نتایج جستجو برای: armax identification

تعداد نتایج: 409430  

2007
S. Chen

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2008
Henri Nyberg

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...

2009
Le Van Duc

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...

2013
Youngjune Gwon H. T. Kung

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...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس 1389

abstract: country’s fiber optic network, as one of the most important communication infrastructures, is of high importance; therefore, ensuring security of the network and its data is essential. no remarkable research has been done on assessing security of the country’s fiber optic network. besides, according to an official statistics released by ertebatat zirsakht company, unwanted disconnec...

Journal: :The Review of scientific instruments 2009
Ioan Alexandru Ivan Micky Rakotondrabe Philippe Lutz Nicolas Chaillet

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...

2008
Jonathan B. Hill

We develop a class of Minimum Distance Estimators for semi-strong Nonlinear ARMAX-Nonlinear GARCH processes. The estimators are asymptotically normal for possibly very heavy-tailed data due to underlying shocks and/or model parameter values. In particular we only impose trivial moment conditions on the GARCH errors, covering non-stationary GARCH. The MDE class is couched within a Method of Mome...

2016
Jethro Browell

This paper derives revenue-maximising and risk-constrained strategies for stochastic generators participating in electricity markets with a single-price balancing mechanism. The solution to this problem requires forecasts of multiple processes: the participant’s energy production, day-ahead and balancing electricity prices, and the system length. By formulating the problem from a probabilistic ...

Journal: :IEEE Trans. Fuzzy Systems 2003
Bor-Sen Chen Yu-Shuang Yang Bore-Kuen Lee Tsern-Huei Lee

In order to exploit the nonlinear time-varying property of network traffic, the traffic flow from controlled sources is described by a fuzzy autoregressive moving-average model with auxiliary input (fuzzy ARMAX process), with the traffic flow from uncontrolled sources (i.e., cross traffic) being described as external disturbances. In order to overcome the difficulty of the transmission delay in...

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