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Page 4298 of Mathematical Reviews Vol. , Issue 83j
[page]
1983
Mathematical Reviews
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The models can serve to check existing approximate theories, to simulate real turbulence, and to get an altogether better insight into turbulent diffusion.”
Kulkarny, V. A.; White, B. ...
As a result it is suggested that the
usual model equation is not always justifiable from the standpoint of
a Statistical shear-turbulence theory.” ...
Surrogate Data Test on Time Series
[chapter]
2002
Modelling and Forecasting Financial Data
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Given a real random-like time series, the first question to answer is whether the data carry any information over time, i.e. whether the successive samples are correlated. ...
A statistically rigorous framework for such tests is provided by the method of surrogate data. ...
Accordingly, failure to reject the null hypothesis of a linear stochastic model for a given time series invalidates any nonlinear modelling and prediction on this time series. ...
doi:10.1007/978-1-4615-0931-8_13
fatcat:7quksb6gy5f3hkchasviubvjiy
Introduction to modeling and simulation
2009
IEEE Engineering Management Review
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In concept, a model's state is a (long) vector, that is, a list of values that are sufficient to define the state of the system at any point in time. ...
Conducting a valid simulation is both an art and a science. This paper provides an introduction to simulation and modeling and the main concepts underlying simulation. ...
In addition, the author has benefited from many discussions with Jerry Banks on these and related topics. ...
doi:10.1109/emr.2009.5235462
fatcat:jhfv7llybvdmlnaahe64s7s4oy
Special Issue on Using Econometrics for Assessing Economic Models—An Introduction
2009
Economics : the Open-Access, Open-Assessment e-Journal
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Abstract Two methodological approaches to empirical economics which are labelled 'theory first' versus 'reality first' are introduced building the background for the discussion of the individual contributions ...
The statistical properties of the empirical models have been carefully checked in all of them, though the exploratory potential of a VAR analysis have only been exploited in a few. ...
The Implications of Nonstationarity on Statistical and Economic Modelling Many economic theory models have evolved as non-stochastic mathematical entities which have been applied to data by adding a NIID ...
doi:10.5018/economics-ejournal.ja.2009-28
fatcat:f33z6swgafgpxaghnbatza2hdm
Seven rules for simulations in paleobiology
2020
Paleobiology
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We cover topics including the choice of study question, the empirical data used as a basis for the study, statistical and methodological concerns, how to validate the study, and how to ensure it can be ...
When designing a simulation study, many decisions have to be made and common challenges will be encountered along the way. Here, we outline seven rules for executing a good simulation study. ...
However, designing and testing a cohesive pipeline at the beginning of a study can save time in the long run, help avoid common pitfalls, and allow for better interpretation of simulation findings. ...
doi:10.1017/pab.2020.30
fatcat:enlhokbb5zcw3kfrry2wxvqbgq
Guidelines for benchmarking of optimization-based approaches for fitting mathematical models
2019
Genome Biology
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Insufficient performance of optimization-based approaches for the fitting of mathematical models is still a major bottleneck in systems biology. ...
Based on general guidelines for benchmarking in computational biology, a collection of tailored guidelines is presented for performing informative and unbiased benchmarking of optimization-based fitting ...
The reason for this is that realistic combinations of sampling times, observables, observation functions, error models, and experimental conditions have to be defined because this has a great impact on ...
doi:10.1186/s13059-019-1887-9
pmid:31842943
pmcid:PMC6915982
fatcat:hnri7e5epvbltbjao4bnqr2nku
Variable Trends in Economic Time Series
1988
Journal of Economic Perspectives
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He then checks whether consumption has a linear deterministic time trend by regressing C1 on a constant and time; upon checking the t-statistic, he concludes that it does. ...
The R2 statistics measure the fraction of the variance in the quarterly change in real GNP attributable to changes in its stochastic trend. ...
Appendix Stochastic Trends and Integrated Processes This appendix presents the mathematical link between ARIMA models and the concept of stochastic trends used in the text. ...
doi:10.1257/jep.2.3.147
fatcat:53zrzitfdnacfkrydybarnrc34
Inference of Population History using Coalescent HMMs: Review and Outlook
[article]
2018
arXiv
pre-print
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A number of statistical methods have been developed to infer population demographic histories using whole-genome sequence data, with recent advances focusing on allowing for more flexible modeling choices ...
