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WSC
2007
13 years 9 months ago
Importance sampling of compounding processes
Compounding processes, also known as perpetuities, play an important role in many applications; in particular, in time series analysis and mathematical finance. Apart from some s...
Jose Blanchet, Bert Zwart
PROCEDIA
2010
123views more  PROCEDIA 2010»
13 years 6 months ago
An adaptive model switching and discretization algorithm for gas flow on networks
We are interested in the simulation and optimization of gas transport in networks. Those networks consist of pipes and various other components like compressor stations and valves...
Pia Domschke, Oliver Kolb, Jens Lang
EAAI
2007
199views more  EAAI 2007»
13 years 7 months ago
Nonlinear system modeling and robust predictive control based on RBF-ARX model
An integrated modeling and robust model predictive control (MPC) approach is proposed for a class of nonlinear systems with unknown steady state. First, the nonlinear system is id...
Hui Peng, Zi-Jiang Yang, Weihua Gui, Min Wu, Hideo...
JCP
2007
100views more  JCP 2007»
13 years 7 months ago
Extraction of Unique Independent Components for Nonlinear Mixture of Sources
—In this paper, a neural network solution to extract independent components from nonlinearly mixed signals is proposed. Firstly, a structurally constrained mixing model is introd...
Pei Gao, Li Chin Khor, Wai Lok Woo, Satnam Singh D...
CSDA
2006
191views more  CSDA 2006»
13 years 7 months ago
Forecasting daily time series using periodic unobserved components time series models
We explore a periodic analysis in the context of unobserved components time series models that decompose time series into components of interest such as trend, seasonal and irregu...
Siem Jan Koopman, Marius Ooms