Concept

Autoregressive integrated moving average

Related publications (93)

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Diffusion Adaptation Over Networks Under Imperfect Information Exchange and Non-Stationary Data

Ali H. Sayed

Adaptive networks rely on in-network and collaborative processing among distributed agents to deliver enhanced performance in estimation and inference tasks. Information is exchanged among the nodes, usually over noisy links. The combination weights that a ...

IEEE2012

List-Decoding for the Arbitrarily Varying Channel Under State Constraints

Michael Christoph Gastpar

List-decoding for arbitrarily varying channels (AVCs) under state constraints is investigated. It is shown that rates within of the randomized coding capacity of AVCs with input-dependent state can be achieved under maximal error with list-decoding using l ...

2012

Performance of two model-free data interpretation methods for continuous monitoring of structures under environmental variations

Ian Smith, Ngoc Thanh Trinh, Irwanda Laory

Interpreting measurement data from continuous monitoring of civil structures for structural health monitoring (SHM) is a challenging task. This task is even more difficult when measurement data are influenced by environmental variations, such as temperatur ...

2011

Evaluating two model-free data interpretation methods for measurements that are influenced by temperature

Ian Smith, Ngoc Thanh Trinh, Irwanda Laory

Interpreting measurement data to extract meaningful information for damage detection is a challenge for continuous monitoring of structures. This paper presents an evaluation of two model-free data interpretation methods: moving principal component analysi ...

Elsevier2011

Moving horizon estimation for distributed nonlinear systems with application to cascade river reaches

Giancarlo Ferrari Trecate, Marcello Farina

In this paper we consider a nonlinear constrained system observed by a sensor network and propose a distributed state estimation scheme based on moving horizon estimation (MHE). In order to embrace the case where the whole system state cannot be reconstruc ...

2011

Dissecting the Dynamics of the US Trade Balance in an Estimated Equilibrium Model

In an estimated two-country DSGE model, we find that efficiency shocks specific to investment account for more than half of the forecast variance of cyclical fluctuations in the US trade balance. Both domestic and foreign investment-specific shocks have a ...

Ghent University Faculty of Economics and Business Administration Working Paper 2008/5442011

Traj-ARIMA: A Spatial-Time Series Model for Network-Constrained Trajectory

Zhixian Yan

Trajectory data play an important role in analyzing real world applications that involve movement features, e.g. natural and social phenomena such as bird migration, transportation management, urban planning and tourism analysis. Such trajectory data are a ...

2010

In this paper we consider a nonlinear constrained system observed by a sensor network and propose a distributed state estimation scheme based on Moving Horizon Estimation (MHE). In order to embrace the case where the whole system state cannot be reconstruc ...

2010

Distributed moving horizon estimation for nonlinear constrained systems

Giancarlo Ferrari Trecate, Marcello Farina

2010

The aim of structural performance monitoring is to infer the state of a structure from measurements and thereby support decisions related to structural management. Complex structures may be equipped with hundreds of sensors that measure quantities such as ...

University of Nottingham Press2010