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...
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...
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...
—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...
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...