Xuchang Chen, Guoqiang Tang, Yumei Ren, Xin Lin, Tongzhi Li
{"title":"Accurate and efficient stock market index prediction: an integrated approach based on VMD-SNNs.","authors":"Xuchang Chen, Guoqiang Tang, Yumei Ren, Xin Lin, Tongzhi Li","doi":"10.1080/02664763.2024.2395961","DOIUrl":"10.1080/02664763.2024.2395961","url":null,"abstract":"<p><p>The stock market index typically mirrors the financial market's performance. Hence, accurate prediction of stock market index trends is essential for investors aiming to mitigate financial risk and enhance future investment returns. Traditional statistical approaches often struggle with the non-linear nature of stock market index data, leading to potential inaccuracies in long-term predictions. To address this issue, we introduce the TCN-LSTM-SNN (TLSNN) model, a hybrid framework that integrates Long Short-Term Memory (LSTM) and Temporal Convolutional Network (TCN) for robust feature extraction, within a highly efficient Spiking Neural Network (SNN) architecture. Additionally, we employ the Subtraction-Average-Based Optimizer (SABO) to refine the Variational Mode Decomposition (VMD) technique, thereby separating the periodic and trend components of stock indices, reducing noise interference, and establishing a decomposition ensemble framework to bolster the model's resilience. The experimental results show that the VMD-TLSNN hybrid model suggested in this study surpasses other individual benchmark models and their hybrid models in prediction accuracy. Additionally, it demonstrates notably lower energy consumption compared to other hybrid models.</p>","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"52 4","pages":"841-867"},"PeriodicalIF":1.2,"publicationDate":"2024-09-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.ncbi.nlm.nih.gov/pmc/articles/PMC11873965/pdf/","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"143557087","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"OA","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Muge Mutis, Ufuk Beyaztas, Filiz Karaman, Han Lin Shang
{"title":"On function-on-function linear quantile regression","authors":"Muge Mutis, Ufuk Beyaztas, Filiz Karaman, Han Lin Shang","doi":"10.1080/02664763.2024.2395960","DOIUrl":"https://doi.org/10.1080/02664763.2024.2395960","url":null,"abstract":"We present two innovative functional partial quantile regression algorithms designed to accurately and efficiently estimate the regression coefficient function within the function-on-function linea...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"106 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142176440","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
MinJae Lee, Belinda M. Reininger, Kelley Pettee Gabriel, Nalini Ranjit, Larkin L. Strong
{"title":"Quantile regression based method for characterizing risk-specific behavioral patterns in relation to longitudinal left-censored biomarker data collected from heterogeneous populations","authors":"MinJae Lee, Belinda M. Reininger, Kelley Pettee Gabriel, Nalini Ranjit, Larkin L. Strong","doi":"10.1080/02664763.2024.2394784","DOIUrl":"https://doi.org/10.1080/02664763.2024.2394784","url":null,"abstract":"There are many studies aimed at promoting positive lifestyle behaviors to reduce lifetime risk of cancer and related diseases. However, assessing these modifiable behaviors through statistical mode...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"11 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-08-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142176441","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"A two-sample nonparametric test for one-sided location-scale alternative","authors":"Hidetoshi Murakami, Markus Neuhäuser","doi":"10.1080/02664763.2024.2392119","DOIUrl":"https://doi.org/10.1080/02664763.2024.2392119","url":null,"abstract":"An increase in location is often accompanied by an increase in variability. Moreover, in randomized studies, the presence of heteroscedasticity can indicate a treatment effect. In these cases a loc...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"385 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-08-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142176442","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Modeling the time to dropout under phase-wise variable stress fixed cohort setup","authors":"Aniket Biswas, Subrata Chakraborty, Anupama Nandi","doi":"10.1080/02664763.2024.2392113","DOIUrl":"https://doi.org/10.1080/02664763.2024.2392113","url":null,"abstract":"The event of a student dropping out from an academic program depends on several factors namely course content, change in interest, financial problems among many others. These factors vary interdepe...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"75 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-08-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142176443","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Fast algorithms of computing admissible intervals for discrete distributions with single parameter","authors":"Weizhen Wang, Chongxiu Yu, Zhongzhan Zhang","doi":"10.1080/02664763.2024.2392105","DOIUrl":"https://doi.org/10.1080/02664763.2024.2392105","url":null,"abstract":"It is of great interest to compute optimal exact confidence intervals for the success probability (p) in a binomial distribution, the number of subjects with a certain attribute (M) or the total nu...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"153 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-08-17","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"142176444","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Estimation of the mean exponential survival time under a sequential censoring scheme","authors":"Jun Hu, Hon Yiu So, Yan Zhuang","doi":"10.1080/02664763.2024.2386609","DOIUrl":"https://doi.org/10.1080/02664763.2024.2386609","url":null,"abstract":"The exponential distribution can provide a simple and appealing survival-time model in reliability analysis and life tests. Due to certain experimental designs, time limitations, budgetary requirem...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"22 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-08-03","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141937910","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Mixtures of logistic normal multinomial regression models for microbiome data","authors":"Wenshu Dai, Yuan Fang, Sanjeena Subedi","doi":"10.1080/02664763.2024.2383286","DOIUrl":"https://doi.org/10.1080/02664763.2024.2383286","url":null,"abstract":"In the realm of bioinformatics, we frequently encounter discrete data, particularly microbiome taxa count data obtained through 16S rRNA sequencing. These microbiome datasets are commonly character...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"28 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-08-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141937911","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Sample size calculation for the sequential parallel comparison design with binary endpoint using exact methods","authors":"Guogen Shan, Yahui Zhang","doi":"10.1080/02664763.2024.2385997","DOIUrl":"https://doi.org/10.1080/02664763.2024.2385997","url":null,"abstract":"High placebo responses in clinical trial could reduce the treatment effect leading to the failure of a promising drug. Several strategies have been developed to minimize high placebo responses, inc...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"44 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-07-31","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141937912","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
{"title":"Accurate identification of single-cell types via correntropy-based Sparse PCA combining hypergraph and fusion similarity","authors":"Juan Wang, Tai-Ge Wang, Shasha Yuan, Feng Li","doi":"10.1080/02664763.2024.2369955","DOIUrl":"https://doi.org/10.1080/02664763.2024.2369955","url":null,"abstract":"The advent of single-cell RNA sequencing (scRNA-seq) technology enables researchers to gain deep insights into cellular heterogeneity. However, the high dimensionality and noise of scRNA-seq data p...","PeriodicalId":15239,"journal":{"name":"Journal of Applied Statistics","volume":"45 1","pages":""},"PeriodicalIF":1.5,"publicationDate":"2024-07-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141782763","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}