Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions

Approximation Multivariate Distribution of Main Indices of Tehran Stock Exchange with Pair-Copula

The multivariate distribution of five main indices of Tehran stock exchange is approximated using a pair-copula model. A vine graphical model is used to produce an í µí±›-dimensional copula. This is accomplished using a flexible copula called a minimum information (MI) copula as a part of pair-copula construction. Obtained results show that the achieved model has a good level of approximation.

Modelling with Orthonormal Basis Functions

Numerical solution of the forced Duffing equations‎ ‎ using Legendre multiwavelets

‎A numerical technique based on the collocation method using Legendre multiwavelets are‎ ‎presented for the solution of forced Duffing equation‎. ‎The operational matrix of integration for ‎Legendre multiwavelets is presented and is utilized to reduce the solution of Duffing equation‎ ‎to the solution of linear algebraic equations‎. ‎Illustrative examples are included to demonstrate‎ ‎the valid...

Mimo System Identification Using Orthonormal Basis Functions

Abstract There has re ently been interest in the use of orthonormal bases for the purposes of SISO system identi ation. Con urrently, but separately, there has also been vigorous work on estimation of MIMO systems by omputationally heap and reliable s hemes. These latter ideas have olle tively be ome known as `4SID' methods. This paper is a ontribution overlapping these two s hools of thought b...

System identification with generalized orthonormal basis functions

A least-squares identification method is studied that estimates a finite number of expansion coefficients in the series expansion of a transfer function, where the expansion is in terms of recently introduced generalized basis functions. The basis functions are orthogonal in 8$, and generalize the pulse, Laguerre and Kautz bases. One of their important properties is that, when chosen properly, ...