Results 31 to 40 of about 39,760 (245)
Deep Switching Auto-Regressive Factorization: Application to Time Series Forecasting
We introduce deep switching auto-regressive factorization (DSARF), a deep generative model for spatio-temporal data with the capability to unravel recurring patterns in the data and perform robust short- and long-term predictions. Similar to other factor
Ostadabbas, Sarah +2 more
core +1 more source
Bank Lending (Credit) Channel of Monetary Transmission Mechanism
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
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
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
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
Identifikasi Pemodelan Matematis Robot Wall Following
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
Persistence versus stability for auto-regressive processes
34 ...
Dembo, Amir, Ding, Jian, Yan, Jun
openaire +2 more sources
Prediction of weakly locally stationary processes by auto-regression
In this contribution we introduce weakly locally stationary time series through the local approximation of the non-stationary covariance structure by a stationary one. This allows us to define autoregression coefficients in a non-stationary context, which, in the particular case of a locally stationary Time Varying Autoregressive (TVAR ...
François Roueff, André Sánchez-Pérez
openaire +1 more source
Classification and retrieval of traffic video using auto-regressive stochastic processes [PDF]
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
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In this paper, we present the results of a study of the variability of the prototype polar AM Her using one of the complementary mathematical methods.
I. L Andronov +9 more
doaj +1 more source

