Sparsely Observed Functional Time Series: Theory and Applications
Graph Chatbot
Chat with Graph Search
Ask any question about EPFL courses, lectures, exercises, research, news, etc. or try the example questions below.
DISCLAIMER: The Graph Chatbot is not programmed to provide explicit or categorical answers to your questions. Rather, it transforms your questions into API requests that are distributed across the various IT services officially administered by EPFL. Its purpose is solely to collect and recommend relevant references to content that you can explore to help you answer your questions.
The Matérn class is a parametric family of autocorrelation functions that is commonly used in geostatistics. We argue that a generalized, anisotropic version of this model is suitable for capturing the correlation structure of a variety of natural images. ...
This report describes additional experiments with LP-TRAPs -- speech features derived from autoregressive model applied to approximate temporal evolution of speech spectra in critical band-sized frequency sub-bands. The importance of free parameters, such ...
An adaptive distributed estimation strategy is developed based on incremental gradient techniques. The proposed scheme addresses the problem of distributed linear estimation in a cooperative fashion, resulting in a distributed algorithm that can respond in ...
Starting from the power spectral density of Matérn stochastic processes, we introduce a new family of splines that is defined in terms of the whitening operator of such processes. We show that these Matérn splines admit a stable representation in a B-splin ...
In this paper, we model a spatially varying channel where a source is moving along a random trajectory with respect to a fixed re- ceiver. The aim is to compute the power spectral density corre- sponding to the channel impulse response as a function of tem ...
This paper studies the local robustness of estimators and tests for the conditional location and scale parameters in a strictly stationary time series model. We first derive optimal bounded-influence estimators for such settings under a conditionally Gauss ...
A Kalman filter solution to active control and its fast-array implementation are provided. The adaptive control problem is formulated as a state-estimation problem and no interchanging of the adaptive filter and the secondary-path is imposed. Moreover, no ...
This work deals with factorial models for multiple time series. Its core content puts it at the interface between statistics and finance. After a brief description of the historical link between the two sciences, it reviews the literature on factorial mode ...
We propose, a recursive data driven risk estimation method for non-linear iterative: deconvolution. Our two main contributions are 1) a solution domain risk-estimation approach that is applicable to nonlinear restoration algorithms for ill-conditioned inve ...
Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2008
Models dealing directly with the raw acoustic speech signal are an alternative to conventional feature-based HMMs. A popular way to model the raw speech signal is by means of an autoregressive (AR) process. Being too simple to cope with the nonlinearity of ...
