Bayesian model determination for binary-time-series data with applications

2001 ◽  
Vol 36 (4) ◽  
pp. 461-473 ◽  
Author(s):  
Shu-Ing Liu
2021 ◽  
Author(s):  
Huan Wang ◽  
Chuang Ma ◽  
Han-Shuang Chen ◽  
Ying-Cheng Lai ◽  
Hai-Feng Zhang

Abstract Previous efforts on data-based reconstruction focused on complex networks with pairwise or two-body interactions. There is a growing interest in networks with high-order or many-body interactions, raising the need to reconstruct such networks based on observational data. We develop a general framework combining statistical inference and expectation maximization to fully reconstruct 2-simplicial complexes with two- and three-body interactions based on binary time-series data from social contagion dynamics. We further articulate a two-step scheme to improve the reconstruction accuracy while significantly reducing the computational load. Through synthetic and real-world 2-simplicial complexes, we validate the framework by showing that all the connections can be faithfully identified and the full topology of the 2-simplicial complexes can be inferred. The effects of noisy data or stochastic disturbance are studied, demonstrating the robustness of the proposed framework.


1999 ◽  
Vol 5 (3) ◽  
pp. 113-127 ◽  
Author(s):  
Mitsue ONODERA ◽  
Yoshimi ISU ◽  
Umpei NAGASHIMA ◽  
Hiroaki YOSHIDA ◽  
Haruo HOSOYA ◽  
...  

2020 ◽  
Vol 12 (22) ◽  
pp. 9720
Author(s):  
Sungwon Kim ◽  
Meysam Alizamir ◽  
Nam Won Kim ◽  
Ozgur Kisi

Streamflow forecasting is a vital task for hydrology and water resources engineering, and the different artificial intelligence (AI) approaches have been employed for this purposes until now. Additionally, the forecasting accuracy and uncertainty estimation are the meaningful assignments that need to be recognized. The addressed research investigates the potential of novel ensemble approach, Bayesian model averaging (BMA), in streamflow forecasting using daily time series data from two stations (i.e., Hongcheon and Jucheon), South Korea. Six categories (i.e., M1–M6) of input combination using different antecedent times were employed for streamflow forecasting. The outcomes of BMA model were compared with those of multivariate adaptive regression spline (MARS), M5 model tree (M5Tree), and Kernel extreme learning machines (KELM) models considering four assessment indexes, root mean square error (RMSE), Nash-Sutcliffe efficiency (NSE), correlation coefficient (R), and mean absolute error (MAE). The results revealed the superior accuracy of BMA model over three machine learning models in daily streamflow forecasting. Considering RMSE values among the best models during testing phase, the best BMA model (i.e., BMA2) enhanced the forecasting accuracy of MARS1, M5Tree4, and KELM3 models by 5.2%, 5.8%, and 3.4% in Hongcheon station. Additionally, the best BMA model (i.e., BMA1) improved the forecasting accuracy of MARS1, M5Tree1, and KELM1 models by 6.7%, 9.5%, and 3.7% in Jucheon station. In addition, the best BMA models in both stations allowed the uncertainty estimation, and produced higher uncertainty of peak flows compared to that of low flows. As one of the most robust and effective tools, therefore, the BMA model can be successfully employed for streamflow forecasting with different antecedent times.


2021 ◽  
Author(s):  
Matthew H. Graham ◽  
Shikhar Singh

Crises and disasters give voters an opportunity to observe the incumbent's response and reward or punish them for successes and failures. Yet even when voters agree on the facts, they tend to attribute responsibility in a group-serving manner, disproportionately crediting their party for positive developments and blaming opponents for negative developments. Using original time series data, we show that partisan disagreement over U.S. President Donald Trump's responsibility for the COVID-19 pandemic quickly emerged alongside the pandemic's onset in March 2020. Three original survey experiments show that the valence of information about the country's performance against the virus contributes causally to such gaps. A Bayesian model of information processing anticipates our findings more closely than do theories of partisan-motivated reasoning. These findings shed new light on the foundations of partisan loyalty, especially among citizens who do not think of themselves as partisans.


2015 ◽  
Vol 31 (12) ◽  
pp. i17-i26 ◽  
Author(s):  
David Amar ◽  
Daniel Yekutieli ◽  
Adi Maron-Katz ◽  
Talma Hendler ◽  
Ron Shamir

2013 ◽  
Author(s):  
Stephen J. Tueller ◽  
Richard A. Van Dorn ◽  
Georgiy Bobashev ◽  
Barry Eggleston

Author(s):  
Rizki Rahma Kusumadewi ◽  
Wahyu Widayat

Exchange rate is one tool to measure a country’s economic conditions. The growth of a stable currency value indicates that the country has a relatively good economic conditions or stable. This study has the purpose to analyze the factors that affect the exchange rate of the Indonesian Rupiah against the United States Dollar in the period of 2000-2013. The data used in this study is a secondary data which are time series data, made up of exports, imports, inflation, the BI rate, Gross Domestic Product (GDP), and the money supply (M1) in the quarter base, from first quarter on 2000 to fourth quarter on 2013. Regression model time series data used the ARCH-GARCH with ARCH model selection indicates that the variables that significantly influence the exchange rate are exports, inflation, the central bank rate and the money supply (M1). Whereas import and GDP did not give any influence.


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