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Статті в журналах з теми "Non-Autoregressive"
Wang, Shuheng, Shumin Shi, Heyan Huang, and Wei Zhang. "Improving Non-Autoregressive Machine Translation via Autoregressive Training." Journal of Physics: Conference Series 2031, no. 1 (September 1, 2021): 012045. http://dx.doi.org/10.1088/1742-6596/2031/1/012045.
Повний текст джерелаAnděl, Jiří. "NON-NEGATIVE AUTOREGRESSIVE PROCESSES." Journal of Time Series Analysis 10, no. 1 (January 1989): 1–11. http://dx.doi.org/10.1111/j.1467-9892.1989.tb00011.x.
Повний текст джерелаHong-zhi, An. "NON-NEGATIVE AUTOREGRESSIVE MODELS." Journal of Time Series Analysis 13, no. 4 (July 1992): 283–95. http://dx.doi.org/10.1111/j.1467-9892.1992.tb00108.x.
Повний текст джерелаWeber, Daniel, and Clemens Gühmann. "Non-Autoregressive vs Autoregressive Neural Networks for System Identification." IFAC-PapersOnLine 54, no. 20 (2021): 692–98. http://dx.doi.org/10.1016/j.ifacol.2021.11.252.
Повний текст джерелаTian, Zhengkun, Jiangyan Yi, Jianhua Tao, Shuai Zhang, and Zhengqi Wen. "Hybrid Autoregressive and Non-Autoregressive Transformer Models for Speech Recognition." IEEE Signal Processing Letters 29 (2022): 762–66. http://dx.doi.org/10.1109/lsp.2022.3152128.
Повний текст джерелаFei, Zhengcong. "Partially Non-Autoregressive Image Captioning." Proceedings of the AAAI Conference on Artificial Intelligence 35, no. 2 (May 18, 2021): 1309–16. http://dx.doi.org/10.1609/aaai.v35i2.16219.
Повний текст джерелаGrigoletto, Matteo. "Bootstrap prediction intervals for autoregressive models fitted to non-autoregressive processes." Journal of the Italian Statistical Society 7, no. 3 (December 1998): 285–95. http://dx.doi.org/10.1007/bf03178936.
Повний текст джерелаLiu, Weidong, Shiqing Ling, and Qi-Man Shao. "On non-stationary threshold autoregressive models." Bernoulli 17, no. 3 (August 2011): 969–86. http://dx.doi.org/10.3150/10-bej306.
Повний текст джерелаBell, C. B., and E. P. Smith. "Infrence for non-negative autoregressive schemes." Communications in Statistics - Theory and Methods 15, no. 8 (January 1986): 2267–93. http://dx.doi.org/10.1080/03610928608829248.
Повний текст джерелаLii, K. S., and M. Rosenblatt. "Non-Gaussian autoregressive moving average processes." Proceedings of the National Academy of Sciences 90, no. 19 (October 1, 1993): 9168–70. http://dx.doi.org/10.1073/pnas.90.19.9168.
Повний текст джерелаДисертації з теми "Non-Autoregressive"
Clayton, Maya. "Econometric forecasting of financial assets using non-linear smooth transition autoregressive models." Thesis, University of St Andrews, 2011. http://hdl.handle.net/10023/1898.
Повний текст джерелаLiu, Ka-yee. "Bayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series." Click to view the E-thesis via HKUTO, 2005. http://sunzi.lib.hku.hk/hkuto/record/B30706166.
Повний текст джерелаLiu, Ka-yee, and 廖家怡. "Bayes and empirical Bayes estimation for the panel threshold autoregressive model and non-Gaussian time series." Thesis, The University of Hong Kong (Pokfulam, Hong Kong), 2005. http://hub.hku.hk/bib/B30706166.
Повний текст джерелаNyman, Nick, and Smura Michel Postigo. "Examining how unforeseen events affect accuracy and recovery of a non-linear autoregressive neural network in stock market prognoses." Thesis, KTH, Skolan för datavetenskap och kommunikation (CSC), 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-186435.
Повний текст джерелаDenna studie undersöker hur ett icke-linjärt autoregressivt neuronnät för aktiemarknadsprognoser påverkas av oväntade händelser. Studien ämnar finna återhämtningsperioden för nätverket efter en händelse, och ta reda på om den initiala påverkan av händelsen påverkar återhämtningen. Tester av endagsprognosers avvikelse från det verkliga värdet genomförs på fem verkliga aktier och fyra skapade dataset som exkluderar den omgivande variationen från aktiemarknaden. Dessa simulerade set isolerar därmed specifika typer av händelser. Studien drar slutsatsen att storleken av händelsen har försumbar betydelse på återhämtningstiden och att plötsliga händelser tillåter återhämtning på några dagar oavsett händelsens ursprungliga storlek eller förändring av prisutvecklingshastighet. Däremot förlänger utdragna händelser återhämtningstiden. Likaså påverkar efterskalv eller kvarvarande instabilitet i prisutvecklingen tillförlitlighet och återhämtningstid avsevärt.
