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31.
Helmut Lütkepohl 《商业与经济统计学杂志》2013,31(3):375-390
The following two predictors are compared for time series with systematically missing observations: (a) A time series model is fitted to the full series Xt , and forecasts are based on this model, (b) A time series model is fitted to the series with systematically missing observations Y τ, and forecasts are based on the resulting model. If the data generation processes are known vector autoregressive moving average (ARMA) processes, the first predictor is at least as efficient as the second one in a mean squared error sense. Conditions are given for the two predictors to be identical. If only the ARMA orders of the generation processes are known and the coefficients are estimated, or if the process orders and coefficients are estimated, the first predictor is again, in general, superior. There are, however, exceptions in which the second predictor, using seemingly less information, may be better. These results are discussed, using both asymptotic theory and small sample simulations. Some economic time series are used as illustrative examples. 相似文献
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Helga Weisz Marina Fischer-Kowalski Clemens M. Grünbühel Helmut Haberl Fridolin Krausmann Verena Winiwarter 《Innovation: The European Journal of Social Science Research》2001,14(2):117-142
What do transition processes in rural areas in Thailand, biomass consumption in nineteenth-century Austria and the ecology of hunter-gatherers have to do with the appropriation of plant production and global environmental change? More than one might think of in the first place. They are part of a scholarly discourse on our changing relations with the environment. We argue that global change can be analysed in terms of transitions between major modes of subsistence and try to document this with several case studies. 相似文献
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Helmut L. Sell 《International Journal of Social Research Methodology》2013,16(2):135-155
Policy Delphi methods have not received the level of methodological scrutiny evidenced by more established techniques. This paper provides an examination of the potential for study participants to opt in/opt out of consecutive Delphi rounds. The literature proposes that this is a positive feature of the approach but evidence to support this position is lacking. This paper provides a brief review of the Policy Delphi method and than presents details of participation patterns in a study where the opt‐in/opt‐out option was available. Findings showed that participants exercised the option of opting in/opting out of different Delphi rounds. Although only 20.6% of the original participants completed all three Delphi rounds, the response rate (regardless of participants’ involvement in previous rounds) across all three Delphi rounds held fairly consistent at around 40%. These findings are significant as they relate to the need for an expanded repertoire of research tools that can address the complex, non‐linear questions emerging in post‐modern society. 相似文献
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Martin J. Wolfsegger Alexander Bauer Detlew Labes Helmut Schütz Richardus Vonk Benjamin Lang Stephan Lehr Thomas F. Jaki Werner Engl Michael D. Hale 《Pharmaceutical statistics》2021,20(2):272-281
For the clinical development of a new drug, the determination of dose-proportionality is an essential part of the pharmacokinetic evaluations, which may provide early indications of non-linear pharmacokinetics and may help to identify sub-populations with divergent clearances. Prior to making any conclusions regarding dose-proportionality, the goodness-of-fit of the model must be assessed to evaluate the model performance. We propose the use of simulation-based visual predictive checks to improve the validity of dose-proportionality conclusions for complex designs. We provide an illustrative example and include a table to facilitate review by regulatory authorities. 相似文献
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