Using empirical recurrence rates ratio for time series data similarity

M Bhaduri, J Zhan - IEEE Access, 2018 - ieeexplore.ieee.org
Several methods exist in classification literature to quantify the similarity between two time
series data sets. Applications of these methods range from the traditional Euclidean-type …

Copula-based Markov zero-inflated count time series models with application

M Alqawba, N Diawara - Journal of Applied Statistics, 2021 - Taylor & Francis
Count time series data with excess zeros are observed in several applied disciplines. When
these zero-inflated counts are sequentially recorded, they might result in serial dependence …

A novel weak estimator for dynamic systems

M Bhaduri, J Zhan, C Chiu - IEEE Access, 2017 - ieeexplore.ieee.org
In this paper, we propose a novel approach for classifying incoming continuous data under a
non-stationary environment. A class of estimators termed stochastic learning weak …

On a novel approach to forecast sparse rare events: applications to Parkfield earthquake prediction

CH Ho, M Bhaduri - Natural Hazards, 2015 - Springer
Rare events are plentiful in nature and most of them have devastating consequences on
human lives and property. Modeling such events is intrinsically challenging due to their very …

Beyond cumulative sum charting in non-stationarity detection and estimation

F Zhan, A Martinez, N Rai, R Mcconnell, M Swan… - IEEE …, 2019 - ieeexplore.ieee.org
In computer science, stochastic processes, and industrial engineering, stationarity is often
taken to imply a stable, predictable flow of events and non-stationarity, consequently, a …

A quantitative insight into the dependence dynamics of the Kilauea and Mauna Loa volcanoes, Hawaii

CH Ho, M Bhaduri - Mathematical Geosciences, 2017 - Springer
Hawaiian volcanoes such as Kilauea and Mauna Loa have drawn the attention of
researchers for quite some time and numerous theories abound hinting at a possible inverse …

A cocktail of bidirectional tests for power symmetry and repairable system reliability

CH Ho, SK Koo, M Bhaduri… - IEEE Transactions on …, 2023 - ieeexplore.ieee.org
To a practitioner who chooses to test the robustness while keeping track of all the
perspectives, angles, and elements of a study's conclusions in the data analysis, we offer an …

On modifications to the Poisson-triggered hidden Markov paradigm through partitioned empirical recurrence rates ratios and its applications to natural hazards …

M Bhaduri - Scientific Reports, 2020 - nature.com
Abstract Hidden Markov models (HMMs), especially those with a Poisson density governing
the latent state-dependent emission probabilities, have enjoyed substantial and undeniable …

[PDF][PDF] Modeling interaction between bank failure and size

CH Ho, G Zhong, F Cui, M Bhaduri - J. Finance Bank Manage, 2016 - researchgate.net
Finance is the industry that rules the world, and banks, by and large, represent a great
percentage of that industry. After the financial crisis, public cries for a more stable financial …

On a temporal investigation of hurricane strength and frequency

M Bhaduri, CH Ho - Environmental Modeling & Assessment, 2019 - Springer
Hurricanes originating in the West Atlantic often have devastating consequences on the
cities in the US east coast, both monetary and otherwise, and hence pose a source of …