Krisztin, Tamás. "Semi-parametric spatial autoregressive models in freight generation modeling." Elsevier, 2018. https://publish.fid-move.qucosa.de/id/qucosa%3A72336.
Повний текст джерелаWang, Yuefeng. "Essays on modelling house prices." Thesis, Brunel University, 2018. http://bura.brunel.ac.uk/handle/2438/16242.
Повний текст джерелаCugliari, Jairo. "Prévision non paramétrique de processus à valeurs fonctionnelles : application à la consommation d’électricité." Thesis, Paris 11, 2011. http://www.theses.fr/2011PA112234/document.
Повний текст джерелаThis thesis addresses the problem of predicting a functional valued stochastic process. We first explore the model proposed by Antoniadis et al. (2006) in the context of a practical application -the french electrical power demand- where the hypothesis of stationarity may fail. The departure from stationarity is twofold: an evolving mean level and the existence of groupsthat may be seen as classes of stationarity.We explore some corrections that enhance the prediction performance. The corrections aim to take into account the presence of these nonstationary features. In particular, to handle the existence of groups, we constraint the model to use only the data that belongs to the same group of the last available data. If one knows the grouping, a simple post-treatment suffices to obtain better prediction performances.If the grouping is unknown, we propose it from data using clustering analysis. The infinite dimension of the not necessarily stationary trajectories have to be taken into account by the clustering algorithm. We propose two strategies for this, both based on wavelet transforms. The first one uses a feature extraction approach through the Discrete Wavelet Transform combined with a feature selection algorithm to select the significant features to be used in a classical clustering algorithm. The second approach clusters directly the functions by means of a dissimilarity measure of the Continuous Wavelet spectra.The third part of thesis is dedicated to explore an alternative prediction model that incorporates exogenous information. For this purpose we use the framework given by the Autoregressive Hilbertian processes. We propose a new class of processes that we call Conditional Autoregressive Hilbertian (carh) and develop the equivalent of projection and resolvent classes of estimators to predict such processes
Hili, Ouagnina. "Contribution à l'estimation des modèles de séries temporelles non linéaires." Université Louis Pasteur (Strasbourg) (1971-2008), 1995. http://www.theses.fr/1995STR13169.
Повний текст джерелаCaron, Nathalie. "Approches alternatives d'une théorie non informative des tests bayésiens." Rouen, 1994. http://www.theses.fr/1994ROUES028.
Повний текст джерелаKorale, Asoka Jeevaka Maligaspe. "Non-stationary adaptive signal prediction with error bounds." Thesis, Imperial College London, 2000. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.326258.
Повний текст джерелаКниги з теми "Non-Autoregressive"
Balakrishna, N. Non-Gaussian Autoregressive-Type Time Series. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2.
Повний текст джерелаZenner, Markus. Learning to become rational: The case of self-referential autoregressive and non-stationary models. New York: Springer, 1996.
Знайти повний текст джерелаBalakrishna, N. Non-Gaussian Autoregressive-Type Time Series. Springer Singapore Pte. Limited, 2022.
Знайти повний текст джерелаMullen, Thomas. A non-tested hypothesis test of multivariate models with autoregressive processes. 1988.
Знайти повний текст джерелаZenner, Markus. Learning to Become Rational: The Case of Self-Referential Autoregressive and Non-Stationary Models. Springer London, Limited, 2013.
Знайти повний текст джерелаMcCleary, Richard, David McDowall, and Bradley J. Bartos. Noise Modeling. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190661557.003.0003.
Повний текст джерелаMakatjane, Katleho, and Roscoe van Wyk. Identifying structural changes in the exchange rates of South Africa as a regime-switching process. UNU-WIDER, 2020. http://dx.doi.org/10.35188/unu-wider/2020/919-8.
Повний текст джерелаЧастини книг з теми "Non-Autoregressive"
Balakrishna, N. "Some Non-linear AR-type Models for Non-Gaussian Time Series." In Non-Gaussian Autoregressive-Type Time Series, 127–54. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2_5.
Повний текст джерелаBalakrishna, N. "Autoregressive-Type Time Series of Counts." In Non-Gaussian Autoregressive-Type Time Series, 195–225. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2_7.
Повний текст джерелаBalakrishna, N. "AR Models with Stationary Non-Gaussian Real-Valued Marginals." In Non-Gaussian Autoregressive-Type Time Series, 93–126. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2_4.
Повний текст джерелаBalakrishna, N. "Linear Time Series Models with Non-Gaussian Innovations." In Non-Gaussian Autoregressive-Type Time Series, 155–94. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2_6.
Повний текст джерелаBalakrishna, N. "Basics of Time Series." In Non-Gaussian Autoregressive-Type Time Series, 1–17. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2_1.
Повний текст джерелаBalakrishna, N. "Statistical Inference for Stationary Linear Time Series." In Non-Gaussian Autoregressive-Type Time Series, 19–39. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2_2.
