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Page 4298 of Mathematical Reviews Vol. , Issue 83j [page]

1983 Mathematical Reviews  
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]

D. Kugiumtzis
2002 Modelling and Forecasting Financial Data  
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

John Carson
2009 IEEE Engineering Management Review  
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

Katarina Juselius
2009 Economics : the Open-Access, Open-Assessment e-Journal  
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

Joëlle Barido-Sottani, Erin E. Saupe, Tara M. Smiley, Laura C. Soul, April M. Wright, Rachel C. M. Warnock
2020 Paleobiology  
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

Clemens Kreutz
2019 Genome Biology  
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

James H Stock, Mark W Watson
1988 Journal of Economic Perspectives  
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]

Jeffrey P. Spence, Matthias Steinrücken, Jonathan Terhorst, Yun S. Song
2018 arXiv   pre-print
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

George Runger, Stanley Wasserman
1979 Social Networks  
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)

Emily B Kroska, Sydney Hoel, Amanda Victory, Susan A Murphy, Melvin G McInnis, Zachary N Stowe, Amy Cochran
2019 JMIR Research Protocols  
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

Michel Bierlaire
2015 Transportation Research Part C: Emerging Technologies  
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

Faiq Mohammed Sarhan Al-Zwainy, Reem Amer, Tareq Khaleel
2016 Civil Engineering Journal  
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

Michael P.H. Stumpf
2014 F1000Prime Reports  
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

Davide Raggi, Silvano Bordignon
2011 Econometric Reviews  
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

Kunal Saha, Vinodh Madhavan, Chandrashekhar G. R., David McMillan
2020 Cogent Economics & Finance  
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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