Results 271 to 280 of about 757,673 (309)

Dynamical Realizations of Finite Volterra Series

SIAM Journal on Control and Optimization, 1980
In this paper, realizations of finite Volterra series are viewed as nonlinear analytic input–output systems, with state space described by an analytic manifold. For a minimal realization guaranteed by H. J. Sussmann, the state space, which is unique up to diffeomorphism, is shown to have the homogeneous space structure of a nilmanifold, the quotient of
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Time Series Analysis of the Dynamics of News Websites

2012 13th International Conference on Parallel and Distributed Computing, Applications and Technologies, 2012
The content of news websites changes frequently and rapidly and its relevance tends to decay with time. To be of any value to the users, tools, such as, search engines, have to cope with the dynamics of websites and detect changes in a timely manner. In this paper we apply time series analysis to study the properties and the temporal patterns of the ...
Mariacarla Calzarossa, Daniele Tessera
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Fluctuation Dynamics in Electroencephalogram Time Series

2005
We investigated the characterization of the complexity of electroencephalogram (EEG) fluctuations by monofractals and multifractals. We used EEG time series taken from normal, healthy subjects with their eyes open and their eyes closed, and from patients during epileptic seizures.
In-Ho Song, Doo-Soo Lee
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Dynamic Symbolization of Streaming Time Series

2004
Symbolization of time series is an important preprocessing subroutine for many data mining tasks. However, it is usually difficult, if not impossible, to apply the traditional static symbolization approach on streaming time series, because of either the low efficiency of re-computing the typical sub-series, or the low capability of representing the up ...
Xiaoming Jin, Jianmin Wang 0001, Jia-Guang Sun 0001   +2 more
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Optimization of CSTRs in series by dynamic programming

Biotechnology and Bioengineering, 1986
AbstractThis article concerns the development of a simple yet effective procedure for optimizing the design of a reactor system employing CSTRs in series. The basic approach used in this work was to translate the problem of reactor design to a mathematical programming model. The resulting model was then solved by dynamic programming.
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Dynamical SVM for Time Series Classification

2012
We present a method for classifying multidimensional time series using concepts from nonlinear dynamical systems theory. Our contribution is an extension of support vector machines (SVM) that controls a nonlinear dynamical system. We use a chain of coupled Rossler oscillators with diffusive coupling to model highly nonlinear and chaotic time series ...
Ramón Huerta, Shankar Vembu, Mehmet K. Muezzinoglu, Alexander Vergara   +3 more
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Minimum cost dynamic flows: The series-parallel case

Networks, 1995
AbstractA dynamic network consists of a directed graph with capacities, costs, and integral transit times on the arcs. In the minimum‐cost dynamic flow problem (MCDFP), the goal is to compute, for a given dynamic network with source s, sink t, and two integers v and T, a feasible dynamic flow from s to t of value v, obeying the time bound T, and having
Klinz, Bettina, Woeginger, Gerhard
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Random dynamical models from time series

Physical Review E, 2012
In this work we formulate a consistent Bayesian approach to modeling stochastic (random) dynamical systems by time series and implement it by means of artificial neural networks. The feasibility of this approach for both creating models adequately reproducing the observed stationary regime of system evolution, and predicting changes in qualitative ...
Y I, Molkov, E M, Loskutov, D N, Mukhin, A M, Feigin   +3 more
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Time Series and Dynamic Models

2004
Abstract This chapter treats the modelling of variables that are observed sequentially over time. The main focus is on univariate time series models for a single economic variable, but we also discuss regression models with lags and multivariate time series models.
Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K van Dijk   +4 more
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Time Series and Dynamic Models

1996
In this book Christian Gourieroux and Alain Monfort provide an up-to-date and comprehensive analysis of modern time series econometrics. They have succeeded in synthesising in an organised and integrated way a broad and diverse literature. While the book does not assume a deep knowledge of economics, one of its most attractive features is the close ...
Christian Gourieroux, Alain Monfort
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