Here we review coalescent hidden Markov models, a powerful class of population genetic inference methods that can effectively utilize linkage disequilibrium information. ...
Acknowledgments This work is supported in part by an NIH grant R01-GM094402, and a Packard Fellowship for Science and Engineering. Y.S.S. is a Chan Zuckerberg Biohub investigator. ...
arXiv:1807.02763v1
fatcat:rxfsdq26xnc7tklhu4qgi5nnry
Longitudinal analysis of friendship networks
1979
Social Networks
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Measures of this 'reciprocity effect' are presented, and ~om?nents on the rationale for eorltinuous-time Markov chains as models for networks are given. ...
The focus is on sio~~~asti~ modems for dyadic interaction designed fo quantify the structural effect of reciprocity on arc changes. ...
Longitudinal models There is a common belief that continuous-time stochastic processes are superior to discrete-time processes for modelling social phenomena. ...
doi:10.1016/0378-8733(79)90003-0
fatcat:jody2aongng4bo4i6edhlm7xiu
Optimizing Acceptance and Commitment Therapy Microintervention via a Mobile App with Two Cohorts: Protocol for Micro-Randomized Trials (Preprint)
2019
JMIR Research Protocols
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A primary outcome of interest is proximal change in activity (eg, form and function of behavior and energy consumed by avoidance and values-based behavior) following interventions as a function of time ...
Given gaps in the treatment of mental health, brief adaptive interventions have become a public health imperative. ...
Secondarily she will test the adherence and feasibility of using actigraphy on a mobile device to make real time treatment decisions in this patient population in a timely manner (in accordance with NIMH ...
doi:10.2196/17086
pmid:32965227
pmcid:PMC7542401
fatcat:bmafzidiinc5tfygkb5ndhozfa
Simulation and optimization: A short review
2015
Transportation Research Part C: Emerging Technologies
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This review discusses some issues related to the use of simulation in transportation analysis. Potential pitfalls are identified and discussed. ...
An overview of some methods relevant to the use of an advanced simulation tool in an optimization context is also provided. ...
We have provided a short overview of simulation-based optimization. ...
doi:10.1016/j.trc.2015.01.004
fatcat:yvq5czh57bhknazh56wixum2bi
Reviewing of the Simulation Models in Cost Management of the Construction Projects
2016
Civil Engineering Journal
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This paper focuses specifically on many different topics including construction cost simulation, simulation modelling concept, steps of simulation conducting, simulation purposes, simulation advantages ...
The current study presents a focused review about construction cost simulation using, and provides an overview of such advancements achieved between 1990 and 2016 in construction management sector. ...
One involves checking the program of computer to verify that it works as the model builder intended. ...
doi:10.28991/cej-2016-00000063
fatcat:3yiodu523nh6djgo2hpal3wl2y
Approximate Bayesian inference for complex ecosystems
2014
F1000Prime Reports
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Here, we review recent developments, notably in the growing field of approximate Bayesian computation (ABC), that allow us to calibrate mathematical models against available data. ...
Estimating the population demographic parameters from data remains a formidable statistical challenge. ...
Model selection and checking So far, we have assumed that we have a single model that describes our system of interest. ...
doi:10.12703/p6-60
pmid:25152812
pmcid:PMC4136695
fatcat:xapae23vcvg4pnyzcrtsnvnkoq
Volatility, Jumps, and Predictability of Returns: A Sequential Analysis
2011
Econometric Reviews
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Empirical evaluation on simulated and real data is presented to assess the performance of the algorithm. ...
In this paper we propose a sequential Monte Carlo algorithm to estimate a stochastic volatility model with leverage effects and non constant conditional mean and jumps. ...
models (see Ghysels et al. 1996 for a review). ...
doi:10.1080/07474938.2011.553570
fatcat:jgsg2qqj5rdzrldnyfda3mjbyu
Pitfalls in long memory research
2020
Cogent Economics & Finance
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This paper offers a multifaceted perspective of the literature on long memory. ...
Consequently, this paper pinpoints the possible pitfalls and potential trade-offs in modeling long memory in asset prices. ...
Quite a few statistical tests exist to check for this confounding effect. ...
doi:10.1080/23322039.2020.1733280
fatcat:yj6nezoywjglbiqd2pipzptifa
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