'LE.ipynb' - estimating the lyapunov exponent using lagged coordinate embedding on spontaneous and seizure time series. 'CCM_run.ipynb' - running and implementing CCM algorithm 'CCM_process.ipynb' - ...

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation Dynamic factor models and dynamic stochastic general equilibrium (DSGE) models are widely used for empirical research in ...

Empirical modeling involves the development of models that explain, predict, or simulate a particular aspect of the world, rather than purely theoretical or abstract principles. Empirical modeling ...

Abstract: Wind generation forecast approaches are typically based on fixed model structures, which might fit well with existing data but fall short in forecasting out-of-sample data. The reason lies ...

Throughout the middle of the 20th century, phosphorus inputs from detergents and fertilizers degraded the water quality of Switzerland's Lake Geneva, spurring officials to take action to remediate ...

Sometimes ecological data just don’t make sense. The sockeye salmon that spawn in British Columbia’s Fraser River offer a prime example. Scientists have tracked the fishery there since 1948, through ...

A 28-year study of phytoplankton interactions in Chilean coastal waters found that salinity, more than temperature, influences the growth of harmful algal blooms. Using empirical dynamic modeling, ...

Complex natural systems defy standard mathematical analysis, so one ecologist is throwing out the equations. Sometimes ecological data just don’t make sense. The sockeye salmon that spawn in British ...

The estimation of portfolio value-at-risk (VaR) requires a good estimate of the covariance matrix. As it is well known that a sample covariance matrix based on some historical rolling window is noisy ...