression (VAR) model with time-varying parameters (TVP) to predict the daily Indian rupee (INR)/US dollar (USD) exchange rates for the Indian economy is developed. The method is based on characterization of the TVP as an optimal control problem. The methodology is a blend of the flexible least squares and Kalman filter techniques. The out-of-sample forecasting perf...

Journal: :Annals OR 2014
Yingying Kang Rajan Batta Changhyun Kwon

This paper introduces a Value-at-Risk (VaR) model to generate route choices for a hazmat shipment based on a specified risk confidence level. The objective is to determine a route which minimizes the likelihood that the risk will be greater than a set threshold. Several properties of the VaR model are established. An exact solution procedure is proposed and tested to solve the single-trip probl...

2010
Jaydev Sharma F. Batrinu E. Carpaneto G. Chicco M. De Donno P. Postolache C. Toader

In this paper, one of the evolutionary algorithm based method, Non-Dominated Sorting Genetic Algorithm (NSGA) has been presented for the Volt / Var control in power distribution systems with dispersed generation (DG). The proposed method is better suited for volt/var control problems. Genetic algorithm approach is used due to its broad applicability, ease of use and high accuracy. A multi-objec...

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