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CSDA
2006
84views more  CSDA 2006»
13 years 8 months ago
Extremal financial risk models and portfolio evaluation
It is difficult to find an existing single model which is able to simultaneously model exceedances over thresholds in multivariate financial time series. A new modeling approach, ...
Zhengjun Zhang, James Huang
VVS
2000
IEEE
121views Visualization» more  VVS 2000»
14 years 1 months ago
Volumetric backprojection
Volumetric energy backprojection captures the effects of myriad physical processes including global illumination and reconstruction. We present a method to perform efficient volu...
Frank Dachille, Klaus Mueller, Arie E. Kaufman
OTM
2005
Springer
14 years 2 months ago
An Hybrid Intermediation Architectural Approach for Integrating Cross-Organizational Services
Nowadays, workflow research has shifted from fundamentals of workflow modelling and enactment towards improvement of the workflow modelling lifecycle and integration of workflow en...
Giannis Verginadis, Panagiotis Gouvas, Gregoris Me...
AUTOMATICA
2006
132views more  AUTOMATICA 2006»
13 years 8 months ago
A new autocovariance least-squares method for estimating noise covariances
Industrial implementation of model-based control methods, such as model predictive control, is often complicated by the lack of knowledge about the disturbances entering the syste...
Brian J. Odelson, Murali R. Rajamani, James B. Raw...
KES
2006
Springer
13 years 8 months ago
A Framework for distributed knowledge management in autonomous logistic processes
The trends and recent changes in logistics lead to complex and partially conflicting requirements on logistic planning and control systems. Due to the lack of efficiency of curren...
Hagen Langer, Jan D. Gehrke, Joachim Hammer, Marti...