Sentence examples similar to maximum likelihood forecast from inspiring English sources

Under appropriate assumptions, the ensemble mean becomes an empirical maximum-likelihood forecast.

The analysis of the distribution of the stock-returns plays an important role in financial theory since a distributional assumption is required for mean variance portfolio theory, theoretical models of capital asset prices, determining the price of derivative products, efficient estimation by maximum likelihood procedure and establishing forecasting confidence intervals.

The maximum likelihood model is then used in forecasting the fine grid performance, and the uncertainty associated with the predictions is quantified.

We introduce the new class of models and discuss conditional maximum likelihood estimation, hypothesis testing inference, diagnostic analysis and forecasting.

Being an ensemble extension of variational assimilation (VAR), MLEF also offers a strong connection with the traditional single-valued forecast process through the control, or the maximum likelihood, solution.

The stochastic forecasting is unique in this field and enables a maximum likelihood approach to targeting a desired glycemic range while enabling the clinical risk of hypo- or hyperglycemia to be directly managed.

The differences between forecasts made using typical parameters and those made using the maximum likelihood estimates can be only distinguished through strict statistical tests, but not visually.

In the request prediction step, the prediction algorithm forecasts a Poisson distribution parameter λ in every predetermined interval by using Maximum Likelihood Estimation (MLE) and Local Linear Regression LLRR) methods.

maximum likelihood linear regression.

Maximum likelihood estimation detector.

maximum likelihood method.