Results 71 to 80 of about 16,277 (238)
Non-Parametric Signal Interpolation
Austrian Journal of Statistics, 2016 This paper considers the problem of interpolation (smoothing) of a partially observable Markov random sequence. For the dynamic observation models, an equation for the interpolation of the posterior probability density is derived.
Alexandr V. Dobrovidov
doaj +1 more source
Energy Science &Engineering, EarlyView.A Type‐3 fuzzy ambiguity encoder converts rolling wind, price, reserve‐activation, and confidence features into central estimates and nested uncertainty bounds. These parameters are updated within a receding‐horizon MILP/MIQP that coordinates wind, battery, and supercapacitor capacity across day‐ahead and ancillary‐service markets.
Shurong Yan +5 more
wiley +1 more source
On the kernel of a Markov projection on 𝐶(𝑋) [PDF]
Proceedings of the American Mathematical Society, 1985 Let X X be a compact metric space and
openaire +1 more source
Effect of volume for injection of the 15th to 16th thoracic interspinous space: An ex vivo study
Equine Veterinary Journal, EarlyView.Abstract Background Impinging (overriding) spinous processes (ISPs) are commonly identified in horses with back pain. Diagnostic analgesia is widely used as the clinical reference standard for confirming association with clinical signs of back pain, but the specificity of dorsal spinous region diagnostic analgesia remains poorly understood.
Virginia Melly +6 more
wiley +1 more source
MCMC based modelling of queuing systems from empirical data
Lietuvos Matematikos Rinkinys, 2011 Markov chain Monte Carlo (MCMC) modelling technique requires one to be able to construct a proposal density. There is no universal way to achieve this. This paper considers the universal proposal selection technique based on the kernel density estimate ...
Mantas Landauskas +1 more
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A New Implementation of Network GARCH Model for Stock Volatility and Co‐Volatility Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Volatility clustering and spillovers are key features of financial time series with many cross‐sectional assets. While network analysis links similar or correlated stocks and helps trace volatility spillovers, contemporary multivariate ARCH‐GARCH formulations struggle to represent structured network dependence and remain parsimonious.
Peiyi Zhou
wiley +1 more source
Journal of Forecasting, EarlyView.ABSTRACT This paper presents a method for forecasting limit order book durations using a self‐exciting flexible residual point process. High‐frequency events in modern exchanges exhibit heavy‐tailed interarrival times, posing a significant challenge for accurate prediction.
Kyungsub Lee
wiley +1 more source
EURASIP Journal on Audio, Speech, and Music ProcessingA kernel interpolation method for the acoustic transfer function (ATF) between regions constrained by the physics of sound while being adaptive to the data is proposed.
Juliano G. C. Ribeiro +2 more
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Splitting-Based Regenerations for Accelerated Simulation of Queues
MathematicsIn this paper, we address the problem of increasing the number of regenerations in the simulation of the workload process in a single-server queueing system.
Irina Peshkova +2 more
doaj +1 more source