Results 111 to 120 of about 221,116 (284)

MARTINGALE APPROXIMATION OF NON-STATIONARY STOCHASTIC PROCESSES

Stochastics and Dynamics, 2006
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log–log law, probabilities of large deviations) are studied.
openaire   +3 more sources

Are seizure forecasts and cycles better than chance? What chance?

Epilepsia, EarlyView.
Abstract Objective There is a growing synergy between the lines of research on cycles in epilepsy and seizure forecasting. It has been conjectured, for instance, that incorporating information about significant seizure cycles into forecasting algorithms can lead to a better‐than‐chance forecasting performance.
Ralph G. Andrzejak, Martin Brešar, Mark P. Richardson, Pedro F. Viana, Richard Rosch   +4 more
wiley   +1 more source

FRACTIONAL BROWNIAN SHEET HOJA BROWNIANA FRACCIONAL

Revista Colombiana de Estadística, 2005
Fractional brownian sheet or two parameter fractional brownian motion and some important properties with selfsimilar and stationary increments are presented.
Blanco Castañeda Liliana, Garzón Merchán Johanna   +1 more
doaj  

Covariance Structure Modeling of Engineering Demand Parameters in Cloud‐Based Seismic Analysis

Earthquake Engineering &Structural Dynamics, EarlyView.
ABSTRACT Probabilistic seismic demand modeling aims to estimate structural demand as a function of ground motion intensity—a critical stage in seismic risk assessment. Although many models exist to describe the structural demand, few consider the covariance among engineering demand parameters, potentially overlooking a key factor in improving the ...
Archie Rudman, Enrico Tubaldi, Roberto Gentile, John Douglas   +3 more
wiley   +1 more source

Multiobjective Optimization of Hydrogen‐Assisted Calophyllum inophyllum Biodiesel Operation in a Compression Ignition Engine

Energy Science &Engineering, EarlyView.
Tri‐fuel diesel–Calophyllum inophyllum biodiesel–hydrogen operation was tested over 96 points in a diesel engine. Eight performance and emission metrics feed a preference‐agnostic Bootstrapped Empirical Multiobjective Ranking and Selection methodology, revealing load‐blend‐hydrogen windows that increase efficiency, restrain smoke, and expose NOx trade ...
C. Naga Kumar, Nageswara Rao Dayadi, J. M. Babu, Srinivasa Reddy Yarram, Ravikiran Chintalapudi, Bridjesh Pappula   +5 more
wiley   +1 more source

Machine Learning Approaches for GC–MS Data Interpretation in Flavour and Fragrance Analysis

Flavour and Fragrance Journal, EarlyView.
The review explores machine learning integration in GC‐MS data analysis for the fragrance and flavour industry, highlighting recent advances and techniques in a context constrained by data scarcity and intellectual property concerns. ABSTRACT This review explores the integration of machine learning (ML) in the analysis of mass spectrometry data ...
Jean‐Baptiste Coffin, Romain Krafft, Sylvain Antoniotti, Sébastien Fiorucci   +3 more
wiley   +1 more source

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das, Stephan Schlüter, Lorenz Schneider   +2 more
wiley   +1 more source

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

Oil Futures Prices, Inflation Expectations, and Bond Risk Premiums

Journal of Futures Markets, EarlyView.
ABSTRACT By decomposing West Texas Intermediate futures price changes into structural supply and demand shocks, this paper shows that dissecting the oil price significantly improves inflation forecasts. Empirically, demand‐driven shocks predict a negative real bond risk premium but a positive inflation risk premium; these opposing effects result in an ...
Haibo Jiang
wiley   +1 more source

Ruch liniowego układu dynamicznego po losowo nierównej belce na sprężystym podłożu

Engineering Transactions, 1971
Motion of a linear system on the uneven beam on an elastic foundations A dynamic system with elastic and viscous bonds is moving on the undulated surface of an indefinitely long beam on elastic foundations.
Andrzej CHUDZIKIEWICZ
doaj