Results 61 to 70 of about 7,699,774 (306)
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
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
Advanced Engineering Materials, EarlyView.A combined experimental–computational framework identifies energy‐dependent laser absorptivity for NiTi in laser powder‐bed fusion, applicable to conduction and transition modes. Single‐track experiments and thermofluid smoothed particle hydrodynamics simulations are coupled through inverse analysis of melt pool geometry.
Mohamadreza Afrasiabi +3 more
wiley +1 more source
Stochastic volatility models and the Taylor effect [PDF]
, 2004 It has been often empirically observed that the sample autocorrelations of absolute financial returns are larger than those of squared returns. This property, know as Taylor effect, is analysed in this paper in the Stochastic Volatility (SV) model ...
Pérez, Ana +2 more
core +1 more source
Review of stochastic differential equations in statistical arbitrage pairs trading
Managerial Economics, 2020 The use of stochastic differential equations offers great advantages for statistical arbitrage pairs trading. In particular, it allows the selection of pairs with desirable properties, e.g., strong mean-reversion, and it renders traditional rules of ...
Sylvia Endres
doaj +1 more source
Stochastic Model Checking [PDF]
, 2007 This tutorial presents an overview of model checking for both discrete and continuous-time Markov chains (DTMCs and CTMCs). Model checking algorithms are given for verifying DTMCs and CTMCs against specifications written in probabilistic extensions of temporal logic, including quantitative properties with rewards.
Marta Z. Kwiatkowska +2 more
openaire +2 more sources
Comparison of Triply Periodic Minimal Surface Energy Absorbers Under Uniaxial Compressive Loading
Advanced Engineering Materials, EarlyView.This study investigates LCD 3D printed Triply Periodic Minimal Surface (TPMS) structures as mechanical energy absorbers. By comparing various base designs and layered combinations under uniaxial compression, it identifies that a Diamond‐Gyroid sandwich structure offers superior performance.
Sergej Grednev +2 more
wiley +1 more source
Identifiability of the Stochastic Frontier Models [PDF]
This paper examines the identifiability of the standard single-equation stochastic frontier models with uncorrelated and correlated error components giving, inter alia, mathematical content to the notion of “near-identifiability” of a statistical model ...
Das, Arabinda, Bandyopadhyay, Debdas
core
Advanced Engineering Materials, EarlyView.This study proposes a potential device design for joint cartilage replacement. Silica‐polytetrahydrofuran (SiO2‐PolyTHF) hybrids with customizable mechanical properties were developed to mimic the characteristics of a natural meniscus. These were synthesized through a two‐pot sol–gel hybrid process.
Yu‐Chien Lin +12 more
wiley +1 more source
Indirect inference for stochastic volatility models via the log-squared observations. [PDF]
Model; Models; Stochastic volatility; Volatility;
Dhaene, Geert
core