Results 151 to 160 of about 186,344 (275)

Heterogeneity in Imperfect Inflation Expectations: Theory and Evidence from a Novel Survey

Journal of Money, Credit and Banking, EarlyView.
Abstract Using survey data from Germany, we study heterogeneity in how households form inflation expectations. We elicit (i) uncertainty in perceptions of current inflation and (ii) how persistent households perceive inflation to be. Combining these with standard survey questions on inflation, we infer laws of motion for expectations at the individual ...
ALISTAIR MACAULAY, JAMES MOBERLY
wiley   +1 more source

Robust CDF‐Filtering of a Location Parameter

Journal 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, Andrew C. Harvey, Alessandra Luati   +2 more
wiley   +1 more source

Adaptive Kalman Filter-Based SLAM in LiDAR-Degenerated Environments. [PDF]

Sensors (Basel)
Ma R, Zhou T, Chen L.
europepmc   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +1 more source

Cointegration in a MIDAS Regression

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT Mixed data sampling (MIDAS) cointegration models are used to analyse variables observed at different frequencies. In this paper, we start from an assumed autoregressive distributed lag (ADL) model for high‐frequency observations, and derive the resulting representation when the dependent variable is only observed at a lower frequency.
H. Peter Boswijk, Philip Hans Franses
wiley   +1 more source

Model predictive control with adaptive Kalman filter for premixed turbocharged natural gas engine. [PDF]

Sci Rep
Xiong W, Gong Q, Huang S, Ye J, Xu J.
europepmc   +1 more source

Likelihood Estimation for Stochastic Differential Equations with Mixed Effects

Scandinavian Journal of Statistics, EarlyView.
ABSTRACT Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. When time series are observed for several experimental units, it is often the case that some of the parameters vary between the individual experimental units.
Fernando Baltazar‐Larios, Mogens Bladt, Michael Sørensen   +2 more
wiley   +1 more source

Editorial Note: Research on improving the ranging accuracy of ships with stereo vision through Kalman filter optimization. [PDF]

PLoS One
PLOS One Editors.
europepmc   +1 more source

An Interpretable TCN– Transformer Framework for Lithium‐Ion Battery State of Health Estimation Using SHAP Analysis

Quality and Reliability Engineering International, Volume 42, Issue 4, Page 1426-1442, June 2026.
ABSTRACT Accurate state of health (SOH) estimation of Li‐ion batteries is essential for ensuring safety, reliability, and prolonging battery lifespan in energy storage systems and electric vehicles. This study proposes a hybrid temporal convolutional network (TCN)–transformer framework that effectively captures both short‐term temporal dynamics and ...
Fusen Guo, Zhibo Zhang, Xuzhe Ma, Lin Li, Hailing Zhou, Chaojie Li, Huadong Mo   +6 more
wiley   +1 more source

A Deep Learning-Enhanced Adaptive Kalman Filter with Multi-Scale Temporal Attention for Airborne Gravity Denoising. [PDF]

Sensors (Basel)
Li L, Liu J, Ma G, Jiang Z.
europepmc   +1 more source