Results 71 to 80 of about 3,817,143 (297)
A rule-of-thumb for the variable bandwidth selection in kernel hazard rate estimation [PDF]
In nonparametric curve estimation the decision about the type of smoothing parameter is critical for the practical performance. The nearest neighbor bandwidth as introduced by Gefeller and Dette 1992 for censored data in survival analysis is specified by
Weißbach, Rafael, Gefeller, Olaf
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A Q‐Learning Algorithm to Solve the Two‐Player Zero‐Sum Game Problem for Nonlinear Systems
International Journal of Adaptive Control and Signal Processing, Volume 39, Issue 3, Page 566-581, March 2025.A Q‐learning algorithm to solve the two‐player zero‐sum game problem for nonlinear systems. ABSTRACT This paper deals with the two‐player zero‐sum game problem, which is a bounded L2$$ {L}_2 $$‐gain robust control problem. Finding an analytical solution to the complex Hamilton‐Jacobi‐Issacs (HJI) equation is a challenging task.
Afreen Islam +2 more
wiley +1 more source
Biometrika, 2020 Summary Large samples are generated routinely from various sources. Classic statistical models, such as smoothing spline ANOVA models, are not well equipped to analyse such large samples because of high computational costs. In particular, the daunting computational cost of selecting smoothing parameters renders smoothing spline ANOVA ...
Xiaoxiao, Sun, Wenxuan, Zhong, Ping, Ma
openaire +3 more sources
Exponential Smoothing Model Selection for Forecasting [PDF]
Applications of exponential smoothing to forecast time series usually rely on three basic methods: simple exponential smoothing, trend corrected exponential smoothing and a seasonal variation thereof. A common approach to select the method appropriate to
Baki Billah +3 more
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Observer‐Based Adaptive Event‐Triggered Tracking Control for Fuzzy TS Systems With Premise Mismatch
International Journal of Adaptive Control and Signal Processing, EarlyView.This paper presents an adaptive logistic event‐triggered observer‐based tracking controller for Takagi‐Sugeno fuzzy systems under constrained inputs and network delays. Leveraging a hybrid LMI and Secretary Bird Optimization approach, this strategy significantly minimizes communication overhead and computational burden while ensuring optimal reference ...
Oussama Djadane +3 more
wiley +1 more source
Variable Selection in Additive Models by Nonnegative Garrote [PDF]
We adapt Breiman's (1995) nonnegative garrote method to perform variable selection in nonparametric additive models. The technique avoids methods of testing for which no reliable distributional theory is available.
Eva Cantoni +2 more
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dynoGP: Deep Gaussian Processes for Dynamic System Identification
International Journal of Adaptive Control and Signal Processing, EarlyView.This work introduces a novel class of deep models for system identification, dynamical deep Gaussian processes, which combine the strengths of data‐driven methods, such as those based on neural network architectures, with the ability to output a probability distribution for uncertainty representation.
Alessio Benavoli +3 more
wiley +1 more source
Smoothing parameter and model selection for general smooth models (with discussion) [PDF]
, 2017 This paper discusses a general framework for smoothing parameter estimation for models with regular likelihoods constructed in terms of unknown smooth functions of covariates. Gaussian random effects and parametric terms may also be present. By construction the method is numerically stable and convergent, and enables smoothing parameter uncertainty to ...
Wood, Simon N +2 more
openaire +1 more source
Advanced Engineering Materials, EarlyView.Predicting extreme defects in additive manufacturing remains a key challenge limiting its structural reliability. This study proposes a statistical framework that integrates Extreme Value Theory with advanced process indicators to explore defect–process relationships and improve the estimation of critical defect sizes. The approach provides a basis for
Muhammad Muteeb Butt +8 more
wiley +1 more source
Invertibility Conditions for Exponential Smoothing Models [PDF]
In this article we discuss invertibility conditions for some state space models, including the models that underly simple exponential smoothing, Holt's linear method, Holt-Winters' additive method and damped trend versions of Holt's and Holt-Winters ...
Rob J. Hyndman +2 more
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