Повний текст джерелаBalakrishna, N. "AR Models with Stationary Non-Gaussian Positive Marginals." In Non-Gaussian Autoregressive-Type Time Series, 41–92. Singapore: Springer Singapore, 2021. http://dx.doi.org/10.1007/978-981-16-8162-2_3.
Повний текст джерелаOzaki, T. "Non-Gaussian characteristics of exponential autoregressive processes." In Developments in Time Series Analysis, 257–73. Boston, MA: Springer US, 1993. http://dx.doi.org/10.1007/978-1-4899-4515-0_18.
Повний текст джерелаIto, Ryuichi, Chuan Xiao, and Makoto Onizuka. "Robust Cardinality Estimator by Non-autoregressive Model." In Communications in Computer and Information Science, 55–61. Cham: Springer International Publishing, 2022. http://dx.doi.org/10.1007/978-3-030-93849-9_3.
Повний текст джерелаMeriem, Henkouche. "Maximum Likelihood Estimators in Non Linear Autoregressive Processes." In Operations Research ’92, 370–71. Heidelberg: Physica-Verlag HD, 1993. http://dx.doi.org/10.1007/978-3-662-12629-5_102.
Повний текст джерелаТези доповідей конференцій з теми "Non-Autoregressive"
Zhou, Long, Jiajun Zhang, and Chengqing Zong. "Improving Autoregressive NMT with Non-Autoregressive Model." In Proceedings of the First Workshop on Automatic Simultaneous Translation. Stroudsburg, PA, USA: Association for Computational Linguistics, 2020. http://dx.doi.org/10.18653/v1/2020.autosimtrans-1.4.
Повний текст джерелаGu, Jiatao, and Xu Tan. "Non-Autoregressive Sequence Generation." In Proceedings of the 60th Annual Meeting of the Association for Computational Linguistics: Tutorial Abstracts. Stroudsburg, PA, USA: Association for Computational Linguistics, 2022. http://dx.doi.org/10.18653/v1/2022.acl-tutorials.4.
Повний текст джерелаBin, Yi, Wenhao Shi, Jipeng Zhang, Yujuan Ding, Yang Yang, and Heng Tao Shen. "Non-Autoregressive Cross-Modal Coherence Modelling." In MM '22: The 30th ACM International Conference on Multimedia. New York, NY, USA: ACM, 2022. http://dx.doi.org/10.1145/3503161.3548184.
Повний текст джерелаMa, Yun, and Qing Li. "Exploring Non-Autoregressive Text Style Transfer." In Proceedings of the 2021 Conference on Empirical Methods in Natural Language Processing. Stroudsburg, PA, USA: Association for Computational Linguistics, 2021. http://dx.doi.org/10.18653/v1/2021.emnlp-main.730.
Повний текст джерелаHayashi, Tomoki, Wen-Chin Huang, Kazuhiro Kobayashi, and Tomoki Toda. "Non-Autoregressive Sequence-To-Sequence Voice Conversion." In ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2021. http://dx.doi.org/10.1109/icassp39728.2021.9413973.
Повний текст джерелаElias, Isaac, Heiga Zen, Jonathan Shen, Yu Zhang, Ye Jia, Ron J. Weiss, and Yonghui Wu. "Parallel Tacotron: Non-Autoregressive and Controllable TTS." In ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2021. http://dx.doi.org/10.1109/icassp39728.2021.9414718.
Повний текст джерелаDuprela Tour, Tom, Yves Grenier, and Alexandre Gramfort. "Driver Estimation in Non-Linear Autoregressive Models." In ICASSP 2018 - 2018 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP). IEEE, 2018. http://dx.doi.org/10.1109/icassp.2018.8462268.
Повний текст джерелаWeiran, Wang, Ke Hu, and Tara Sainath. "Streaming Align-Refine for Non-autoregressive Deliberation." In Interspeech 2022. ISCA: ISCA, 2022. http://dx.doi.org/10.21437/interspeech.2022-10715.
Повний текст джерелаSaharia, Chitwan, William Chan, Saurabh Saxena, and Mohammad Norouzi. "Non-Autoregressive Machine Translation with Latent Alignments." In Proceedings of the 2020 Conference on Empirical Methods in Natural Language Processing (EMNLP). Stroudsburg, PA, USA: Association for Computational Linguistics, 2020. http://dx.doi.org/10.18653/v1/2020.emnlp-main.83.
Повний текст джерелаLi, Baizhen, Yibin Zhan, Zhihua Wei, Shi Huang, and Lijun Sun. "Improved non-autoregressive dialog state tracking model." In CCRIS'21: 2021 2nd International Conference on Control, Robotics and Intelligent System. New York, NY, USA: ACM, 2021. http://dx.doi.org/10.1145/3483845.3483880.
Повний текст джерелаЗвіти організацій з теми "Non-Autoregressive"
Kay, Steven M., and Debasis Sengupta. Simple and Efficient Estimation of Parameters of Non-Gaussian Autoregressive Processes. Fort Belvoir, VA: Defense Technical Information Center, August 1986. http://dx.doi.org/10.21236/ada175395.
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