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 +2 more
wiley +1 more source
Multi-Step Apparent Temperature Prediction in Broiler Houses Using a Hybrid SE-TCN-Transformer Model with Kalman Filtering. [PDF]
Sensors (Basel)Zheng P, Zhang W, Gao B, Ma Y, Chen C.
europepmc +1 more source
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 +2 more
wiley +1 more source
A Dynamic Kalman Filtering Method for Multi-Object Fruit Tracking and Counting in Complex Orchards. [PDF]
Sensors (Basel)Zhai Y, Zhang L, Hu X, Yang F, Huang Y.
europepmc +1 more source
Vehicle State Estimation Combining Physics-Informed Neural Network and Unscented Kalman Filtering on Manifolds. [PDF]
Sensors (Basel), 2023 Tan C, Cai Y, Wang H, Sun X, Chen L.
europepmc +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
Adaptive Kalman Filtering for Compensating External Effects in On-Line Spectroscopic Measurements. [PDF]
Sensors (Basel)Sbarbaro D, Johansen TA, Yañez 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 +2 more
wiley +1 more source
Improvement of SAM2 Algorithm Based on Kalman Filtering for Long-Term Video Object Segmentation. [PDF]
Sensors (Basel)Yin J, Wu F, Su H, Huang P, Qixuan Y.
europepmc +1 more source
Regime‐Dependent Nowcasting of the Austrian Economy
Journal of Forecasting, Volume 45, Issue 4, Page 2078-2101, July 2026.ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley +1 more source