Results 111 to 120 of about 24,804 (235)

Markov-Switching models and resultant equity implied volatility surfaces: a South African application

, 2012
Includes bibliographical references.Standard Geometric Brownian Motion is the stock model underlying Black-Scholes famous option pricing formula. There are however numerous problems with this stock model as certain features do not follow some empirical ...
Fairbrother, Mark
core  

Health-state estimation and prognostics in machining processes [PDF]

, 2010
Failure mechanisms of electromechanical systems usually involve several degraded health-states. Tracking and forecasting the evolution of health-states and impending failures, in the form of remaining-useful-life (RUL), is a critical challenge and ...
Fatih Camci, Chinnam, R. B., Camci, Fatih, Ratna Babu Chinnam, Chinnam, Ratna Babu   +4 more
core   +1 more source

Infinite Structured Hidden Semi-Markov Models

, 2014
23 pages, 10 ...
Huggins, Jonathan H., Wood, Frank
openaire   +2 more sources

An Overview of Artificial Intelligence and Machine Learning Approaches for Building Energy Analysis, Characterization, Control, and Grid Support Services Provision

WIREs Energy and Environment, Volume 15, Issue 2, June 2026.
Artificial Intelligence and Machine Learning Approaches used in Building Energy Analysis, Control, and Provision of Grid Support Services. ABSTRACT Increasing penetrations of variable renewable energy sources like wind and solar photovoltaic (PV) systems are challenging power system stability worldwide.
Jack S. Bryant, Hangxin Li, Nawanjana Maheepala, Xiaoyu Lin, Mingkun Dai, Binglong Han, Robin Guan, Lasantha Meegahapola, Shengwei Wang, Dilan Robert, Liuping Wang, Fu Xiao   +11 more
wiley   +1 more source

Application of Hidden Markov Models and Hidden Semi-Markov Models to Financial Time Series

Hidden Markov Models (HMMs) and Hidden Semi-Markov Models (HSMMs) provide flexible, general-purpose models for univariate and multivariate time series.
Bulla, Jan
core  

Fresher Streams After a Prolonged Drought in Victoria, Australia

Water Resources Research, Volume 62, Issue 6, June 2026.
Abstract Salinity in waterways changes throughout the year due to interactions between more saline groundwater and fresher surface water as runoff changes seasonally and with rainfall events. Droughts have recently been shown to cause persistent shifts in rainfall runoff partitioning, and here we examine whether stream salinity also exhibits such ...
Thomas G. Westfall, Tim J. Peterson, Anna Lintern, Andrew W. Western   +3 more
wiley   +1 more source

Improving the performance of Hierarchical Hidden Markov Models on Information Extraction tasks

, 2006
This thesis presents novel methods for creating and improving hierarchical hidden Markov models. The work centers around transforming a traditional tree structured hierarchical hidden Markov model (HHMM) into an equivalent model that reuses repeated sub-
Chou, Lin-Yi
core  

Using hidden Markov models to deal with availability bias on line transect surveys

, 2013
This work was supported by EPSRC grant EP/I000917/1We develop estimators for line transect surveys of animals that are stochastically unavailable for detection while within detection range.
Heide-Jorgensen, M. P., Cañadas, A., Borchers, D. L., Heide-Jørgensen, M.P., Heide-Jørgensen, M. P., A. Cañadas, Borchers, David Louis, M. P. Heide‐Jørgensen, W. Zucchini, M. P. Heide-jørgensen, Zucchini, W., D. L. Borchers, Zucchini, Walter, R. Langrock, Langrock, Roland   +14 more
core   +1 more source

Extracting Signals of Snowmelt From the Surface Energy Budget at a Rocky Mountain Eddy Covariance Site

Water Resources Research, Volume 62, Issue 6, June 2026.
Abstract Snowmelt is a dominant hydrologic process in mountainous watersheds and western river systems, yet automatic logging of snowpack properties such as depth, density, and internal energy fluxes, especially during melt, is not done at many Rocky Mountain surface flux sites.
Alexander S. Fox, John M. Frank, William J. Massman, Brent E. Ewers   +3 more
wiley   +1 more source

Integrating enhanced feature fusion with adaptive hidden semi-markov model and deep neural network for robust deepfake detection in Internet of Things-based edge computing environments

Journal of King Saud University: Computer and Information Sciences
The increasing convergence of Internet of Things (IoT) devices and edge computing platforms in current digital networks has presented extraordinary opportunities.
Jawhara Aljabri
doaj   +1 more source