Results 141 to 150 of about 8,961 (241)

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

PLM-eXplain: divide and conquer the protein embedding space. [PDF]

Bioinformatics
van Eck J, Gogishvili D, Silva W, Abeln S.   +3 more
europepmc   +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

Research on Blade Asynchronous Vibration Parameter Identification for Large-Scale Centrifugal Compressor Based on Improved MUSIC Algorithm. [PDF]

Sensors (Basel)
Fan Z, Shen Y, Du Y, Huang J, Liu S.
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

A Robust Skeletonization Method for High-Density Fringe Patterns in Holographic Interferometry Based on Parametric Modeling and Strip Integration. [PDF]

J Imaging
Lychev S, Digilov A.
europepmc   +1 more source

The Natural Components of a Regular Linear System

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT The analysis of a finite‐dimensional regular linear system may be simplified by separating the system into its natural components. The natural components are smaller linear systems on separate subspaces whose dimensions sum to the dimension of the original linear system.
Brendan K. Beare, Phil Howlett
wiley   +1 more source

Inference on the Attractor Space via Functional Approximation

Oxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT This paper discusses semiparametric inference on hypotheses on the cointegration and the attractor spaces for I(1)$$ I(1) $$ linear processes with moderately large cross‐sectional dimension. The approach is based on sample canonical correlations and functional approximation of Brownian motions, and it can be applied both to the whole system ...
Massimo Franchi, Paolo Paruolo
wiley   +1 more source

Multi-target passive positioning with signal classification and MIMO radar. [PDF]

Sci Rep
Wang H, Liu X, Lei Z.
europepmc   +1 more source

A Systematic Review on Applications of Artificial Intelligence for Obesity Prevention

Obesity Reviews, EarlyView.
ABSTRACT This systematic review examines the applications of artificial intelligence (AI) in preventing obesity, addressing a critical public health issue that affects a substantial portion of the population. With obesity rates rising alarmingly, particularly in the United States, this review synthesizes findings from 46 studies published between 2008 ...
Atefehsadat Haghighathoseini, Shuo‐yu Lin, Ge Song, Ruopeng An, Hong Xue   +4 more
wiley   +1 more source