Results 131 to 140 of about 12,338 (264)

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

Deep Learning-Driven Adaptive-Weight Kalman Filtering for Low-Cost GNSS in Challenging Environments. [PDF]

Sensors (Basel)
Zhang H, Shen S, Li L, Zhang J, Li H, Liu D, Li Z, Zhang Z, Wang X.   +8 more
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

Enhanced Indoor Mobile Robot Localization via Lie-Group IMU-UWB Fusion and Dual-Stage Kalman Filtering. [PDF]

Sensors (Basel)
He Z, Tang X, Li M, Zhang F.
europepmc   +1 more source

Market Making With Fads, Informed, and Uninformed Traders

Mathematical Finance, EarlyView.
ABSTRACT We characterize the solution to a continuous‐time optimal liquidity provision problem in a market populated by informed and uninformed traders. In our model, the asset price exhibits fads —these are short‐term deviations from the fundamental value of the asset.
Emilio Barucci, Adrien Mathieu, Leandro Sánchez‐Betancourt   +2 more
wiley   +1 more source

Low-Cost Portable Sensor Node for Gas and Chemical Leak Detection with Kalman-Filtering-Based UWB Localization. [PDF]

Sensors (Basel)
Al-Okby MFR, Roddelkopf T, Thurow K.
europepmc   +1 more source

Inflation Inequality Across Household Income Groups in Brazil: Persistence, Trend and Volatility

The Manchester School, EarlyView.
ABSTRACT This article investigates inflation inequality across four income strata in Brazil (very low, low, middle, and high income) from July 2006 to April 2025, using the Headline IPCA as a benchmark. We test the hypothesis that inflation dynamics and transmission mechanisms are structurally unequal and disproportionately affect lower‐income ...
Sinara do Valle, Cleomar Gomes da Silva
wiley   +1 more source

GNSS/SINS/DVL integrated navigation algorithm based on adaptive differential Kalman filtering. [PDF]

PLoS One
Zhan Z, Liu C, Jin K, Xiang M, Wang M.
europepmc   +1 more source

The Effects of U.S. Monetary Policy Shocks on Portfolio Diversification

The Manchester School, EarlyView.
ABSTRACT We investigate the impact of changes in U.S. monetary policy on portfolio diversification. We build four different types of portfolios, including a U.S.‐only, a stock‐bond (60/40) portfolio, an international diversified stock portfolio, and an asset diversified portfolio.
Rong Huang, Dimos Kambouroudis, David G. McMillan   +2 more
wiley   +1 more source

Multimodal medical image reconstruction and organ-wise disease classification using a hybrid deep learning-Kalman filtering framework. [PDF]

Front Med (Lausanne)
Arif S.
europepmc   +1 more source