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Book ChapterDOI

Fitting autoregressive models for prediction

Hirotugu Akaike
- 01 Dec 1969 - 
- Vol. 21, Iss: 1, pp 243-247
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TLDR
This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models in a stationary time series.
Abstract
This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models. The use of autoregressive representation of a stationary time series (or the innovations approach) in the analysis of time series has recently been attracting attentions of many research workers and it is expected that this time domain approach will give answers to many problems, such as the identification of noisy feedback systems, which could not be solved by the direct application of frequency domain approach [1], [2], [3], [9].

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Religion and Education as Mediators of Attitudes: A Multivariate Analysis

TL;DR: The transmission of social attitudes has been investigated as a possible model of cultural inheritance in a sample of 3810 twin pairs from the Australian National Health and Medical Research Twin Registry and indicated that the attitudes were correlated.
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Model selection by multiple test procedures

TL;DR: In this paper, a multiple test procedure for inferring the dimension of a general finite parameter model is proposed, which consists of individual tests of each of these parameters and the critical limits of the individual tests depend on the sample size in an appropriate way.
Journal ArticleDOI

Handling missing data in multivariate time series using a vector autoregressive model-imputation (VAR-IM) algorithm

Faraj Bashir, +1 more
- 07 Feb 2018 - 
TL;DR: A new algorithm for handling missing data from multivariate time series datasets is introduced based on a vector autoregressive (VAR) model by combining an expectation and minimization algorithm with the prediction error minimization (PEM) method.
Book ChapterDOI

RED: A Simple but Effective Baseline Predictor for the TrajNet Benchmark

TL;DR: It is shown how a Recurrent-Encoder with a Dense layer stacked on top, referred to as RED-predictor, is able to achieve top-rank at the TrajNet 2018 challenge compared to elaborated models.