Retrieving interpretability to support vector machine regression models in dynamic system identification. [PDF]
Pena-Campos J +5 more
europepmc +1 more source
The Natural Components of a Regular Linear System
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
Multi-target passive positioning with signal classification and MIMO radar. [PDF]
Wang H, Liu X, Lei Z.
europepmc +1 more source
Inference on the Attractor Space via Functional Approximation
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
The Abelian group structure of full factorial designs. [PDF]
Altieri NA.
europepmc +1 more source
The Mathematical History Behind the Granger–Johansen Representation Theorem
ABSTRACT When can a vector time series that is integrated once (i.e., becomes stationary after taking first differences) be described in error correction form? The answer to this is provided by the Granger–Johansen representation theorem. From a mathematical point of view, the theorem can be viewed as essentially a statement concerning the geometry of ...
Johannes M. Schumacher
wiley +1 more source
A consensus immune dysregulation framework for sepsis and critical illnesses. [PDF]
Moore AR +27 more
europepmc +1 more source
Inference on Common Trends in a Cointegrated Nonlinear SVAR
ABSTRACT We consider the problem of performing inference on the number of common stochastic trends when data is generated by a cointegrated CKSVAR (a two‐regime, piecewise affine SVAR; Mavroeidis, 2021), using a modified version of the Breitung (2002) multivariate variance ratio test that is robust to the presence of nonlinear cointegration (of a known
James A. Duffy, Xiyu Jiao
wiley +1 more source
Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
Reliability as Projection in Operator-Theoretic Test Theory: Conditional Expectation, Hilbert Space Geometry, and Implications for Psychometric Practice. [PDF]
Zumbo BD.
europepmc +1 more source

