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state-space methods

Statistical Software for State Space Methods

Statistical Software for State Space Methods

... the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical ...of state space methods for the ...

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Working Paper Fast Efficient Importance Sampling by State Space Methods

Working Paper Fast Efficient Importance Sampling by State Space Methods

... SPDK methods for constructing the importance density for nonlinear non-Gaussian state space ...using state space methods and illustrate the gains of our modified efficient ...

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State Space Methods in Ox/SsfPack

State Space Methods in Ox/SsfPack

... The second function is the objective function to be passed to the maximizer and, as noted above, must have a specific structure (see Section 1.4 ). Before proceeding with the discus- sion of the function, two things need ...

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The STAMP Software for State Space Models

The STAMP Software for State Space Models

... statistical methods are often demonstrated to produce results that differ from those of previous methods, but it is unclear that these differences are of any importance to the subject matter at ...use ...

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The state space models toolbox for MATLAB

The state space models toolbox for MATLAB

... State Space Models (SSM) is a MATLAB toolbox for time series analysis by state space methods. The software features fully interactive construction and combination of models, with ...

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A Flexible State Space Model and its Applications

A Flexible State Space Model and its Applications

... its state space ...The state space representation is not unique, for one can increase the dimensions of the state vector but equally represent the same data generating ...the ...

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Non-state space: The strategic ejection of dangerous and high maintenance urban space

Non-state space: The strategic ejection of dangerous and high maintenance urban space

... counter-public space is adjacent to or at least within strategic range of ‘ policeable society ’ ...public space have tended to stress either the punitive control and paci fi cation of space (Allen, ...

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Calibration methods for microwave free space measurements

Calibration methods for microwave free space measurements

... calibration methods for the precise, contact-less measurement of the permittivity, permeability or humidity of materials are ...free space mea- surement system principally consists of a pair of focusing ...

7

Super-Nodal Methods for Space Time Kinetics

Super-Nodal Methods for Space Time Kinetics

... Ougouag [13] improved the transverse leakage approximation by moment weighting the diffusion equation by the Legendre Polynomials before transverse integrating the diffusion equation. This approach allowed them to expand ...

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State space reparametrization for approximating nonlinear models in Bayesian state estimation

State space reparametrization for approximating nonlinear models in Bayesian state estimation

... object state before starting the filtering process, and proper modeling of this initial distribution is essential to obtaining accurate ...the state of the target evolves through time, and models also any ...

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A Learning State-Space Model for Image Retrieval

A Learning State-Space Model for Image Retrieval

... Generally speaking, image segmentation may not be con- sistent with human perception. Our proposal is not to gener- ate the perfect regions with segmentation, but rather to de- termine useful ones. We use the well-known ...

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A Parallel Algorithm for the State Space Exploration

A Parallel Algorithm for the State Space Exploration

... In [20], the authors propose a parallel algorithm for the construction of state space. The architecture used is a shared memory multiprocessor architecture. States are stored in the local hash tables ...

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A General State-Space Formulation for Online Scheduling

A General State-Space Formulation for Online Scheduling

... new state-space model relies on a comprehensive update step of the task-states, in between the online iterations, to promptly reflect the delays and breakdowns in the ...

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Reliability state space model of Power Transformer

Reliability state space model of Power Transformer

... three state model of winding and other two state model of core, Bushing, tank, cooler and finally establish the reliability five state model of transformer[5] ...five state model shown A,B,C,D ...

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Data Analysis Methods in Knowledge Space Theory

Data Analysis Methods in Knowledge Space Theory

... The number of response patterns to be simulated (the sample size) is specified by size, the careless error and lucky guess noise parameters are given by ce and lg, respectively. The single careless error ce and lucky ...

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Ethnocultural space of Krasnoyarsk Krai: the current state

Ethnocultural space of Krasnoyarsk Krai: the current state

... houses, but also by tourist tents, which are easier to use during the hunt. Chums are still used by herders belonging to other ethnic groups (for example, the Nenets and the Yessey Yakuts), but they use modern, but not ...

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State Space Models in Medical Time Series

State Space Models in Medical Time Series

... the state transition retains the features of the linear Markov model of order ...the state posterior distribution of the DGLM is not analyt- ically ...the state posterior ...

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Efficient Likelihood Evaluation of State-Space Representations

Efficient Likelihood Evaluation of State-Space Representations

... SMC methods to the evaluation of DSGE models has been demonstrated by Fernandez-Villaverde and Rubio-Ramirez (2005, ...to state variables, particularly given the presence of ...

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Bootstrap prediction intervals in State Space models

Bootstrap prediction intervals in State Space models

... in State Space models can be obtained by assum- ing Gaussian innovations and using the prediction equations of the Kalman filter, where the true parameters are substituted by consistent ...in State ...

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Automated parallelization of discrete state-space generation

Automated parallelization of discrete state-space generation

... generated state-space exceeds the available main ...of state-spaces amenable to generation by exploiting the aggregate memory available in a distributed-memory computer ...generated state ...

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