A Decentralized Market Information System (DMIS) that aggregates and provides information about markets is an important component for achieving markets in Grid and Peer-to-Peer sys...
We propose a new approach to adaptive system identification when the system model is sparse. The approach applies the ℓ1 relaxation, common in compressive sensing, to improve t...
The moment problem matured from its various special forms in the late 19th and early 20th Centuries to a general class of problems that continues to exert profound influence on the...
The Hurst parameter H characterizes the degree of long-range dependence (and asymptotic selfsimilarity) in stationary time series. Many methods have been developed for the estimat...
Stilian Stoev, Murad S. Taqqu, Cheolwoo Park, Geor...
In this paper, we develop methods to rapidly remove rough features from irregularly triangulated data intended to portray a smooth surface. The main task is to remove undesirable ...