Results 21 to 30 of about 11,390,317 (261)

Spurious OLS Estimators of Detrending Method by Adding a Linear Trend in Difference-Stationary Processes—A Mathematical Proof and Its Verification by Simulation

open access: yesMathematics, 2020
Adding a linear trend in regressions is a frequent detrending method in economic literatures. The traditional literatures pointed out that if the variable considered is a difference-stationary process, then it will artificially create pseudo-periodicity ...
Zhiming LONG, Rémy HERRERA
doaj   +1 more source

Domains and stochastic processes

open access: yesTheoretical Computer Science, 2020
arXiv admin note: substantial text overlap with arXiv:1607 ...
openaire   +6 more sources

On the Trackability of Stochastic Processes

open access: yesCoRR, 2020
We consider the problem of tracking an unstable stochastic process $X_t$ by using causal knowledge of another stochastic process $Y_t$. We obtain necessary conditions and sufficient conditions for maintaining a finite tracking error. We provide necessary conditions as well as sufficient conditions for the success of this estimation, which is defined as
Baran Tan Bacinoglu   +2 more
openaire   +3 more sources

Optimization of Energy-saving Operation Strategy of Heat Pump Hot-water System Using Stochastic Load Prediction

open access: yesZhileng xuebao, 2023
Reasonable optimization of the operation strategy is essential for saving energy in the long-term operation of heat pump systems. However, the strategy optimization process is susceptible to load uncertainty, which causes the optimized strategy to save ...
Liu Chengning   +3 more
doaj  

Runoff as a Stochastic Process

open access: yesInternational Journal of Mathematics and Computers in Simulation, 2022
Runoff stationary critical flow is investigated as a stochastic process by means of two routing simulation models, a stream confluence, which has beens interpreted as a Marcus- Lushnikov coalescence process, and a channel splitting model, which has ben interpreted as a Markov chain over a regular tree.
openaire   +2 more sources

Entropy Measures for Stochastic Processes with Applications in Functional Anomaly Detection

open access: yesEntropy, 2018
We propose a definition of entropy for stochastic processes. We provide a reproducing kernel Hilbert space model to estimate entropy from a random sample of realizations of a stochastic process, namely functional data, and introduce two approaches to ...
Gabriel Martos   +3 more
doaj   +1 more source

Optimization of Dynamic Dispatch for Multiarea Integrated Energy System Based on Hierarchical Learning Method

open access: yesIEEE Access, 2020
The integrated energy system (IES) with various energy demands and distributed energy resources has been a significant approach to improve the efficiency of energy utilization.
Yijin Li   +4 more
doaj   +1 more source

Stochastic simulation of woven composites forming [PDF]

open access: yes, 1995
A stochastic forming simulation procedure is developed and implemented to investigate the effect of geometric variability in pre-impregnated woven textiles on manufacturing. Image analysis is used to characterise variability in tow directions and unit
Waal, de, H.   +6 more
core   +1 more source

Exponential integrability of stochastic convolutions [PDF]

open access: yes, 2003
Sucient conditions are found for stochastic convolution integrals driven by a Wiener process in a Hilbert space to belong to the Orlicz space expL2; standard exponential tail estimates follow from these results.
Seidler, Jan, Sobukawa, Takuya
core   +1 more source

Stochastic Patching Process

open access: yesCoRR, 2016
Stochastic partition models tailor a product space into a number of rectangular regions such that the data within each region exhibit certain types of homogeneity. Due to constraints of partition strategy, existing models may cause unnecessary dissections in sparse regions when fitting data in dense regions.
Xuhui Fan 0001   +4 more
openaire   +2 more sources

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