Processing thermogravimetric analysis data for isoconversional kinetic analysis of lignocellulosic biomass pyrolysis: Case study of corn stalk

J Cai, D Xu, Z Dong, X Yu, Y Yang, SW Banks… - … and Sustainable Energy …, 2018 - Elsevier
Modeling of lignocellulosic biomass pyrolysis processes can be used to determine their key
operating and design parameters. This requires significant amount of information about …

[图书][B] A guide to research methodology: An overview of research problems, tasks and methods

SP Mukherjee - 2019 - taylorfrancis.com
Research Methodology is meant to provide a broad guideline to facilitate and steer the
whole of a research activity in any discipline. With the ambit and amount of research …

Temporal Data Meets LLM--Explainable Financial Time Series Forecasting

X Yu, Z Chen, Y Ling, S Dong, Z Liu, Y Lu - arXiv preprint arXiv …, 2023 - arxiv.org
This paper presents a novel study on harnessing Large Language Models'(LLMs)
outstanding knowledge and reasoning abilities for explainable financial time series …

[图书][B] Applied smoothing techniques for data analysis: the kernel approach with S-Plus illustrations

AW Bowman, A Azzalini - 1997 - books.google.com
The book describes the use of smoothing techniques in statistics, including both density
estimation and nonparametric regression. Considerable advances in research in this area …

[图书][B] Nonlinear time series: nonparametric and parametric methods

J Fan, Q Yao - 2008 - books.google.com
Amongmanyexcitingdevelopmentsinstatistic…, nonlineartimeseriesanddata-
analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In …

[PDF][PDF] Applied time series econometrics

H Lütkepohl - 2004 - dspace.kottakkalfarookcollege.edu …
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution
has had a substantial impact on applied analysis. Hence, no textbook has managed to cover …

[图书][B] Non-linear time series models in empirical finance

PH Franses, D Van Dijk - 2000 - books.google.com
Although many of the models commonly used in empirical finance are linear, the nature of
financial data suggests that non-linear models are more appropriate for forecasting and …

[图书][B] Partially linear models

W Härdle, H Liang, J Gao - 2000 - books.google.com
In the last ten years, there has been increasing interest and activity in the general area of
partially linear regression smoothing in statistics. Many methods and techniques have been …

Functional-coefficient regression models for nonlinear time series

Z Cai, J Fan, Q Yao - Journal of the American Statistical Association, 2000 - Taylor & Francis
The local linear regression technique is applied to estimation of functional-coefficient
regression models for time series data. The models include threshold autoregressive …

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models

R Weron, A Misiorek - International journal of forecasting, 2008 - Elsevier
This empirical paper compares the accuracy of 12 time series methods for short-term (day-
ahead) spot price forecasting in auction-type electricity markets. The methods considered …