Results 151 to 160 of about 371,806 (272)

マルチコアCPUクラスタ計算環境の構築 : Gaussian 03計算について

open access: yesマルチコアCPUクラスタ計算環境の構築 : Gaussian 03計算について
In order to obtain the well-turned quantum calculation environment for a chemical researcher, we developed the construction procedure of Linux cluster system for Gaussian 03 with Linda Parallel without bothersome labor. In this system, all the jobs for calculations are managed and continuously executed by a shell or perl script and an input file, which
openaire  

Hemidesmosomal Proteins in Oral Cancer Progression: An Immunohistochemical Study of Human and Mouse

open access: yesJournal of Oral Pathology &Medicine, EarlyView.
ABSTRACT Background Hemidesmosomal subunits have gained attention for their potential role in the progression of oral squamous cell carcinoma (OSCC). However, formal analysis of quantitative expression patterns correlating with OSCC disease pathogenesis remains limited.
Nikhil Mongia   +10 more
wiley   +1 more source

Testing for Unspecified Periodicities in Binary Time Series

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Given random variables Y1,…,Yn$$ {Y}_1,\dots, {Y}_n $$ with Yi∈{0,1}$$ {Y}_i\in \left\{0,1\right\} $$ we test the hypothesis whether the underlying success probabilities pi$$ {p}_i $$ are constant or whether they are periodic with an unspecified period length of r≥2$$ r\ge 2 $$.
Finn Schmidtke, Mathias Vetter
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT This paper introduces a novel framework for designing robust filters associated with signal plus noise models having symmetric observation density. The filters are obtained by a recursion where the innovation term is a transform of the cumulative distribution function of the residuals.
Leopoldo Catania   +2 more
wiley   +1 more source

Multiple Chains Markov Switching Vector Autoregression

open access: yesJournal of Time Series Analysis, EarlyView.
ABSTRACT Both the U.S. stock and bond returns exhibit distinct Markovian regimes. However, because these regimes display limited coherence, conventional models typically require highly parameterized systems to adequately capture their joint distribution.
Leopoldo Catania
wiley   +1 more source

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