Case Study on the Direct Filter Approach

نویسندگان

  • Marcel Dettling
  • Marc Wildi
چکیده

In practice, signal extraction is based on finite samples X1, ..., XT and, very often, current estimates of the interesting components (t = T ) import: a socalled ‘concurrent’ or ‘real-time’ estimate of the trend or of its turning-points has a strong prospective content, since the future evolution of the time series is likely to be conditioned by this component. Whereas forecasting tools generally emphasize the one-step ahead perspective (at least this is true for model-based approaches such as ARIMA), real-time signal extraction may be used to infer future mid-term dynamics.

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Telecobalt Machine Beam Intensity Modulation with Aluminium Compensating Filter Using Missing Tissue Approach

Introduction: The present study aimed to generate intensity-modulated beams with Aluminium compensating filters for a conventional telecobalt machine based on the outputs of a treatment planning system (TPS) performing forward planning and cannot simulate directly the compensating filter. Materials and Methods: In order to achieve the beam intensity modulation during treatment planning with th...

متن کامل

Active Filter Control Method Based on Direct Power Control for Compensating Reactive Powers due to Unbalanced Voltages and Nonlinear Loads

Active filters have proven to be more effective than passive techniques to improve power quality and to solve harmonic and power factor problems due to nonlinear loads. This paper proposes a control scheme based on the instantaneous active and reactive power. The inverter of this active filter is a three-phase, two-level converter. Space vector technique is used as modulators and pattern genera...

متن کامل

Mitigation of Switching Harmonics in Shunt Active Power Filter Based on Variable Structure Control Approach

This paper presents a novel control approach used in shunt active power filter based on variable structure control combined with Random PWM technique (RVSC) that provides robust, fast, and more favorable performance for active power filter. This control strategy is compared with two other strategies to show the effectiveness of the introduced methods; pulse width modulated proportional-integral...

متن کامل

Fuzzy-rough Information Gain Ratio Approach to Filter-wrapper Feature Selection

Feature selection for various applications has been carried out for many years in many different research areas. However, there is a trade-off between finding feature subsets with minimum length and increasing the classification accuracy. In this paper, a filter-wrapper feature selection approach based on fuzzy-rough gain ratio is proposed to tackle this problem. As a search strategy, a modifie...

متن کامل

Distance Dependent Localization Approach in Oil Reservoir History Matching: A Comparative Study

To perform any economic management of a petroleum reservoir in real time, a predictable and/or updateable model of reservoir along with uncertainty estimation ability is required. One relatively recent method is a sequential Monte Carlo implementation of the Kalman filter: the Ensemble Kalman Filter (EnKF). The EnKF not only estimate uncertain parameters but also provide a recursive estimat...

متن کامل

Formulating optimal marketing scenarios by Agent Based simulation approach (Case study: Tejarat Bank)

In recent years, the banking industry has witnessed great changes in the field of competition, which has led to the rise of market share and the attraction of customer concern to many of the managers in the banking industry. In the same vein, banks are always struggling to achieve a desirable position by utilizing new approaches to marketing in a competitive environment. Due to this importance,...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2007