Outline Introduction Semi-parametric dynamic copula Motivation Local likelihood estimation Variance of the estimator Bias of the estimator Bandwidth selection Estimation of joint likelihood Modeling of marginal distributions Simulations and applications Simulations Empirical example Conclusions Problems and Solutions Problems Modeling dependence is critical for financial time series Model volat...

Nonlinear device behavior is one of the concerns in telecommunications because of the possible information interference and the reduction in effective bandwidth. Measurement systems and black box modeling techniques to characterize and simulate these nonlinear devices would be a valuable tool. This paper explains briefly a prototype of a measurement system for nonlinear RF and microwave devices...

We describe a combined nonlinear acoustic echo cancellation and residual echo suppression system. The echo canceler uses parallel Hammerstein branches consisting of fixed nonlinear basis functions and linear adaptive filters. The residual echo suppressor uses an Artificial Neural Network for modeling of the residual echo spectrum from spectral features computed from the far-end signal. We show ...

Nonlinear device behavior is one of the concerns in telecommunications because of the possible information interference and the reduction in effective bandwidth. Measurement systems and black box modeling techniques to characterize and simulate these nonlinear devices would be a valuable tool. This paper explains briefly a prototype of a measurement system for nonlinear RF and microwave devices...

This paper presents a nonlinear analytical model for micromechanical silicon ring resonators with bulk-mode vibrations. A distributed element model has been developed to describe the dynamic behavior of the micromechanical ring resonator. This model shows the nonlinear effects in a silicon ring resonator focusing on the effect of large amplitudes around the resonance frequency, material and ele...

background: despite some successful dynamic simulation of self-impact double pendulum (sidp)-as humanoid robots legs or arms- studies, there is limited information available about the control of one leg locomotion. objective   : the main goal of this research is to improve the reliability of the mammalians leg locomotion and building more elaborated models close to the natural movements, by mod...

An effective modeling method for nonlinear distributed parameter systems (DPSs) is critical for both physical system analysis and industrial engineering. In this paper, we propose a novel DPS modeling approach, in which a high-order nonlinear Volterra series is used to separate the time/space variables. With almost no additional computational complexity, the modeling accuracy is improved more t...

We present an approach for modeling and filtering digitally scanned images. The digital contour of an image is segmented to identify the linear segments, the nonlinear segments and critical corners. The nonlinear segments are modeled by B-splines. To remove the contour noise, we propose a weighted least q m s model to account for both the fitness of the splines as well as their approximate cur...

the quantitative structure-retention relationship (qsrr) of nanoparticles in roadside atmosphere against the comprehensive two-dimensional gas chromatography which was coupled to high-resolution time-of-flight mass spectrometry was studied. the genetic algorithm (ga) was employed to select the variables that resulted in the best-fitted models. after the variables were selected, the linear multi...

common heat transfer fluids such as water, ethylene glycol, and engine oil have limited heat transfer capabilities due to their low heat transfer properties. nanofluids are suspensions of nanoparticles in base fluids, a new challenge for thermal sciences provided by nanotechnology. in this study, we are to optimize and report the effects of various parameters such as the ratio of the thermal co...