Results 91 to 100 of about 75,093 (310)
Sensors, 2015 To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed.
Lei Huang
doaj +1 more source
Armas de destrucción masiva : las armas biológicas
, 2020 Fil: Centro de Prospectiva militar Grl ...
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Automated Bandwidth Selection for Inference in Linear Models With Time‐Varying Coefficients
Journal of Time Series Analysis, EarlyView.ABSTRACT The problem of selecting the smoothing parameter, or bandwidth, for kernel‐based estimators of time‐varying coefficients in linear models with possibly endogenous explanatory variables is considered. We examine automated bandwidth selection by means of cross‐validation, a nonparametric variant of Akaike's information criterion, and bootstrap ...
Charisios Grivas, Zacharias Psaradakis
wiley +1 more source
Online Detection of Forecast Model Inadequacies Using Forecast Errors
Journal of Time Series Analysis, EarlyView.ABSTRACT In many organizations, accurate forecasts are essential for making informed decisions in a variety of applications, from inventory management to staffing optimization. Whatever forecasting model is used, changes in the underlying process can lead to inaccurate forecasts, which will be damaging to decision‐making.
Thomas Grundy +2 more
wiley +1 more source
Armas de destrucción masiva : las armas químicas
, 2020 Artículo publicado en la revista TEC1000 en el bienio 2019 ...
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A Conditional Tail Expectation Type Risk Measure for Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur +2 more
wiley +1 more source
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
, 2010 Published as part of Grazia, Jocélia & Campos, Luiz A., 2010, Neotropical Pentatomidae (Insecta: Hemiptera: Heteroptera) of the collection of Massimiliano Spinola preserved in the " Museo Regionale de Scienze Naturali " ̡ Turin ̡ Italy, pp. 413-424 in Zoologia 27 (3) on page 415, DOI: 10.1590/S1984-46702010000300014, http://zenodo.org/record ...
Grazia, Jocélia, Campos, Luiz A.
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