Conceptual design of airborne contra rotating VAWTs for rooftop wind energy. [PDF]
Radhakrishnan J +4 more
europepmc +1 more source
An overset grid method for global geomagnetic induction [PDF]
openaire +1 more source
Penalized Convex Estimation in Dynamic Location Models
ABSTRACT This paper studies L1$$ {L}^1 $$‐penalized estimation for location models yt=mt+ϵt$$ {y}_t={m}_t+{\epsilon}_t $$, where mt$$ {m}_t $$ is defined by a possibly non‐Markovian recursion and ϵt$$ {\epsilon}_t $$ is a martingale difference sequence with possibly time‐varying conditional variance.
Reda Alami Chentoufi
wiley +1 more source
Effect of feature extraction on underwater moving body cavitation pressure reconstruction and prediction. [PDF]
Qiang Y, He Z, Chen W, Tang L, Wu T.
europepmc +1 more source
Sparse Causal Dynamic Linear Regression
ABSTRACT We develop a sparse causal dynamic regression framework for long multivariate time series. With very long time series, the potentially large number of lags and leads in a dynamic regression model often makes time‐domain estimation numerically unstable or intractable.
Rui Huang, Kung‐Sik Chan
wiley +1 more source
Effects of Wing Kinematics on Aerodynamics Performance for a Pigeon-Inspired Flapping Wing. [PDF]
Wu T, Wang K, Jia Q, Ding J.
europepmc +1 more source
Detecting Periodicity of a General Stationary Time Series via AR(2)‐Model Fitting
ABSTRACT Estimating the periodicity of a stationary time series via fitting a second‐order stationary autoregressive (AR(2)) model has been initiated by the seminal paper of Yule (1927). We investigate properties of this procedure when applied to general stationary processes possessing a spectral density with a dominant peak at some unknown frequency ...
Jens‐Peter Kreiss +2 more
wiley +1 more source
Numerical Simulation of a Bird-Inspired UAV Which Turns Without a Tail Through Proverse Yaw. [PDF]
Tay WB +4 more
europepmc +1 more source
Asymptotics of Time‐Varying Processes in Continuous‐Time Using Locally Stationary Approximations
ABSTRACT We introduce a general theory on stationary approximations for locally stationary continuous‐time processes. Based on the stationary approximation, we use θ$$ \theta $$‐weak dependence to establish laws of large numbers and central limit type results under different observation schemes.
Robert Stelzer, Bennet Ströh
wiley +1 more source
Threshold Regression for Fixed‐T$$ T $$ Panel Data with Interactive Fixed Effects
ABSTRACT This paper develops a new toolbox for estimation and inference in panel data threshold regression models with interactive fixed effects and a fixed number of time periods, T$$ T $$. The toolbox is designed to be simple, accurate, and computationally efficient.
Jan Ditzen +2 more
wiley +1 more source

