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Adaptive estimation for Weakly Dependent Functional Times Series
H Maissoro, V Patilea, M Vimond - arxiv preprint arxiv:2403.13706, 2024 - arxiv.org
The local regularity of functional time series is studied under $ L^ pm-$ appro\-ximability
assumptions. The sample paths are observed with error at possibly random design points …
assumptions. The sample paths are observed with error at possibly random design points …
Fourier-Multiple Linear Regression Method in the Fast-Moving Consumer Goods Business Time Series Analysis Problem
A new method is developed to adjust the forecast in case of a small number of observations
or in the absence of standard patterns which can be detected by classical machine learning …
or in the absence of standard patterns which can be detected by classical machine learning …