In this paper the Cramer-Rao information bound for ARMAX (Auto-Regression-Moving-Average-Models-with-Exogenuos-inputs) under non-Gaussian noise is derived. It shown that direct application of Least Squares Method (LSM) leads to incorrect (shifted) parameter estimates. This inconsistency can be corrected by implementation parallel usage MLMW (Maximum Likelihood with Whitening) procedure, applied...

The research presented in the article was aimed at verifying effectiveness of environmental taxes reducing level greenhouse gas emissions. For this purpose, data provided by Eurostat category were used. They treated as explanatory variables. Data entered into ARMAX models built authors. dependent variable emission two gases covered research, namely carbon dioxide and methane. carried out Poland...

Several empirical studies have documented that the signs of excess stock returns are, to some extent, predictable. In this paper, we consider the predictive ability of the binary dependent dynamic probit model in predicting the direction of monthly excess stock returns. The recession forecast obtained from the model for a binary recession indicator appears to be the most useful predictive varia...

Artificial Neural Network (ANN) model along with Back Propagation Algorithm (BPA) has been applied in many fields, especially in hydrology and water resources management to simulate or forecast rainfall runoff process, discharge and water level time series, and other hydrological variables. Several researches have recently been focusing to compare the applicability of ANN model with other theor...

We introduce a novel networking application of deep learning to infer the origin traffic pattern in Wi-Fi from observing only received frame runs and gaps. CSMA adds linear and nonlinear altercations to the original characteristics of a flow, which is subject to further distortions from mixing with other flows. We devise a multi-layer inference pipeline based on sparse coding and dictionary lea...

This paper presents a new method of self-sensing both of the displacement and the external applied force at the tip of piezoelectric cantilevers. Integrated electric current across piezoelectric actuators is compensated against material nonlinearities (creep, hysteresis) to provide reliable information. We propose to compensate the hysteresis by using the Prandtl-Ishlinskii static approach whil...