scholarly journals Autoregressive Prediction with Rolling Mechanism for Time Series Forecasting with Small Sample Size

2014 ◽  
Vol 2014 ◽  
pp. 1-9 ◽  
Author(s):  
Zhihua Wang ◽  
Yongbo Zhang ◽  
Huimin Fu

Reasonable prediction makes significant practical sense to stochastic and unstable time series analysis with small or limited sample size. Motivated by the rolling idea in grey theory and the practical relevance of very short-term forecasting or 1-step-ahead prediction, a novel autoregressive (AR) prediction approach with rolling mechanism is proposed. In the modeling procedure, a new developed AR equation, which can be used to model nonstationary time series, is constructed in each prediction step. Meanwhile, the data window, for the next step ahead forecasting, rolls on by adding the most recent derived prediction result while deleting the first value of the former used sample data set. This rolling mechanism is an efficient technique for its advantages of improved forecasting accuracy, applicability in the case of limited and unstable data situations, and requirement of little computational effort. The general performance, influence of sample size, nonlinearity dynamic mechanism, and significance of the observed trends, as well as innovation variance, are illustrated and verified with Monte Carlo simulations. The proposed methodology is then applied to several practical data sets, including multiple building settlement sequences and two economic series.

2012 ◽  
Vol 2012 ◽  
pp. 1-18
Author(s):  
Jiajuan Liang

High-dimensional data with a small sample size, such as microarray data and image data, are commonly encountered in some practical problems for which many variables have to be measured but it is too costly or time consuming to repeat the measurements for many times. Analysis of this kind of data poses a great challenge for statisticians. In this paper, we develop a new graphical method for testing spherical symmetry that is especially suitable for high-dimensional data with small sample size. The new graphical method associated with the local acceptance regions can provide a quick visual perception on the assumption of spherical symmetry. The performance of the new graphical method is demonstrated by a Monte Carlo study and illustrated by a real data set.


2014 ◽  
Vol 2 (2) ◽  
Author(s):  
Jorge Mario Insignares Movilla U Insignares Movilla

In situations where the size of the sample data set is relatively small, toassume a normal distribution. some uncertainties exist. A mistake is to userandom sampling and the other the small sample size. That is why, beginningwith the story of the generalities that solved the problem t distribution, thenabout topics that support, and …nally, a detailed analysis with some relationshipswith other distributions. While ignore the importance for hypothesis testing instatistical inference when means were contrasted


2020 ◽  
Vol 21 ◽  
Author(s):  
Roberto Gabbiadini ◽  
Eirini Zacharopoulou ◽  
Federica Furfaro ◽  
Vincenzo Craviotto ◽  
Alessandra Zilli ◽  
...  

Background: Intestinal fibrosis and subsequent strictures represent an important burden in inflammatory bowel disease (IBD). The detection and evaluation of the degree of fibrosis in stricturing Crohn’s disease (CD) is important to address the best therapeutic strategy (medical anti-inflammatory therapy, endoscopic dilation, surgery). Ultrasound elastography (USE) is a non-invasive technique that has been proposed in the field of IBD for evaluating intestinal stiffness as a biomarker of intestinal fibrosis. Objective: The aim of this review is to discuss the ability and current role of ultrasound elastography in the assessment of intestinal fibrosis. Results and Conclusion: Data on USE in IBD are provided by pilot and proof-of-concept studies with small sample size. The first type of USE investigated was strain elastography, while shear wave elastography has been introduced lately. Despite the heterogeneity of the methods of the studies, USE has been proven to be able to assess intestinal fibrosis in patients with stricturing CD. However, before introducing this technique in current practice, further studies with larger sample size and homogeneous parameters, testing reproducibility, and identification of validated cut-off values are needed.


Author(s):  
Jonah T Hansen ◽  
Luca Casagrande ◽  
Michael J Ireland ◽  
Jane Lin

Abstract Statistical studies of exoplanets and the properties of their host stars have been critical to informing models of planet formation. Numerous trends have arisen in particular from the rich Kepler dataset, including that exoplanets are more likely to be found around stars with a high metallicity and the presence of a “gap” in the distribution of planetary radii at 1.9 R⊕. Here we present a new analysis on the Kepler field, using the APOGEE spectroscopic survey to build a metallicity calibration based on Gaia, 2MASS and Strömgren photometry. This calibration, along with masses and radii derived from a Bayesian isochrone fitting algorithm, is used to test a number of these trends with unbiased, photometrically derived parameters, albeit with a smaller sample size in comparison to recent studies. We recover that planets are more frequently found around higher metallicity stars; over the entire sample, planetary frequencies are 0.88 ± 0.12 percent for [Fe/H] < 0 and 1.37 ± 0.16 percent for [Fe/H] ≥ 0 but at two sigma we find that the size of exoplanets influences the strength of this trend. We also recover the planet radius gap, along with a slight positive correlation with stellar mass. We conclude that this method shows promise to derive robust statistics of exoplanets. We also remark that spectrophotometry from Gaia DR3 will have an effective resolution similar to narrow band filters and allow to overcome the small sample size inherent in this study.


2021 ◽  
Vol 11 (1) ◽  
Author(s):  
Shinya Hosokawa ◽  
Kyosuke Momota ◽  
Anthony A. Chariton ◽  
Ryoji Naito ◽  
Yoshiyuki Nakamura

AbstractDiversity indices are commonly used to measure changes in marine benthic communities. However, the reliability (and therefore suitability) of these indices for detecting environmental change is often unclear because of small sample size and the inappropriate choice of communities for analysis. This study explored uncertainties in taxonomic density and two indices of community structure in our target region, Japan, and in two local areas within this region, and explored potential solutions. Our analysis of the Japanese regional dataset showed a decrease in family density and a dominance of a few species as sediment conditions become degraded. Local case studies showed that species density is affected by sediment degradation at sites where multiple communities coexist. However, two indices of community structure could become insensitive because of masking by community variability, and small sample size sometimes caused misleading or inaccurate estimates of these indices. We conclude that species density is a sensitive indicator of change in marine benthic communities, and emphasise that indices of community structure should only be used when the community structure of the target community is distinguishable from other coexisting communities and there is sufficient sample size.


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