Linear Autoregression for Prediction: Small Sample Inference
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.
Linear time-invariant (LTI) modeling is a powerful and simple tool to describe biomedical systems dynamics around given working points for a limited time horizon. However, when a larger range of behaviors is considered, and/or the time horizon becomes wide ...
This paper describe an application of a transductive method for risk mapping which allows to compute the confidence interval of an estimation, without any assumption on data distribution, except identity and independancy of inputs. The method is compared t ...
In the last decade, several Life Cycle Assessment (LCA) methods for assessing impact of products on living resources have been developed. Beyond the quantified assessments of impacts on living systems, it also checked the feasibility of the impact assessme ...
A common technique to extend linear prediction to nonstationary signals is time segmentation: the signal is split into small portions and the modelization is carried out locally. The accuracy of the analysis is, however, dependent on the window size and on ...
This paper describe an application of a transductive method for risk mapping which allows to compute the confidence interval of an estimation, without any assumption on data distribution, except identity and independancy of inputs. The methos reliability i ...
We consider one aspect of the general problem of unicast equation based rate control in the Internet, which we formulate as follows. When a so called ``loss-event" occurs, a data source updates its sending rate by setting it to f(pn^), where $\hat{ ...
A total of 826 temperature and shear microstructure profiles, measured during 12 days in March 1996 in Lake Neuchatel (Switzerland), are used to compare estimates of turbulent kinetic energy dissipation, determined by the Batchelor (mu T; temperature) and ...
The results of a previous paper claiming the demonstration that edge localized mode (ELM) dynamics on TCV are chaotic in a number of cases has recently been called into question, because the statistical test employed was found to also identify linear auto ...
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 ...
The saddlepoint approximation was introduced into statistics in 1954 by Henry E. Daniels. This basic result on approximating the density function of the sample mean has been generalized to many situations. The accuracy of this approximation is very good, p ...
