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博文

目前显示的是标签为“Monte Carlo Simulation”的博文

Forecasting High-Frequency Long Memory Series with Long Periods Using the SARFIMA Model

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=54179#.VPAofSzQrzE Author(s)   Handong Li , Xunyu Ye Affiliation(s) School of Government, Beijing Normal University, Beijing, China . ABSTRACT This paper evaluates the efficiency of the SARFIMA model at forecasting high-frequency long memory series with especially long periods. Three other models, the ARFIMA, ARMA and PAR models, are also included to compare their forecasting performances with that of the SARFIMA model. For the artificial SARFIMA series, if the correct parameters are used for estimating and forecasting, the model performs as well as the other three models. However, if the parameters obtained by the WHI estim...

Simulation Program to Determine Sample Size and Power for a Multiple Logistic Regression Model with Unspecified Covariate Distributions

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=52556#.VJtsmcCAM4 Author(s) Naoko Kumagai 1,2* , Kohei Akazawa 3 , Hiromi Kataoka 1 , Yutaka Hatakeyama 1 , Yoshiyasu Okuhara 1 Affiliation(s) 1 Center of Medical Information Science, Kochi Medical School, Kochi University, Kochi, Japan . 2 Integrated Center for Advanced Medical Technologies, Kochi Medical School, Kochi University, Kochi, Japan . 3 Department of Medical Informatics, Niigata University Medical and Dental Hospital, Niigata, Japan . ABSTRACT Binary logistic regression models are commonly used to assess the association between outcomes and covariates. Many covariates are inherently continuous, and have a variety of ...

Search for Signatures of New Heavy Top Quark of the Fourth Generation at the Hadron Colliders

Read full paper at: http://www.scirp.org/journal/PaperInformation.aspx?PaperID=50853#.VE3aUlfHRK0 Author(s)   Nady Bakhet 1,2 , Maxim Yu Khlopov 3,4 , Tarek Hussein 1 Affiliation(s) 1 Department of Physics, Cairo University, Giza, Egypt . 2 Egyptian Network of High Energy Physics-ASRT, Cairo, Egypt . 3 APC Laboratory, IN2P3/CNRS, Paris, France . 4 National Research Nuclear University “MEPHI” (Moscow Engineering Physics Institute), Moscow, Russia . ABSTRACT The Fourth Generation and Vector Like Quark (VLQ) models are extensions of the Standard Model of particles physics. These models predict the existence of new heavy quarks like heavy top quark t' with electric charge 2/3 and heavy bottom quark b' wit...