scholarly journals Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach

2021 ◽  
Author(s):  
Xin Jin ◽  
Jia Liu ◽  
Qiao Yang
Keyword(s):  
Density Prediction ◽  
Realized Covariance ◽  
Prediction Approach

scholarly journals Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach

Econometrics ◽  
2021 ◽  
Vol 9 (4) ◽  
pp. 45
Author(s):  
Xin Jin ◽  
Jia Liu ◽  
Qiao Yang
Keyword(s):  
Forecast Performance ◽  
New Approach ◽  
Density Prediction ◽  
Ex Post ◽  
Covariance Estimator ◽  
Covariance Modeling ◽  
Modeling And Forecasting ◽  
Realized Covariance ◽  
Density Forecasting ◽  
Prediction Approach

This paper suggests a new approach to evaluate realized covariance (RCOV) estimators via their predictive power on return density. By jointly modeling returns and RCOV measures under a Bayesian framework, the predictive density of returns and ex-post covariance measures are bridged. The forecast performance of a covariance estimator can be assessed according to its improvement in return density forecasting. Empirical applications to equity data show that several RCOV estimators consistently perform better than others and emphasize the importance of RCOV selection in covariance modeling and forecasting.

scholarly journals Optimization of Laser Powder Bed Fusion Processing Using a Combination of Melt Pool Modeling and Design of Experiment Approaches: Density Control

2019 ◽  
Vol 3 (1) ◽  
pp. 21 ◽  
Author(s):  
Morgan Letenneur ◽  
Alena Kreitcberg ◽  
Vladimir Brailovski
Keyword(s):  
Scanning Speed ◽  
Powder Bed Fusion ◽  
Laser Powder Bed Fusion ◽  
Powder Bed ◽  
Density Prediction ◽  
Melt Pool ◽  
Density Control ◽  
Pool Model ◽  
Conventional Material ◽  
Prediction Approach

A simplified analytical model of the laser powder bed fusion (LPBF) process was used to develop a novel density prediction approach that can be adapted for any given powder feedstock and LPBF system. First, calibration coupons were built using IN625, Ti64 and Fe powders and a specific LPBF system. These coupons were manufactured using the predetermined ranges of laser power, scanning speed, hatching space, and layer thickness, and their densities were measured using conventional material characterization techniques. Next, a simplified melt pool model was used to calculate the melt pool dimensions for the selected sets of printing parameters. Both sets of data were then combined to predict the density of printed parts. This approach was additionally validated using the literature data on AlSi10Mg and 316L alloys, thus demonstrating that it can reliably be used to optimize the laser powder bed metal fusion process.

An Urban Air Pollution Early Warning System Based on PM2.5 Prediction Applied in Ploiesti City

2017 ◽  
Vol 68 (4) ◽  
pp. 858-863
Author(s):  
Mihaela Oprea ◽  
Marius Olteanu ◽  
Radu Teodor Ianache
Keyword(s):  
Air Pollution ◽  
Early Warning ◽  
Urban Areas ◽  
Early Warning System ◽  
Urban Air Pollution ◽  
Warning System ◽  
Air Pollutant ◽  
Pollution Level ◽  
Urban Air ◽  
Prediction Approach

Fine particulate matter with a diameter less than 2.5 �m (i.e. PM2.5) is an air pollutant of special concern for urban areas due to its potential significant negative effects on human health, especially on children and elderly people. In order to reduce these effects, new tools based on PM2.5 monitoring infrastructures tailored to specific urban regions are needed by the local and regional environmental management systems for the provision of an expert support to decision makers in air quality planning for cities and also, to inform in real time the vulnerable population when PM2.5 related air pollution episodes occur. The paper focuses on urban air pollution early warning based on PM2.5 prediction. It describes the methodology used, the prediction approach, and the experimental system developed under the ROKIDAIR project for the analysis of PM2.5 air pollution level, health impact assessment and early warning of sensitive people in the Ploiesti city. The PM2.5 concentration evolution prediction is correlated with PM2.5 air pollution and health effects analysis, and the final result is processed by the ROKIDAIR Early Warning System (EWS) and sent as a message to the affected population via email or SMS. ROKIDAIR EWS is included in the ROKIDAIR decision support system.

A Statistical Seizure Prediction Approach Based on Savitzky-Golay Smoothing

2018 ◽  
Vol 27 (1) ◽  
pp. 53-70
Author(s):  
Ahmed Sedik ◽  
Turky Alotaiby ◽  
Heba El-Khobby ◽  
Mahmoud Atea ◽  
Saleh A. Alshebeili ◽  
...  
Keyword(s):  
Seizure Prediction ◽  
Prediction Approach

scholarly journals A Score Prediction Approach for Optional Course Recommendation via Cross-User-Domain Collaborative Filtering

IEEE Access ◽  
2019 ◽  
Vol 7 ◽  
pp. 19550-19563 ◽  
Author(s):  
Ling Huang ◽  
Chang-Dong Wang ◽  
Hong-Yang Chao ◽  
Jian-Huang Lai ◽  
Philip S. Yu
Keyword(s):  
Collaborative Filtering ◽  
Prediction Approach

scholarly journals Seasonal streamflow forecasting by conditioning climatology with precipitation indices

2017 ◽  
Vol 21 (3) ◽  
pp. 1573-1591 ◽  
Author(s):  
Louise Crochemore ◽  
Maria-Helena Ramos ◽  
Florian Pappenberger ◽  
Charles Perrin
Keyword(s):  
Long Range ◽  
Precipitation Forecast ◽  
Low Flow ◽  
Drought Risk ◽  
Streamflow Forecasting ◽  
Streamflow Forecasts ◽  
Precipitation Indices ◽  
Seasonal Streamflow ◽  
Prediction Approach ◽  
The Impact

Abstract. Many fields, such as drought-risk assessment or reservoir management, can benefit from long-range streamflow forecasts. Climatology has long been used in long-range streamflow forecasting. Conditioning methods have been proposed to select or weight relevant historical time series from climatology. They are often based on general circulation model (GCM) outputs that are specific to the forecast date due to the initialisation of GCMs on current conditions. This study investigates the impact of conditioning methods on the performance of seasonal streamflow forecasts. Four conditioning statistics based on seasonal forecasts of cumulative precipitation and the standardised precipitation index were used to select relevant traces within historical streamflows and precipitation respectively. This resulted in eight conditioned streamflow forecast scenarios. These scenarios were compared to the climatology of historical streamflows, the ensemble streamflow prediction approach and the streamflow forecasts obtained from ECMWF System 4 precipitation forecasts. The impact of conditioning was assessed in terms of forecast sharpness (spread), reliability, overall performance and low-flow event detection. Results showed that conditioning past observations on seasonal precipitation indices generally improves forecast sharpness, but may reduce reliability, with respect to climatology. Conversely, conditioned ensembles were more reliable but less sharp than streamflow forecasts derived from System 4 precipitation. Forecast attributes from conditioned and unconditioned ensembles are illustrated for a case of drought-risk forecasting: the 2003 drought in France. In the case of low-flow forecasting, conditioning results in ensembles that can better assess weekly deficit volumes and durations over a wider range of lead times.

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