Results 91 to 100 of about 27,120 (203)
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
Abstract Food banks play a key role in reducing food insecurity, yet their operations are often constrained by manual and non‐optimised allocation procedures. This study introduces a methodological advance through an extended goal programming model with poverty incorporation (EGP‐PI).
Rhyan C. Rampazo +4 more
wiley +1 more source
Counting on Chebyshev Polynomials [PDF]
Chebyshev polynomials have several elegant combinatorial interpretations. Specificially, the Chebyshev polynomials of the first kind are defined by T0(x) = 1, T1(x) = x, and Tn(x) = 2x Tn-1(x) - Tn-2(x). Chebyshev polynomials of the second kind Un(x) are
Benjamin, Arthur T. +1 more
core +1 more source
Sequential Outlier Detection in Nonstationary Time Series
ABSTRACT A novel method for sequential outlier detection in nonstationary time series is proposed. The method tests the null hypothesis of “no outlier” at each time point, addressing the multiple testing problem by bounding the error probability of successive tests, using extreme‐value theory. The asymptotic properties of the test statistic are studied
Florian Heinrichs +2 more
wiley +1 more source
Simulasi Perancangan Filter Analog dengan Respon Chebyshev
ABSTRAK Dalam suatu sistem komunikasi penggunaan rangkaian filter sangat penting. Salah satu cara untuk memudahkan dalam perancangan sebuah filter dilakukanlah teknik simulasi.
RUSTAMAJI RUSTAMAJI +2 more
doaj +1 more source
On the Exact Limiting Distribution of a Volatility Target Index
ABSTRACT Assuming a lognormal distribution for the underlying risky asset, we study the limiting distribution of a volatility target index as the rebalancing time step approaches zero. Two limit theorems (a strong law of large numbers and a central limit theorem) are established, and as an application, the exact limiting distribution is derived.
Xuan Liu, Michel Gauthier
wiley +1 more source
Data‐Driven Spectral Prediction for Accelerating Large‐Scale Electronic Structure Calculations
ABSTRACT Simulating large molecular systems comprising thousands of atoms requires highly scalable methodologies. While modern Density Functional Theory (DFT) codes exhibit linear scaling, solving the associated large, sparse generalized eigenproblems remains a critical computational bottleneck on exascale architectures.
Abhiram Badrinarayanan +6 more
wiley +1 more source
Application of Chebyshev collocation method for solving two classes of non-classical parabolic PDEs
This article contributes a numerical scheme for finding approximate solutions of one-dimensional parabolic partial differential equations (PDEs) under non-classical boundary conditions. This scheme is based on the direct Chebyshev collocation method that
Emran Tohidi
doaj +1 more source
A numerical method for the expected penalty–reward function in a Markov-modulated jump–diffusion process. [PDF]
A generalization of the Cramér–Lundberg risk model perturbed by a diffusion is proposed. Aggregate claims of an insurer follow a compound Poisson process and premiums are collected at a constant rate with additional random fluctuation.
Usábel, Miguel A., Diko, Peter
core
ABSTRACT Purpose To improve the accuracy of diffusion‐weighted powder average signals for diffusion encoding with arbitrary b‐tensors. Methods We identify an intrinsic dihedral (D2) symmetry of diffusion signals for arbitrary diffusion encoding, which defines their natural signal space (a quotient of 3D rotations). Based on this, we propose a method to
Sune Nørhøj Jespersen +1 more
wiley +1 more source

