Results 181 to 190 of about 27,852 (244)

In-memory multilevel control of generic SO(m) holonomy in photonics. [PDF]

Nat Commun
Chen Y, Zhang J, Xiang J, He A, Chen W, Su Y, Li J, Guo X.   +7 more
europepmc   +1 more source

Monitoring panels of sparse functional data

Journal of Time Series Analysis, EarlyView.
Panels of random functions are common in applications of functional data analysis. They often occur when sequences of functions are observed at a number of different locations. We propose a methodology to monitor for structural breaks in such panels and to identify the changing components with statistical certainty.
Tim Kutta, Agnieszka Jach, Piotr Kokoszka   +2 more
wiley   +1 more source

Storing quantum coherence in a quantum dot nuclear spin ensemble for over 100 milliseconds. [PDF]

Nat Commun
Dyte HE, Manna S, Covre da Silva SF, Rastelli A, Chekhovich EA.   +4 more
europepmc   +1 more source

A Note on Local Polynomial Regression for Time Series in Banach Spaces

Journal of Time Series Analysis, EarlyView.
ABSTRACT This work extends local polynomial regression to Banach space‐valued time series for estimating smoothly varying means and their derivatives in non‐stationary data. The asymptotic properties of both the standard and bias‐reduced Jackknife estimators are analyzed under mild moment conditions, establishing their convergence rates.
Florian Heinrichs
wiley   +1 more source

Rolling Bearing Fault Diagnosis Based on Multi-Source Domain Joint Structure Preservation Transfer with Autoencoder. [PDF]

Sensors (Basel)
Jiang Q, Shi T, Hou X, Miao B, Zhang Z, Jin Y, Wang Z, Zhou H.   +7 more
europepmc   +1 more source

On the Existence of One‐Sided Representations for the Generalised Dynamic Factor Model

Journal of Time Series Analysis, EarlyView.
ABSTRACT We study the Generalised Dynamic Factor Model (GDFM) and show that the dynamic common component, that is, the common component of the GDFM, can be expressed using only current and past observations under mild assumptions. Specifically, we require (i) the dynamic common component to be purely non‐deterministic and (ii) the exclusion of ...
Philipp Gersing
wiley   +1 more source

Band‐Pass Filtering With High‐Dimensional Time Series. A Synthetic Indicator of the Medium‐to‐Long Run Component of Growth

Journal of Time Series Analysis, EarlyView.
ABSTRACT The paper deals with the construction of a synthetic indicator of economic growth, obtained by projecting a quarterly measure of aggregate economic activity, namely gross domestic product (GDP), into the space spanned by a finite number of smooth principal components, representative of the medium‐to‐long‐run component of economic growth of a ...
Alessandro Giovannelli, Marco Lippi, Tommaso Proietti   +2 more
wiley   +1 more source

Affine non-negative collaborative representation based pattern classification. [PDF]

Complex Intell Systems
Yin HF, Wu XJ, Feng ZH, Kittler J, Li ZQ.   +4 more
europepmc   +1 more source

Measure‐valued processes for energy markets

Mathematical Finance, Volume 35, Issue 2, Page 520-566, April 2025.
Abstract We introduce a framework that allows to employ (non‐negative) measure‐valued processes for energy market modeling, in particular for electricity and gas futures. Interpreting the process' spatial structure as time to maturity, we show how the Heath–Jarrow–Morton approach can be translated to this framework, thus guaranteeing arbitrage free ...
Christa Cuchiero, Luca Di Persio, Francesco Guida, Sara Svaluto‐Ferro   +3 more
wiley   +1 more source

Qudit-Native Simulation of the Potts Model. [PDF]

Entropy (Basel)
Gavreev MA, Kiktenko EO, Fedorov AK, Nikolaeva AS.   +3 more
europepmc   +1 more source