Results 221 to 230 of about 2,044,246 (250)

Probabilistic Residual Modeling for Sensor-Based Process-Quality Fault Detection in Industrial Systems. [PDF]

Sensors (Basel)
Zhang L, Bao X.
europepmc   +1 more source

Proximity-labeling proteomics reveals remodeled interactomes and altered localization of pathogenic SHP2 variants. [PDF]

EMBO Rep
van Vlimmeren AE, Tang LC, Jiang Z, Iyer A, Voleti R, Krismer K, Gaublomme JT, Jovanovic M, Shah NH.   +8 more
europepmc   +1 more source

Addressing field data scarcity in algal bloom surveillance: integrating fuzzy inference and orbital remote sensing in Brazilian reservoirs. [PDF]

Environ Sci Pollut Res Int
Carvalho EP, de Souza Sampaio NA, Tavares HP, von Mühlen C.   +3 more
europepmc   +1 more source

Functional quantile principal component analysis. [PDF]

Biostatistics
Méndez-Civieta Á, Wei Y, Diaz KM, Goldsmith J.   +3 more
europepmc   +1 more source

BB-EIT: A Generalized Prediction Model for Protein Adsorption on Polymer Brushes Using Augmented Chemical Embeddings. [PDF]

ACS Appl Mater Interfaces
Su S, Tanaka N, Ushiku Y, Takahashi K.
europepmc   +1 more source

Fault Detection and Classification in Analogue Integrated Circuits using Robust Heteroscedastic Probabilistic Neural Networks

, 1998
Chalk, C.D., Zwolinski, M., Yang, Z. R.
core  

DOA Estimation in heteroscedastic noise

Signal Processing, 2019
The paper considers direction of arrival (DOA) estimation from long-term observations in a very noisy environment. The concern is to derive methods obtaining reasonable DOAs at very low SNR. The noise is assumed zero-mean Gaussian and its variance varies
Geert Leus, Christoph Mecklenbräuker, Peter Gerstoft   +2 more
exaly   +3 more sources

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Detecting outliers and influential observations with heteroscedasticity-corrected models

Applied Economics Letters, 2005
Heteroscedasticity-correction masks signals from standardized residuals, so analysts should examine the residuals to identify outliers and should use likelihood dispersion to identify influential observations. These points are demonstrated with a model that examines the effect of exchange rate volatility on intra-industry trade.
David Martin, Vikram Kumar
openaire   +1 more source

Degeneracy in Heteroscedastic Regression Models [PDF]

Journal of Multivariate Analysis, 2000
The maximum likelihood estimation in a regression model with heteroscedastic errors is considered. When the design matrices in the model are inappropriately specified, the maximum likelihood estimates of the variances of certain observations are found to
Chan, Nai Ng, Li, Kim-Hung
exaly   +2 more sources

Analysis of economic time series: effects of extremal observations on testing heteroscedastic components

Applied Stochastic Models in Business and Industry, 2004
AbstractMacroeconomic and financial time series are often tested for the presence of non‐linearity effects. Sometimes, small patches of extremal observations may wrongly influence non‐linearity tests. In this paper, a robust analysis of the Lagrange multiplier (LM) test for GARCH components is suggested. With Monte‐Carlo simulation we show that extreme
GROSSI, Luigi, LAURINI, Fabrizio
openaire   +3 more sources