Results 31 to 40 of about 56,790 (283)

The measurement and modelling of commercial real estate performance [PDF]

open access: yes, 2004
In this paper we discuss methods of developing real estate indices, the availability of real estate data, the problems of using published real estate data and how real estate data can be used for stochastic investment modelling for actuarial purposes. In
Booth, P., Marcato, G.
core   +1 more source

Bank Lending (Credit) Channel of Monetary Transmission Mechanism

open access: yesJournal of Business and Social Review in Emerging Economies, 2018
The significance of channel of bank lending for the process of transmission of monetary policy is examined employing the model of ARDL (Auto-regressive-distributed lag).
Quratulain Ezam
doaj   +1 more source

Isolated effective coherence (iCoh): causal information flow excluding indirect paths [PDF]

open access: yes, 2014
A problem of great interest in real world systems, where multiple time series measurements are available, is the estimation of the intra-system causal relations.
Biscay, RJ   +7 more
core   +1 more source

Compound digital filter

open access: yesRevista Facultad de Ingeniería Universidad de Antioquia, 2014
This paper describes the identification by the compound digital filter with two estimators involved in the Kalman filter, the first corresponds to stochastic gradient describing the transition function and the second obtains the innovation process gain ...
José de Jesús Medel Juárez   +2 more
doaj   +1 more source

Material Procurement Recommendation System for Property Developer Companies using ARIMA and AHP Methods

open access: yesSistemasi: Jurnal Sistem Informasi, 2023
This research aims to help companies to be able to estimate the procurement of materials in property development, control material stocks in warehouses, and determine which suppliers can support to meet these needs with predetermined criteria, namely the
Hasyim Asy'ari   +2 more
doaj   +1 more source

A physics-based approach to flow control using system identification [PDF]

open access: yes, 2012
Control of amplifier flows poses a great challenge, since the influence of environmental noise sources and measurement contamination is a crucial component in the design of models and the subsequent performance of the controller.
Hervé, Aurelien   +3 more
core   +3 more sources

Prognosis of Bearing Degradation Using Gradient Variable Forgetting Factor RLS Combined With Time Series Model

open access: yesIEEE Access, 2018
Rolling element bearing is a critical component in many mechanical systems in view of its critical functionality. One of the major issues industries face today is the failure of bearings, which results in catastrophic consequences.
Yanfei Lu   +3 more
doaj   +1 more source

Classification and retrieval of traffic video using auto-regressive stochastic processes [PDF]

open access: yesIEEE Proceedings. Intelligent Vehicles Symposium, 2005., 2005
We propose to model the traffic flow in a video using a holistic generative model that does not require segmentation or tracking. In particular, we adopt the dynamic texture model, an auto-regressive stochastic process, which encodes the appearance and the underlying motion separately into two probability distributions.
A.B. Chan, N. Vasconcelos
openaire   +1 more source

Identifikasi Pemodelan Matematis Robot Wall Following

open access: yesJurnal Nasional Teknik Elektro dan Teknologi Informasi, 2018
This paper describes the process to obtain a mathematical model of a wall following robot. A mathematical modeling is carried out as an effort in determining Proportional, Integral, and Derivative (PID) controller parameters using analytic tuning.
Fahmizal Fahmizal   +2 more
doaj   +1 more source

Is Uniqueness Lost for Under-Sampled Continuous-Time Auto-Regressive Processes? [PDF]

open access: yesIEEE Signal Processing Letters, 2012
We consider the problem of sampling continuous-time auto-regressive processes on a uniform grid. We investigate whether a given sampled process originates from a single continuous-time model, and address this uniqueness problem by introducing an alternative description of poles in the complex plane. We then utilize Kronecker's approximation theorem and
J.P. Ward, H. Kirshner, M. Unser
openaire   +1 more source

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