scholarly journals Bootstrap predictive inference for ARIMA processes

2004 ◽  
Vol 25 (4) ◽  
pp. 449-465 ◽  
Author(s):  
Lorenzo Pascual ◽  
Juan Romo ◽  
Esther Ruiz
2012 ◽  
Vol 71 (3) ◽  
pp. 141-148 ◽  
Author(s):  
Doriane Gras ◽  
Hubert Tardieu ◽  
Serge Nicolas

Predictive inferences are anticipations of what could happen next in the text we are reading. These inferences seem to be activated during reading, but a delay is necessary for their construction. To determine the length of this delay, we first used a classical word-naming task. In the second experiment, we used a Stroop-like task to verify that inference activation was not due to strategies applied during the naming task. The results show that predictive inferences are naturally activated during text reading, after approximately 1 s.


Psychometrika ◽  
2014 ◽  
Vol 80 (3) ◽  
pp. 727-747 ◽  
Author(s):  
Lynne Steuerle Schofield ◽  
Brian Junker ◽  
Lowell J. Taylor ◽  
Dan A. Black

1986 ◽  
Vol 16 (1) ◽  
pp. 19-31 ◽  
Author(s):  
Jukka Rantala

AbstractThis paper deals with experience rating of claims processes of ARIMA structures. By experience rating we mean that future premiums should be only a function of past values of the claims process. The main emphasis is on demonstrating the usefulness of the control-theoretical approach in the search for optimal rating rules. Optimality is here defined to mean as smooth a flow of premiums as possible when the variation in the accumulated profit is restricted to a certain amount. First it is shown how the underlying model in its simplest form can be transformed into the state-space form. Then the Kalman filter technique is used to find the optimal rules. Also a time delay in information is taken into account. The optimal rules are illustrated by examples.


2019 ◽  
Author(s):  
Mark Andrews

The study of memory for texts has had an long tradition of research in psychology. According to most general accounts, the recognition or recall of items in a text is based on querying a memory representation that is built up on the basis of background knowledge. The objective of this paper is to describe and thoroughly test a Bayesian model of these general accounts. In particular, we present a model that describes how we use our background knowledge to form memories in terms of Bayesian inference of statistical patterns in the text, followed by posterior predictive inference of the words that are typical of those inferred patterns. This provides us with precise predictions about which words will be remembered, whether veridically or erroneously, from any given text. We tested these predictions using behavioural data from a memory experiment using a large sample of randomly chosen texts from a representative corpus of British English. The results show that the probability of remembering any given word in the text, whether falsely or veridically, is well predicted by the Bayesian model. Moreover, compared to nontrivial alternative models of text memory, by every measure used in the analyses, the predictions of the Bayesian model were superior, often overwhelmingly so. We conclude that these results provide strong evidence in favour of the Bayesian account of text memory that we have presented in this paper.


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