Results 21 to 30 of about 30,909 (252)

Bayesian Cramér-Rao Lower Bounds for Prediction and Smoothing of Nonlinear TASD Systems

Sensors, 2022
The performance evaluation of state estimators for nonlinear regular systems, in which the current measurement only depends on the current state directly, has been widely studied using the Bayesian Cramér-Rao lower bound (BCRLB).
Xianqing Li, Zhansheng Duan, Qi Tang, Mahendra Mallick   +3 more
doaj   +1 more source

Order matters: Autocorrelation of temperature dictates extinction risk in populations with nonlinear thermal performance. [PDF]

Ecology
Abstract Forecasting the risks caused by climate change often relies upon combining species' thermal performance curves with expected statistical distributions of experienced temperatures, without considering the order in which those temperatures occur.
Robey AJ, Vasseur DA.
europepmc   +2 more sources

Long memory in German energy price indices [PDF]

, 2012
This study examines the long-memory properties of German energy price indices (specifically, import and export prices, as well as producer and consumer prices) for hard coal, lignite, mineral oil and natural gas adopting a fractional integration ...
Barros, CP, Caporale, GM, Gil-Alana, LA
core   +2 more sources

Procedimentos inferenciais em índices de capacidade para dados autocorrelacionados via bootstrap Inferential procedures for capability indices in autocorrelated data by bootstrap

Production, 2003
Este artigo apresenta procedimentos inferenciais para construir intervalos de confiança em índices de capacidade Cp e Cpk através de técnicas de reamostragem (bootstrap) quando os dados provenientes de processos normais são autocorrelacionados.This paper
Alberto W. Ramos, Linda Lee Ho
doaj   +1 more source

Multivariate control charts based on Bayesian state space models

, 2006
This paper develops a new multivariate control charting method for vector autocorrelated and serially correlated processes. The main idea is to propose a Bayesian multivariate local level model, which is a generalization of the Shewhart-Deming model for ...
Ameen, Ameen, Bersimis, Borror, Box, Brown, Chatfield, Cheng, Costa, de Magalhães, del Castillo, Deming, Durbin, Dyer, Goodwin, Gupta, Harris, Jiang, Kalgonda, Kourti, Liu, Lowry, Maravelakis, Mason, Montgomery, Montgomery, Noorossana, Pan, Pan, Salvador, Schmid, Schmid, Shiau, Sullivan, Surtihadi, Tagaras, Tagaras, Tracy, Triantafyllopoulos, Triantafyllopoulos, Triantafyllopoulos, Triantafyllopoulos, VanBrackle, Vargas, Vasilopoulos, Watkins, West, Ye, Yeh, Yeh   +49 more
core   +1 more source

A Novel EMD-1DCNN Framework for Recognizing Concurrent Control Chart Patterns in Autocorrelated Processes

Mathematics
Control chart pattern recognition was initially focused on single patterns with the assumption of normal, independent, and identical distribution.
Cang Wu, Huijuan Hou, Chunli Lei, Mingliang Wang, Yongjun Du, Wenpo Huang   +5 more
doaj   +1 more source

Interest rate dynamics in Kenya : commercial banks' rates and the 91 day treasury bill rate [PDF]

, 2011
This paper analyses the implicit dynamics underlying the interest rate structure in Kenya. For this purpose we use data on four commercial banks’ interest rates (Deposits, Savings, Lending and Overdraft) together with the 91-Day Treasury Bill rate, for ...
Caporale, Guglielmo Maria, Gil-Alana, Luis A.   +1 more
core   +1 more source

Cost comparisons of modified X̅ chart for autocorrelated observations

International Journal of Metrology and Quality Engineering, 2016
This paper presents the economic design of modified X̅ chart for autocorrelated data and comparison with the economic design of Shewhart’s X̅ chart.
Prajapati D. R.
doaj   +1 more source

Robust Recursive Estimation for Uncertain Systems With Delayed Measurements and Noises

IEEE Access, 2020
In this article, the problem of robust recursive estimation is studied for a class of uncertain systems with delayed measurements and delayed noises. The system model is subject to stochastic uncertainties which can be described by multiplicative noises.
Jianxin Feng, Rongni Yang, Haiying Liu, Biao Xu   +3 more
doaj   +1 more source

Recursive joint Cramér‐Rao lower bound for parametric systems with two‐adjacent‐states dependent measurements

IET Signal Processing, 2021
Joint Cramér‐Rao lower bound (JCRLB) is very useful for the performance evaluation of joint state and parameter estimation (JSPE) of non‐linear systems, in which the current measurement only depends on the current state.
Xianqing Li, Zhansheng Duan, Uwe D. Hanebeck   +2 more
doaj   +1 more source