Results 121 to 130 of about 24,811,169 (263)
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
The paper deals with the development of an algorithm for computation of excess and asymmetry coefficients for chromatographic peak, given by Gram-Charlier series. Investigation of possibility using direct transformation of coefficients of signal decoding
Rauhat T. Sayfullin, Andrey V. Bochkarev
doaj
Multidimensional Chebyshev Systems - just a definition
We provide a definition of Multidimensional Chebyshev Systems of order N which is satisfied by the solutions of a wide class of elliptic equations of order 2N. This definition generalizes a very large class of Extended Complete Chebyshev systems in the one-dimensional case.
openaire +2 more sources
Confidence Intervals for Price Discovery
ABSTRACT This paper discusses asymptotic and bootstrap confidence intervals for multivariate permanent‐transitory decompositions of cointegrated vector autoregressive I(1) systems, with a focus on price discovery. Alternative estimators of the permanent components are compared in terms of efficiency also under separable linear restrictions on the ...
Heino Bohn Nielsen +2 more
wiley +1 more source
Abstract This paper presents a two‐stage model for planning a renewable energy portfolio by balancing economic, social and environmental sustainability goals. The first stage addresses a multi‐objective problem where conflictive impacts generated by the energy portfolios should be optimised according to the corresponding economic, social or ...
Amelia Bilbao‐Terol +2 more
wiley +1 more source
In this work, the ψ-Caputo fractional derivative, as a generalization of the classical Caputo fractional derivative in which the fractional derivative of a sufficiently differentiable function is defined with respect to another strictly increasing ...
M.H. Heydari, M. Razzaghi
doaj +1 more source
On one consequence of the Chebyshev alternance [PDF]
The classical problem of the best approximation of a continuous function by a polynomial over a Chebyshev system of functions is considered. It is known that the solution of the problem is characterized by alternance.
Dudov, Sergei Ivanovitch +1 more
doaj +1 more source
Zeros of Chebyshev polynomials in Markov systems
Let \(M:=\{g_ 1=1,g_ 2,...,g_ n,...\}\) be an infinite Markov system of continuous functions on [a,b]. The paper studies the relation between the densedness of span M in C[a,b] and the densedness of the set of zeros of the suitably defined generalized Chebyshev polynomials associated with this system. Under the mild assumption that \(g_ i\in C^ 1(a,b)i=
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Fourier Mass Lower Bounds for Batchelor‐Regime Passive Scalars
ABSTRACT Batchelor predicted that a passive scalar ψν$\psi ^\nu$ with diffusivity ν$\nu$, advected by a smooth fluid velocity, should typically have Fourier mass distributed as |ψ̂ν|2(k)≈|k|−d$|\widehat{\psi }^\nu |^2(k) \approx |k|^{-d}$ for |k|≪ν−1/2$|k| \ll \nu ^{-1/2}$.
William Cooperman, Keefer Rowan
wiley +1 more source
Personalized Differential Privacy for Ridge Regression Under Output Perturbation
ABSTRACT The increased application of machine learning (ML) in sensitive domains requires protecting the training data through privacy frameworks, such as differential privacy (DP). Traditional DP enforces a uniform privacy level ε$$ \varepsilon $$, which bounds the maximum privacy loss that each data point in the dataset is allowed to incur.
Krishna Acharya +3 more
wiley +1 more source

