59 search results - page 1 / 12 » Numerically stable cointegration analysis |
CSDA
2002
13 years 10 months ago
2002
Cointegration analysis involves the solution of a generalized eigenproblem involving moment matrices and inverted moment matrices. These formulae are unsuitable for actual computa...
ICDE
2012
IEEE
12 years 1 months ago
2012
IEEE
—With the exponential growth in the amount of data that is being generated in recent years, there is a pressing need for applying machine learning algorithms to large data sets. ...
CLUSTER
2009
IEEE
14 years 3 months ago
2009
IEEE
—Statistical analysis is widely used for countless scientific applications in order to analyze and infer meaning from data. A key challenge of any statistical analysis package a...
SMA
2010
ACM
13 years 8 months ago
2010
ACM
Mixed finite element methods solve a PDE involving two or more variables. In typical problems from electromagnetics and electrodiffusion, the degrees of freedom associated to the ...
QUESTA
2008
13 years 10 months ago
2008
We introduce the Conditional Mean Value Analysis (CMVA) algorithm, an exact solution method for product-form load-dependent closed queueing networks that provides a numerically st...