نتایج جستجو برای: نمونۀ خودرگرسیونبرداری var

تعداد نتایج: 28365  

Journal: :NeuroImage 2012
Cristina Gorrostieta Hernando Ombao Patrick Bédard Jerome N. Sanes

We propose a mixed-effects vector auto-regressive (ME-VAR) model for studying brain effective connectivity. One common approach to investigating inter-regional associations in brain activity is the multivariate auto-regressive (VAR) model. The standard VAR model unrealistically assumes the connectivity structure to be identical across all participants in a study and therefore, could yield misle...

Journal: :Journal of environmental biology 2012
Mukta Chum Daizy R Batish Harminder Pal Singh Ravinder Kumar Kohli

Benzoxazolin-2(3H)-one (BOA) is a well known allelochemical that is being explored for its herbicidal activity. However, not much is known about its effect on crop plants. The present study investigated the effect of BOA on germination and early growth of four vegetable crops viz. Pisum sativum L., Raphanus sativus L., Brassica oleracea L. var. botrytis and Brassica oleracea L. var. capitata. A...

2016
Hayato Akimoto Shinji Oshima Akio Negishi Kousuke Ohara Shigeru Ohshima Naoko Inoue Daisuke Kobayashi

Smoking Cessation Treatment (SCT) is a policy that has to be promoted for health economics, and expectations for the success of treatments with varenicline (VAR) are large. However, the Food and Drug Administration (FDA) have issued a warning on VAR-induced depression and suicide. In the present study, utilizing the FDA Adverse Event Reporting System (FAERS), we searched for antidepressants (AD...

ژورنال: :مهندسی مالی و مدیریت اوراق بهادار 2015
فریدون رهنمای رودپشتی شراره قندهاری

پژوهش حاضر با اهداف علمی و تعیین مدل های انتخاب پورتفوی و اهداف کاربردی حاصل از آزمون مدل های tevوvar در بازار سرمایه ایران انجام شده است که به این منظور از متغیر های سود خالص،سود یا زیان عملیاتی ،ارزش بازاری سهام ،ازرزش دفتری،عملیات جریان نقدی و در صد مشارکت شرکت ها در بانک برای 77 شرکت پذیرفته شده در بازار اوراق بهادار تهران طی سال­های 1391-1386 استفاده شده است. برای برآورد ارزش در معرض ریسک ...

Journal: :Memorias do Instituto Oswaldo Cruz 2006
J P Pointier N J Cazzaniga C González-Salas A Gutiérrez J A Arenas M D Bargues S Mas-Coma

Several anatomical parameters of the reproductive system have been used to distinguish Lymnaea cubensis from L. viatrix, the snail hosts of fascioliasis in South America and the Caribbean area. Three samples have been collected in the type localities of L. cubensis (Cuba), L. viatrix var. A ventricosa (Argentina, Río Negro Lower Valley), and L. viatrix var. B elongata (Peru, Lima), respectively...

2010
Jin Peng

Real-life decisions are usually made in the state of uncertainty or risk. In this article we present the risk measuring techniques value at risk (VaR) and tail value at risk (TVaR) under uncertainty. Firstly, we introduce the VaR concept of uncertain variable based on uncertainty theory and examine its fundamental properties. Then, the TVaR concept is evolved and some fundamental properties of ...

2001
Suleyman Basak Alexander Shapiro Anthony Saunders Suresh Sundaresan

This article analyzes optimal, dynamic portfolio and wealth/consumption policies of utility maximizing investors who must also manage market-risk exposure using Value-atRisk (VaR). We find that VaR risk managers often optimally choose a larger exposure to risky assets than non-risk managers and consequently incur larger losses when losses occur. We suggest an alternative risk-management model, ...

2008
Eugenia Kalnay

In this seminar we show clean comparisons between EnKF and 4D-Var made in Environment Canada, briefly describe the Local Ensemble Transform Kalman Filter (LETKF) as a representative prototype of Ensemble Kalman Filter, and give several examples of how advanced properties and applications that have been developed and explored for 4D-Var can be adapted to the LETKF without requiring an adjoint mo...

2016
Hardik Goel Igor Melnyk Nikunj Oza Bryan Matthews Arindam Banerjee

Multivariate time-series modeling and forecasting constitutes an important problem with numerous applications. In this work, we consider multivariate continuous time series modeling from aviation, where the data consists of multiple sensor measurements from real world flights. While traditional approaches such as VAR (vector auto-regressive) models have been widely used for aviation time series...

2013
Mohd Tahir Ismail Abdul Rahman

It is well known that many countries around the world depend on the US as their major trade partner. As a result, if something does happen to US economy it surely will affect the economy of all these countries. In this study, we investigate the relationship between the US and four Asian emerging stock markets namely Hong Kong, India, South Korea and Malaysia using monthly data between 1996 and ...

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