top

  Info

  • Utilizzare la checkbox di selezione a fianco di ciascun documento per attivare le funzionalità di stampa, invio email, download nei formati disponibili del (i) record.

  Info

  • Utilizzare questo link per rimuovere la selezione effettuata.
Flood Forecasting Using Machine Learning Methods
Flood Forecasting Using Machine Learning Methods
Autore Chang Fi-John
Pubbl/distr/stampa MDPI - Multidisciplinary Digital Publishing Institute, 2019
Descrizione fisica 1 online resource (376 p.)
Soggetto topico History of engineering and technology
Soggetto non controllato adaptive neuro-fuzzy inference system (ANFIS)
ANFIS
ANN
ANN-based models
artificial intelligence
artificial neural network
artificial neural networks
backtracking search optimization algorithm (BSA)
bat algorithm
bees algorithm
big data
classification and regression trees (CART)
convolutional neural networks
cultural algorithm
data assimilation
data forward prediction
data scarce basins
data science
database
decision tree
deep learning
disasters
Dongting Lake
early flood warning systems
empirical wavelet transform
ensemble empirical mode decomposition (EEMD)
ensemble machine learning
ensemble technique
extreme event management
extreme learning machine (ELM)
flash-flood
flood events
flood forecast
flood forecasting
flood inundation map
flood prediction
flood routing
flood susceptibility modeling
forecasting
Google Maps
Haraz watershed
high-resolution remote-sensing images
hybrid &
hybrid neural network
hydrograph predictions
hydroinformatics
hydrologic model
hydrologic models
hydrometeorology
improved bat algorithm
invasive weed optimization
Karahan flood
lag analysis
Lower Yellow River
LSTM
LSTM network
machine learning
machine learning methods
method of tracking energy differences (MTED)
micro-model
monthly streamflow forecasting
Muskingum model
natural hazards &
nonlinear Muskingum model
optimization
parameters
particle filter algorithm
particle swarm optimization
phase space reconstruction
postprocessing
precipitation-runoff
rainfall-runoff
random forest
rating curve method
real-time
recurrent nonlinear autoregressive with exogenous inputs (RNARX)
runoff series
self-organizing map
self-organizing map (SOM)
sensitivity
soft computing
St. Venant equations
stopping criteria
streamflow predictions
superpixel
support vector machine
survey
the Three Gorges Dam
the upper Yangtze River
time series prediction
uncertainty
urban water bodies
water level forecast
Wilson flood
wolf pack algorithm
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910346688303321
Chang Fi-John  
MDPI - Multidisciplinary Digital Publishing Institute, 2019
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui
Quantitative Methods for Economics and Finance
Quantitative Methods for Economics and Finance
Autore Trinidad-Segovia J.E
Pubbl/distr/stampa Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Descrizione fisica 1 online resource (418 p.)
Soggetto topico Coins, banknotes, medals, seals (numismatics)
Soggetto non controllato academic cheating
asset pricing
autoregressive integrated moving average (ARIMA)
bilateral investment treaties
biotechnological firms
bitcoin
Bitcoin
cash flow management
centered model
Chinese listed companies
co-movement
cointegration
commodity prices
computational finance
copula
copulas
corporate prudential risk
correlation risk premium
cryptocurrency
DCC
DEA
decision-making process
decreasing impatience
deep learning
deep recurrent convolutional neural networks
delay
derivation
detection
discount
dispersion trading
dynamically simulated autoregressive distributed lag (DYS-ARDL)
econometrics
EGARCH
eigenvalues
elasticity
energy consumption
ensemble empirical mode decomposition (EEMD)
essential multicollinearity
Ethereum
EVT
FD4 approach
financial distress
financial distress prediction
financial markets
forecasting
foreign direct investment
futures prices
GARCH
generalized Pareto distribution
genetic algorithm (GA)
gold
historical simulation approach
hurst exponent
Hurst exponent
induced risk aversion
informality
intercept
intertemporal choice
liquidity constraints
liquidity risk
local optima vs. local minima
long memory
macroeconomic propagation
Markov Chain Monte Carlo simulation
mean square error
multicollinearity
multiperiod financial management
multiple periods
non-linear macroeconomic modelling
non-parametric efficiency
noncentered model
nonessential multicollinearity
number of factors
option arbitrage
P 500
P500
pairs trading
peaks-over-threshold
pharmaceutical industry
policy uncertainty
precautionary savings
probability
probability of volatility cluster
productivity
profitability
raise regression
regional trade agreements
Ripple
risk
S&
scale economies
SRA approach
stock prices
structural gravity model
student t-copula
support vector regression (SVR)
tax evasion
the financial accelerator
threshold regression
Tobin's q
unconstrained distributed lag model
United States
VaR
variance inflation factor
volatility cluster
volatility series
volatility trading
Formato Materiale a stampa
Livello bibliografico Monografia
Lingua di pubblicazione eng
Record Nr. UNINA-9910557564003321
Trinidad-Segovia J.E  
Basel, Switzerland, : MDPI - Multidisciplinary Digital Publishing Institute, 2021
Materiale a stampa
Lo trovi qui: Univ. Federico II
Opac: Controlla la disponibilità qui