Results 211 to 220 of about 27,115 (309)
Subspace Complexity Reduction in Direction-of-Arrival Estimation via the RASA Algorithm. [PDF]
Sensors (Basel)Bapir-Bakr B +4 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
A comparative evaluation of sufficient dimension reduction and traditional statistical methods for composite biomarker score construction in diagnostic classification. [PDF]
BMC Med Res MethodolOzen H, Colak E, Ozen D.
europepmc +1 more source
Change-Point Detection Algorithms based on Subspace Methods
, 2008 Yoshinobu Kawahara +2 more
openalex +2 more sources
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 +2 more
wiley +1 more source
Channel gain calibrated signal space projection using variational Bayesian estimation for optically pumped magnetometers. [PDF]
Imaging Neurosci (Camb)Suzuki K +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 +3 more
wiley +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