Search results for "MODEL SELECTION"

Forecasting correlated time series with exponential smoothing models

2011

Abstract This paper presents the Bayesian analysis of a general multivariate exponential smoothing model that allows us to forecast time series jointly, subject to correlated random disturbances. The general multivariate model, which can be formulated as a seemingly unrelated regression model, includes the previously studied homogeneous multivariate Holt-Winters’ model as a special case when all of the univariate series share a common structure. MCMC simulation techniques are required in order to approach the non-analytically tractable posterior distribution of the model parameters. The predictive distribution is then estimated using Monte Carlo integration. A Bayesian model selection crite…

2015

We present a method to discover discriminative brain metabolism patterns in [18F] fluorodeoxyglucose positron emission tomography (PET) scans, facilitating the clinical diagnosis of Alzheimer's disease. In the work, the term "pattern" stands for a certain brain region that characterizes a target group of patients and can be used for a classification as well as interpretation purposes. Thus, it can be understood as a so-called "region of interest (ROI)". In the literature, an ROI is often found by a given brain atlas that defines a number of brain regions, which corresponds to an anatomical approach. The present work introduces a semi-data-driven approach that is based on learning the charac…

Comparison between splines and fractional polynomials for multivariable model building with continuous covariates: a simulation study with continuous…

2012

In observational studies, many continuous or categorical covariates may be related to an outcome. Various spline-based procedures or the multivariable fractional polynomial (MFP) procedure can be used to identify important variables and functional forms for continuous covariates. This is the main aim of an explanatory model, as opposed to a model only for prediction. The type of analysis often guides the complexity of the final model. Spline-based procedures and MFP have tuning parameters for choosing the required complexity. To compare model selection approaches, we perform a simulation study in the linear regression context based on a data structure intended to reflect realistic biomedica…

Model selection procedure for mixture hidden Markov models

2021

This paper proposes a model selection procedure to identify the number of clusters and hidden states in discrete Mixture Hidden Markov models (MHMMs). The model selection is based on a step-wise approach that uses, as score, information criteria and an entropy criterion. By means of a simulation study, we show that our procedure performs better than classical model selection methods in identifying the correct number of clusters and hidden states or an approximation of them

Not all bull and bear markets are alike: insights from a five-state hidden semi-Markov model

2022

This paper employs the hidden semi-Markov model and a novel model selection procedure to detect different states in the US stock market. The empirical results suggest that the market is switching between five states that can be classified into three bull states and two bear states. The three bull states are categorized as a low volatility bull market, a high volatility bull market, and a stock market bubble. One of the bear states represents a regular bear market, while the other one corresponds to either a stock market crash or a market correction. The paper demonstrates that the five-state model is consistent with a number of stylized facts and provides many valuable insights into the dyn…

Five Ways in Which Computational Modeling Can Help Advance Cognitive Science

2019

Abstract There is a rich tradition of building computational models in cognitive science, but modeling, theoretical, and experimental research are not as tightly integrated as they could be. In this paper, we show that computational techniques—even simple ones that are straightforward to use—can greatly facilitate designing, implementing, and analyzing experiments, and generally help lift research to a new level. We focus on the domain of artificial grammar learning, and we give five concrete examples in this domain for (a) formalizing and clarifying theories, (b) generating stimuli, (c) visualization, (d) model selection, and (e) exploring the hypothesis space.

Fruit size in relation to competition for resources: A common model shared by two species and several genotypes grown under contrasted carbohydrate l…

2012

International audience; Fruit size is one important criterion of fruit external quality affecting consumer acceptance. The effects of seed number on fruit size in two fleshy fruits, grape and tomato, of different genotypes and grown under distinct carbohydrate availability levels were analyzed with a model. The two-parameter model described within-fruit resource competition and was able to well represent the commonly observed decrease in fresh weight per seed along with the increase in number of seeds, regardless of species, genotypes, and carbohydrate levels that were evaluated in this study. However, carbohydrate levels largely modified the correlation between seed number and fresh weight…

ETAS Space–Time Modeling of Chile Triggered Seismicity Using Covariates: Some Preliminary Results

2021

Chilean seismic activity is one of the strongest in the world. As already shown in previous papers, seismic activity can be usefully described by a space–time branching process, such as the ETAS (Epidemic Type Aftershock Sequences) model, which is a semiparametric model with a large time-scale component for the background seismicity and a small time-scale component for the triggered seismicity. The use of covariates can improve the description of triggered seismicity in the ETAS model, so in this paper, we study the Chilean seismicity separately for the North and South area, using some GPS-related data observed together with ordinary catalog data. Our results show evidence that the use of s…

Model‐based approaches to unconstrained ordination

2014

Summary Unconstrained ordination is commonly used in ecology to visualize multivariate data, in particular, to visualize the main trends between different sites in terms of their species composition or relative abundance. Methods of unconstrained ordination currently used, such as non-metric multidimensional scaling, are algorithm-based techniques developed and implemented without directly accommodating the statistical properties of the data at hand. Failure to account for these key data properties can lead to misleading results. A model-based approach to unconstrained ordination can address this issue, and in this study, two types of models for ordination are proposed based on finite mixtu…

2014

Introduction: Many studies examine gene expression data that has been obtained under the influence of multiple factors, such as genetic background, environmental conditions, or exposure to diseases. The interplay of multiple factors may lead to effect modification and confounding. Higher order linear regression models can account for these effects. We present a new methodology for linear model selection and apply it to microarray data of bone marrow-derived macrophages. This experiment investigates the influence of three variable factors: the genetic background of the mice from which the macrophages were obtained, Yersinia enterocolitica infection (two strains, and a mock control),and treat…