This paper considers the problem of testing cross-sectional correlation in large panel data models with serially-correlated errors. It finds that existing tests for cross-sectional correlation encounter size distortions with serial correlation in the...
Graphical methods of correlation analysis, such as correlation n-ptychs or hotspots, focus on the identification of the strength and direction of functional relationships between sets of attributes in multidimensional datasets. Since these correlatio...
Ground thermal tests are always mandatory before any space mission is flown into space. The collected results of these tests are mainly temperatures of the different parts of the spacecraft (nodes) for different mission scenarios. The measured temper...
Since the launch of Bitcoin, there has been a lot of controversy surrounding what asset class it is. Several authors recognize the potential of cryptocurrencies but also certain deviations with respect to the functions of a conventional currency. Ins...
Reliable mathematical models are essential for high-performance analysis and optimization of complex power and energy systems. However, inherent nonlinearities pose significant challenges to accurate model identification. The Hammerstein model, a typ...
Autoregressive exogenous, hereafter ARX, models are widely adopted in time series-related domains as they can be regarded as the combination of an autoregressive process and a predictive regression. Within a more complex structure, extant diagnostic...
This paper proposes a methodology for building Multivariate Time-Varying STCC–GARCH models. The novel contributions in this area are the specification tests related to the correlation component, the extension of the general model to allow for a...
The examples of phase equilibria in binary systems, solid/liquid (SLE), liquid/liquid (LLE), vapor/liquid (VLE), as well as liquid/liquid equilibria in ternary systems mainly containing ionic liquids (ILs), or the infragrance materials, or pharmaceut...
As an aspect of intelligent clothing, e-textile sensors can flexibly sense and transmit information about human bodies and environments. However, difficulties relating to their technology and the variation in textile materials employed in their manuf...
Achieving carbon neutrality, enhancing energy efficiency, securing energy supply, and accurately forecasting energy demand are among the most urgent global energy priorities. In this study, Turkey’s geothermal, wind, and solar electricity consu...
Neurophysiological studies are often designed to examine relationships between measures from different testing conditions, time points, or analysis techniques within the same group of participants. Appropriate statistical techniques that can take int...
Excessive total nitrogen (TN) in water bodies leads to eutrophication, algal blooms, and hypoxia, which pose significant risks to aquatic ecosystems and human health. Accurate real-time TN prediction is crucial for effective water quality management....
The extent of correlation or co-movement among the returns of developed and emerging stock markets remains pivotal for efficiently diversifying global portfolios. This correlation is prone to variation over time as a consequence of escalating economi...
An intrusion detection system (IDS) perform postcompromise detection of security breaches whenever preventive measures such as firewalls do not avert an attack. However, these systems raise a vast number of alerts that must be analyzed and triaged by...
Bilateral data arising from paired organs or limbs within the same subject frequently occur in clinical trials and biomedical research. Neglecting the intraclass correlation inherent in such data can lead to inaccurate variance estimation and invalid...
Stochastic correlation models have become increasingly important in financial markets. In order to be able to price vanilla options in stochastic volatility and correlation models, in this work, we study the extension of the Heston model by imposing...
Quantum collision models have proved to be useful for a clear and concise description of many physical phenomena in the field of open quantum systems: thermalization, decoherence, homogenization, nonequilibrium steady state, entanglement generation,...
A sensor failure will lead to sensor measurement distortion, and may reduce the reliability of the whole structure analysis. This paper studies the method of monitoring information reconstruction based on the correlation degree. For the faulty sensor...
This study addresses the challenge of accurately correlating detailed and reduced thermal models in aerospace applications by using heuristic global optimization methods. In the context of increasingly complex thermal systems, traditional manual corr...
The discovery of high-
This paper reveals a simple methodology to create local-correlation models suitable for the closed-form pricing of two-asset financial derivatives. The multivariate models are built to ensure two conditions. First, marginals follow desirable processe...
The rapid growth of e-commerce and the booming online fashion industry are driving growing user demand for sophisticated, compatible fashion outfits. As an emerging multimodal information retrieval technology, fashion compatibility modeling aims to p...
Under the global warming trend, the diffusion of air pollutants has intensified, causing extremely serious environmental problems. In order to improve the air quality–meteorology correlation model’s prediction accuracy, this work focuses...
Korean people are exposed to stress due to the constant competitive structure caused by rapid industrialization. As a result, there is a need for ways that can effectively manage stress and help improve quality of life. Therefore, this study proposes...
The present work concerns the finite-time ruin probabilities for several bidimensional risk models with constant interest force and correlated Brownian motions. Under the condition that the two Brownian motions
We provide the analytical gradient of the full model likelihood for the Dynamic Conditional Correlation (DCC) specification by Engle (2002), the generalised version by Cappiello et al. (2006), and of the cDCC model by Aielli(2013). We discuss how the...
