Robustness has become a popular issue in engineering. For products, Taguchi suggests to adjust the design so that product performance is insensitive to the effects of uncontrolled...
Stochastic perturbation methods can be applied to problems for which either the objective function is represented analytically, or the objective function is the result of a simula...
Abstract-- In this paper, we propose an adaptive linear approach for time series modeling and steam line leakage detection. Weighted recursive least squares (WRLS) method is used f...
In the past few years, a certain number of authors have proposed analysis methods of the time series built from a long range dependence noise. One of these methods is the Detrended...
These notes cover several topics such as Univariate Time Series Analysis, The Distribution of a Sample Average, Least Squares, Instrumental Variable Method, Simulating the Finite S...