Reasoning about RoboCup soccer narratives
Hannaneh Hajishirzi, Julia Hockenmaier, et al.
UAI 2011
We extend the functional coefficient autoregressive (FCAR) model to the multivariate nonlinear time series framework. We show how to estimate parameters of the model using kernel regression techniques, discuss properties of the estimators, and provide a bootstrap test for determining the presence of nonlinearity in a vector time series. The power of the test is examined through extensive simulations. For illustration, we apply the methods to a series of annual temperatures and tree ring widths. Computational issues are also briefly discussed. © 2006 Elsevier B.V. All rights reserved.
Hannaneh Hajishirzi, Julia Hockenmaier, et al.
UAI 2011
Timothy J. Wiltshire, Joseph P. Kirk, et al.
SPIE Advanced Lithography 1998
Martin Charles Golumbic, Renu C. Laskar
Discrete Applied Mathematics
Imran Nasim, Melanie Weber
SCML 2024