Browsing Matematik Bölümü by Author "Maleki, Mohsen"

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A Bayesian Approach to Heavy-Tailed Finite Mixture Autoregressive Models

Mahmoudi, Mohammad Reza; Maleki, Mohsen; Baleanu, Dumitru; Nguye, Vu-Thanh; Pho, Kim-Hung (2020-06)

In this paper, a Bayesian analysis of finite mixture autoregressive (MAR) models based on the assumption of scale mixtures of skew-normal (SMSN) innovations (called SMSN-MAR) is considered. This model is not simultaneously ...
On Comparing and Classifying Several Independent Linear and Non-Linear Regression Models with Symmetric Errors

Pan, Ji-Jun; Mahmoudi, Mohammad Reza; Baleanu, Dumitru; Maleki, Mohsen (MDPI, 2019-06)

In many real world problems, science fields such as biology, computer science, data mining, electrical and mechanical engineering, and signal processing, researchers aim to compare and classify several regression models. ...
On comparing and clustering the spectral densities of several almost cyclostationary processes

Mahmoudi, Mohammad Reza; Maleki, Mohsen; Borodin, Kirill; Pho, Kim-Hung; Baleanu, Dumitru (2020-08)

In time series analysis, comparing spectral densities of several processes with almost peri-odic spectra is an interested problem. The contribution of this work is to give a technique to com-pare and to cluster the spectral ...

Now showing items 1-3 of 3

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