The Performance of Subspace Algorithm Cointegration Analysis: A Simulation Study [PDF]
This paper presents a simulation study that assesses the finite sample performance of the subspace algorithm cointegration analysis developed in Bauer und Wagner (2002b).
Martin Wagner, Dietmar Bauer
core
Evaluation and Selection of Models for Motion Segmentation [PDF]
, 2001 We first present an improvement of Kanatani's subspace separation [8] for motion segmentation by newly introducing the affine space constraint. We point out that this improvement does not always fare well due to the effective noise it introduces.
Kenichi Kanatani, Kanatani, Kenichi
core +1 more source
Incorporating Heterogeneous Features into the Random Subspace Method for Bearing Fault Diagnosis. [PDF]
Entropy (Basel), 2023 Chu Y, Ali SM, Lu M, Zhang Y.
europepmc +1 more source
Forecasting VARMA processes using VAR models and subspace-based state space models [PDF]
VAR modelling is a frequent technique in econometrics for linear processes. VAR modelling offers some desirable features such as relatively simple procedures for model specification (order selection) and the possibility of obtaining quick non-iterative ...
del Hoyo, Juan +2 more
core
Face Recognition Using Classification-Based Linear Projections
EURASIP Journal on Advances in Signal Processing, 2008 Subspace methods have been successfully applied to face recognition tasks. In this study we propose a face recognition algorithm based on a linear subspace projection. The subspace is found via utilizing a variant of the neighbourhood component analysis (
Jacob Goldberger, Moshe Butman
doaj +1 more source
Speed invariant gait recognition-The enhanced mutual subspace method. [PDF]
PLoS One, 2021 Iwashita Y +3 more
europepmc +1 more source
Asymptotic Properties of Estimators for Seasonally Cointegrated State Space Models Obtained Using the CVA Subspace Method. [PDF]
Entropy (Basel), 2021 Bauer D, Buschmeier R.
europepmc +1 more source
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations [PDF]
This paper deals with the estimation of linear dynamic models of the ARMA type for the conditional mean for time series with conditionally heteroskedastic innovation process widely used in modelling financial time series.
Dietmar Bauer
core
A Comparison of Johansen's, Bierens and the Subspace Algorithm Method for Cointegration Analysis [PDF]
The methods listed in the title are compared by means of a simulation study and a real world application. The aspects compared in the simulations are: The performance of the tests of the different methods for the dimension of the cointegrating space and ...
Martin Wagner
core
Stochastic Subspace Method for Experimental Modal Analysis
MATEC Web of Conferences, 2016 The formula of stochastic subspace identification method is deduced in details and the program is written out. The two methods are verified by a vibration test on a 5-floor rigid frame model.
Liu Dazhi +5 more
doaj +1 more source