Changes in stock price will be influenced by many aspects of factors. When we are predicting stock price, it is difficult to build a determined mathematical model between stock prices and these complex factors. This paper first utilizes ε − SVM (ε − support vector machine) to build a stock price prediction model. By fitting the prediction error sequence, we find the law factors, which the predi...

The packet loss characteristics of Internet paths that include residential broadband links are not well understood, and there are no good models for their behaviour. This complicates the design of real-time video applications targeting home users, since it is difficult to choose appropriate error correction and concealment algorithms without a good model for the types of loss observed. Using me...

The present study surveys the validity of PPP in the dairy sector for European countries. We implement in the context of nonlinear smooth transmition error correction model the associated nonlinear ECM-based tests as well as the nonlinear analogue of the residual-based test for cointegration in linear models proposed by Kapetanios et.al (2006). The aforementioned tests are employed with the ass...

We propose a new method to solve the problem of DNA sequence classification in the presence of sequence errors. This method incorporates sequencing error models into standard Viterbi Algorithm(AJ, 1967) which is used to find the best path that a query DNA sequence is generated by a profile Hidden Markov Model (profile HMM)(SR., 1998). Our method will correct the sequencing errors and then align...

Following the recent work of Dhiri et al(1999) at the Home Office predicting recorded burglary and theft for England and W ales to the year 2001, econometric and time series models have been constructed for predicting recorded residential burglary to the same date. A comparison between the Home Office econometric predictions and the less alarming econometric predictions made in this paper ident...

The relationship between urbanization, economic growth, and water use change is one of the key issues for China’s sustainable development, as rapid urbanization and continuous economic growth are accompanied by a steady water stress. Thus, we applied a cointegration test and a VECM (vector error correction model) Granger causality test to investigate the causal relationship between the urbaniza...

We propose Time-Space Threshold Vector Error Correction (TS-TVEC) model for short term traffic state prediction. The theory of cointegration with error correction mechanism is employed in the general design of the new model TS-TVEC. An inherent connection between mathematical form of error correction model and the microscopic traffic flow theory is revealed through the transformation of the Fun...

In this paper we propose a new testing procedure to detect the presence of a cointegrating relationship that follows a globally stationary smooth transition autoregressive (STAR) process. We start from a general VAR model, embed the STAR error correction mechanism (ECM) and then derive the generalised nonlinear STAR error correction model. We provide two operational versions of the tests. First...

The rank-k numerical range has a close connection to the construction of quantum error correction code for a noisy quantum channel. For noisy quantum channel, a quantum error correcting code of dimension k exists if and only if the associated joint rank-k numerical range is non-empty. In this paper the notion of joint rank-k numerical range is generalized and some statements of [2011, Generaliz...