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164 results for “J. R. Monte”

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Research ArticleOpen accessEvery word in the titleBAYESIAN MODEL AVERAGING WITH MARKOV CHAIN MONTE CARLO FOR CALIBRATING TEMPERATURE FORECAST FROM COMBINATION OF TIME SERIES MODELSHeri Kuswanto, Mega Rahmatia SariGlobal warming is an important issue related to the climate and weather forecast. It is shown by significantly increasing the atmospheric temperature level. Hence, improving the forecast accuracy of temperature is an important issue. The forecast is commonly done by performing a deterministic forecast meaning that the system will generate a point forecast without taking into account the uncertainty induced … …Journal of Mathematics and Statistics, Vol. 9, Issue 4 · 29 Nov 2013 · 7,085 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleAssessing Convergence of the Markov Chain Monte Carlo Method in Multivariate CaseDenismar Alves Nogueira, Thelma Safadi, Daniel Furtado Ferreira, Eric Batista FerreiraThe formal convergence diagnosis of the Markov Chain Monte Carlo (MCMC) is made using univariate and multivariate criteria. In 1998, a multivariate extension of the univariate criterion of multiple sequences was proposed. However, due to some problems of that multivariate criterion, an alternative form of calculation was proposed in addition to the two new alternatives for multivariate convergence criteria. In … …Journal of Mathematics and Statistics, Vol. 8, Issue 4 · 8 Jan 2013 · 7,021 accessesView PDFCite
Research ArticleOpen accessEvery word in the titleA Monte Carlo Study of Seven Homogeneity of Variance TestsHoward B. Lee, Gary S. Katz, Alberto F. RestoriProblem statement: The decision by SPSS (now PASW) to use the unmodified Levene test to test homogeneity of variance was questioned. It was compared to six other tests. In total, seven homogeneity of variance tests used in Analysis Of Variance (ANOVA) were compared on robustness and power using Monte Carlo studies. The homogeneity of variance tests were (1) Levene, (2) … …Journal of Mathematics and Statistics, Vol. 6, Issue 3 · 30 Sep 2010 · 8,111 accessesView PDFCite