Yazar "Beyaztaş, Ufuk" için listeleme
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Block Bootstrap Prediction Intervals For Garch Processes
Beyaztaş, Beste Hamiye; Beyaztaş, Ufuk (Inst Nacional Estatistica-Ine, 2020)In this paper, we propose a new resampling algorithm based on block bootstrap to obtain prediction intervals for future returns and volatilities of GARCH processes. The finite sample properties of the proposed methods are ... -
Global solar radiation prediction over North Dakota using air temperature: Development of novel hybrid intelligence model
Tao, H.; Ewees, A.A.; Al-Sulttani, A.O.; Beyaztaş, Ufuk; Hameed, M.M.; Salih, S.Q. (Elsevier Ltd, 2021)Accurate solar radiation (SR) prediction is one of the essential prerequisites of harvesting solar energy. The current study proposed a novel intelligence model through hybridization of Adaptive Neuro-Fuzzy Inference System ... -
Granger causality of bivariate stationary curve time series
Shang, Han Lin; Ji, Kaiying; Beyaztaş, Ufuk (Wiley, 2020)We study causality between bivariate curve time series using the Granger causality generalized measures of correlation. With this measure, we can investigate which curve time series Granger-causes the other; in turn, it ... -
A partial least squares approach for function-on-function interaction regression
Beyaztaş, Ufuk; Shang, Han Lin (Springer Heidelberg, 2021)A partial least squares regression is proposed for estimating the function-on-function regression model where a functional response and multiple functional predictors consist of random curves with quadratic and interaction ... -
Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models
Beyaztaş, Ufuk; Shang, Han Lin (Taylor and Francis Ltd., 2020)The bootstrap procedure has emerged as a general framework to construct prediction intervals for future observations in autoregressive time series models. Such models with outlying data points are standard in real data ...
