Abstract. We report here on an experimental investigation of LTL satisfiability checking via a reduction to model checking. By using large LTL formulas, we offer challenging model-...
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
Kaizhu Huang, Haiqin Yang, Irwin King, Michael R. ...
We develop regression diagnostics for functional regression models which relate a functional response to predictor variables that can be multivariate vectors or random functions. ...
We address an approximation method for Gaussian process (GP) regression, where we approximate covariance by a block matrix such that diagonal blocks are calculated exactly while o...