Results 21 to 30 of about 149 (131)
On the Existence of Solutions of Dynamic Equations on Time Scales in Banach Spaces
Mathematical Methods in the Applied Sciences, EarlyView.ABSTRACT In this paper we address the question of solvability of dynamic equations on time scales in Banach spaces. In particular, our main theorem extends the result for classical differential equations in Banach spaces of Banaś and Goebel established in [5], to an arbitrary time scale.
Dušan Oberta
wiley +1 more source
International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT Hydraulic manipulators exhibit strong coupling, pronounced nonlinearities, and significant modeling uncertainties, which hinder high‐precision motion control. This paper proposes a finite‐time disturbance observer–based nonlinear robust adaptive control (RAC‐FTDO) framework enhanced by a physically consistent dynamic parameter identification ...
Tianyu Gao +3 more
wiley +1 more source
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT This paper proposes a boundary control method for nonlinear distributed parameter systems (DPSs) with limited boundary measurements (BMs), as typically encountered in networked cyber‐physical processes with spatially distributed dynamics such as thermal and biomedical diffusion systems.
Yanlin Li +5 more
wiley +1 more source
On Metric Choice in Dimension Reduction for Fréchet Regression
International Statistical Review, EarlyView.Summary Fréchet regression is becoming a mainstay in modern data analysis for analysing non‐traditional data types belonging to general metric spaces. This novel regression method is especially useful in the analysis of complex health data such as continuous monitoring and imaging data.
Abdul‐Nasah Soale +3 more
wiley +1 more source
A Comparative Review of Specification Tests for Diffusion Models
International Statistical Review, EarlyView.Summary Diffusion models play an essential role in modelling continuous‐time stochastic processes in the financial field. Therefore, several proposals have been developed in the last decades to test the specification of stochastic differential equations.
A. López‐Pérez +3 more
wiley +1 more source
A Non‐Parametric Framework for Correlation Functions on Product Metric Spaces
International Statistical Review, EarlyView.Summary We propose a non‐parametric framework for analysing data defined over products of metric spaces, a versatile class encountered in various fields. This framework accommodates non‐stationarity and seasonality and is applicable to both local and global domains, such as the Earth's surface, as well as domains evolving over linear time or time ...
Pier Giovanni Bissiri +3 more
wiley +1 more source
A note on generalised information criteria for structured sparse models
International Statistical Review, EarlyView.Summary We propose a generalised information criteria ( gic) that accounts for sparsity pattern in the model. We obtain both asymptotic and nonasymptotic results for model selection. Moreover, we show that the gic is useful for selecting the regularisation parameter in regularised m$$ m $$ estimation in high‐dimensional scenarios.
Eduardo Fonseca Mendes +1 more
wiley +1 more source
Adaptive Estimation for Weakly Dependent Functional Times Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose adaptive mean and autocovariance function estimators for stationary functional time series under 𝕃p−m‐approximability assumptions. These estimators are designed to adapt to the regularity of the curves and to accommodate both sparse and dense data designs.
Hassan Maissoro +2 more
wiley +1 more source
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
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 +2 more
wiley +1 more source