Results 41 to 50 of about 3,221,773 (299)

Time Series Source Separation Using Dynamic Mode Decomposition [PDF]

open access: yesSIAM Journal on Applied Dynamical Systems, 2020
The dynamic mode decomposition (DMD) extracted dynamic modes are the non-orthogonal eigenvectors of the matrix that best approximates the one-step temporal evolution of the multivariate samples. In the context of dynamic system analysis, the extracted dynamic modes are a generalization of global stability modes. We apply DMD to a data matrix whose rows
Prasadan, Arvind, Nadakuditi, Raj Rao
openaire   +3 more sources

Structural insights into an engineered feruloyl esterase with improved MHET degrading properties

open access: yesFEBS Letters, EarlyView.
A feruloyl esterase was engineered to mimic key features of MHETase, enhancing the degradation of PET oligomers. Structural and computational analysis reveal how a point mutation stabilizes the active site and reshapes the binding cleft, expading substrate scope.
Panagiota Karampa   +5 more
wiley   +1 more source

Modeling Multivalued Dynamic Series of Financial Indexes on the Basis of Minimax Approximation

open access: yesEnergies, 2022
In this article, the problem of modeling a time series using the Minimax method is considered. The expediency of using Minimax to identify points of change in trends and the range of changes in the graphical figures of technical analysis is justified ...
Zahid Mamedov   +4 more
doaj   +1 more source

A methionine‐lined active site governs carbocation stabilization and product specificity in a bacterial terpene synthase

open access: yesFEBS Letters, EarlyView.
This study reveals a unique active site enriched in methionine residues and demonstrates that these residues play a critical role by stabilizing carbocation intermediates through novel sulfur–cation interactions. Structure‐guided mutagenesis further revealed variants with significantly altered product profiles, enhancing pseudopterosin formation. These
Marion Ringel   +13 more
wiley   +1 more source

A Dynamic Fuzzy Cluster Algorithm for Time Series

open access: yesAbstract and Applied Analysis, 2013
This paper presents an efficient algorithm, called dynamic fuzzy cluster (DFC), for dynamically clustering time series by introducing the definition of key point and improving FCM algorithm.
Min Ji, Fuding Xie, Yu Ping
doaj   +1 more source

Multivariate Bayesian Predictive Synthesis in Macroeconomic Forecasting [PDF]

open access: yes, 2018
We develop the methodology and a detailed case study in use of a class of Bayesian predictive synthesis (BPS) models for multivariate time series forecasting. This extends the recently introduced foundational framework of BPS to the multivariate setting,
Aastveit, Knut Are   +3 more
core   +1 more source

Sub-Wavelength Plasmonic Crystals: Dispersion Relations and Effective Properties [PDF]

open access: yes, 2009
We obtain a convergent power series expansion for the first branch of the dispersion relation for subwavelength plasmonic crystals consisting of plasmonic rods with frequency-dependent dielectric permittivity embedded in a host medium with unit ...
Fortes, Santiago   +2 more
core   +4 more sources

Modeling Marketing Dynamics by Time Series Econometrics [PDF]

open access: yesMarketing Letters, 2004
This paper argues that time-series econometrics provides valuable tools and opens exciting research opportunities to marketing researchers. It allows marketing researchers to advance traditional modeling and estimation approaches by incorporating dynamic processes to answer new important research questions.
Pauwels, Koen   +6 more
openaire   +4 more sources

Dual targeting of RET and SRC synergizes in RET fusion‐positive cancer cells

open access: yesMolecular Oncology, EarlyView.
Despite the strong activity of selective RET tyrosine kinase inhibitors (TKIs), resistance of RET fusion‐positive (RET+) lung cancer and thyroid cancer frequently occurs and is mainly driven by RET‐independent bypass mechanisms. Son et al. show that SRC TKIs significantly inhibit PAK and AKT survival signaling and enhance the efficacy of RET TKIs in ...
Juhyeon Son   +13 more
wiley   +1 more source

Dynamic dependence networks: Financial time series forecasting and portfolio decisions (with discussion)

open access: yes, 2016
We discuss Bayesian forecasting of increasingly high-dimensional time series, a key area of application of stochastic dynamic models in the financial industry and allied areas of business.
West, Mike, Xie, Meng, Zhao, Zoey Yi
core   +1 more source

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