Vamshhi Pavan Kumar Varma Vegeshna This paper presents a novel approach to reconstruct complete 3D deformable models over time by a single depth camera. These are the steps employed for deforming objects from single depth camera. The partial surfaces reconstructed from various times of capture are assembled together to form a complete 3D surface. A mesh warping algorithm is used to align differ...

Analoji, gündelik yaşamda olduğu gibi, sanat, eğitim, bilim ve felsefede sıkça başvurulan düşünme türü yargıya varma sürecidir. Ne var ki, analojinin tanımı uygulanabilirliği konusundaki görüşler, kullanım alanları kadar çeşitlilik arz etmektedir. Bu araştırma, analojik düşünmenin doğası mekanizması ile çeşitli aşamalarını incelemeyi bilgi edinme sürecindeki rolünü değerlendirmeyi amaçlamaktadı...

We propose a static auxiliary field approximation to study the hybridization physics of Kondo systems without sign problem and use mutual information measure intersite correlations. Our method takes full account spatial fluctuations fields at all orders overcomes artificial (first-order) phase transition predicted in mean-field approximation. When applied two-impurity model, it reveals logarith...

Islamic financial instruments have been experiencing rapid growth in the last 50 years. Despite unique motivation formulating them, namely based on Syariah law, their movement might link to those of conventional ones. This paper is devoted investigating such interactions. It does so by applying two multivariate time series models estimate various instruments, both and The are VAR (Vector Autore...

Of the various renewable energy resources, wind power is widely recognized as one of the most promising. The management of wind farms and electricity systems can benefit greatly from the availability of estimates of the probability distribution of wind power generation. However, most research has focused on point forecasting of wind power. In this paper, we develop an approach to producing dens...

We study two linear estimators for stationary invertible VARMA models in echelon form (for identification), with known Kronecker indices. Such linear estimators are much simpler to compute than Gaussian maximum likelihood (ML) estimators often proposed for such models, which are highly nonlinear. The first estimator is an improved two-step estimator which can be interpreted as a generalized lea...