In modern electric vehicle applications, understanding the evolution of the internal electrochemical reaction throughout the aging of batteries is as relevant as knowing their state of health. This article demonstrates the feasibility of correlating...
Background: A quantitative model was developed and applied for analyzing the correlation between hydrogen-induced corrosion cracking in both main cable wires and degraded stiffening of the girders of a cable suspension bridge, considering maintenance...
To address traditional methods’ limitations in neglecting the interaction between random shock loads and progressive degradation, as well as failure correlations, this study proposes a dynamic reliability framework integrating Gamma processes,...
Most developed countries in the world are maritime powers. This article constructs an ecological efficiency evaluation system based on the characteristics of the ocean itself while taking into account the relationship between land and sea. Based on s...
Accurate thermodynamic property correlations are crucial for the modeling and performance analysis of absorption refrigeration systems. For the ammonia/lithium nitrate (LiNO3/NH3) working pair (a promising fluid for sustainable cooling) several corre...
The focus of the present paper is on clustering, namely the problem of finding distinct groups in a dataset so that each group consists of similar observations. We consider the finite mixtures of regression models, given their flexibility in modeling...
Complex diseases often involve distributed interactions among biological regions, physiological systems, imaging phenotypes, and clinical variables that are not fully captured by anatomical proximity, isolated biomarkers, or conventional feature-base...
Temporally correlated flux-induced phase noise can influence superconducting-quantum-circuit execution in ways that are not fully captured by uncorrelated, memoryless, or gate-averaged noise models. In this work, we develop an execution-oriented, cir...
This paper presents a statistical model for maximum ratio combining (MRC) receivers in Rayleigh fading channels enabled with a temporal combining process. This means that the receiver effectively combines spatial and temporal branch components. There...
The skeleton model is an essential tool to support the top-down design of complex products, and the rationality of its design has a significant influence on the detailed design of products. However, the current skeleton models of complex products are...
Uncertainties are widely present in the design and simulation of aero-engine combustion systems. Common non-probabilistic convex models are only capable of processing independent or correlated uncertainty variables, while conventional precise probabi...
We study the structural correlations in the Italian overnight money market over the period 1999–2010. We show that the structural correlations vary across different versions of the network. Moreover, we employ different configuration models and exami...
This research highlights correlation modeling between residential buildings orientation toward the runway as noise source and noise level. Many studies used noise mapping to identify noise performance in cities, but none of them discussed building or...
Deformation is the most direct indicator of structural state changes in arch dams. Therefore, numerous deformation monitoring points are typically arranged on arch dams to obtain deformation data from each point. Considering the complex relationships...
We employ the spinor analysis method to evaluate exact expressions of spin-spin correlation functions of the two-dimensional rectangular Ising model on a finite lattice, special process enables us to actually carry out the calculation process. We fir...
We propose a novel credit risk measurement model for Corporate Default Swap (CDS) spreads that combines vector autoregressive regression with correlation networks. We focus on the sovereign CDS spreads of a collection of countries that can be regarde...
Drosophila suzukii (Matsumura), also known as spotted wing drosophila (SWD), is invasive, with a preference for infesting commercially viable soft berries, particularly cherries. SWD infestations in sweet cherries are difficult to detect and remove i...
Although correlation filter (CF)-based visual tracking algorithms have achieved appealing results, there are still some problems to be solved. When the target object goes through long-term occlusions or scale variation, the correlation model used in...
Distributed video coding (DVC) is a novel coding paradigm that offers low computational encoding relative to conventional video-coding framework at the expense of high-decoding computational complexity. The challenging part of this video-coding frame...
In this paper, we consider the task of the analysis, modeling, and application of dependencies between asset quotes at various capital markets. As an example, we study the dependency between financial instrument observation series in the currency and...
Metal foams have gained attention due to their heat transfer augmenting capabilities. In the literature, correlations describing relations among their morphological characteristics have successfully been established and well discussed. However, colle...
This article presents a modal correlation and update carried out on an aeroelastic wind tunnel demonstrator representing a conventional passenger transport aircraft. The aim of this work is the setup of a corresponding numerical model that is able to...
Friction is a crucial factor affecting air accident occurrence on landing or taking off. Tire–runway friction directly contributes to aircraft stability on land. Therefore, an accurate friction estimation is a rising issue for all stakeholders....
Carbon fiber reinforced plastic (CFRP) laminated structures have been widely used in modern engineering due to their excellent material properties, especially in the aerospace and shipping industries. This requires a high-accuracy finite element mode...
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