Results 241 to 250 of about 155,998 (312)

A note on Johansen's rank conditions and the Jordan form of a matrix

open access: yesJournal of Time Series Analysis, EarlyView.
This note presents insights on the Jordan structure of a matrix which are derived from an extension of the I(1) and I(2) conditions in Johansen (1996). It is first observed that these conditions not only characterize, as it is well known, the size (1 or 2) of the largest Jordan block in the Jordan form of the companion matrix but more generally the ...
Massimo Franchi
wiley   +1 more source

Polar Coordinates for the 3/2 Stochastic Volatility Model

open access: yesMathematical Finance, EarlyView.
ABSTRACT The 3/2 stochastic volatility model is a continuous positive process s with a correlated infinitesimal variance process ν$\nu $. The exact definition is provided in the Introduction immediately below. By inspecting the geometry associated with this model, we discover an explicit smooth map ψ$ \psi $ from (R+)2$({\mathbb{R}}^+)^2 $ to the ...
Paul Nekoranik
wiley   +1 more source

Diagnosis of high‐speed railway ballastless track arching based on unsupervised learning framework

open access: yesComputer-Aided Civil and Infrastructure Engineering, EarlyView.
Abstract Vehicle‐mounted detection methods have been widely applied in the maintenance of high‐speed railways (HSRs), providing feasibility for diagnosing ballastless track arching. However, applying detection data faces several key limitations: (1) The threshold mostly requires manual setting, making recognition accuracy highly subjective; (2) the ...
Xueyang Tang   +4 more
wiley   +1 more source

Aeroelastic force prediction via temporal fusion transformers

open access: yesComputer-Aided Civil and Infrastructure Engineering, EarlyView.
Abstract Aero‐structural shape design and optimization of bridge decks rely on accurately estimating their self‐excited aeroelastic forces within the design domain. The inherent nonlinear features of bluff body aerodynamics and the high cost of wind tunnel tests and computational fluid dynamics (CFD) simulations make their emulation as a function of ...
Miguel Cid Montoya   +4 more
wiley   +1 more source

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