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Time series modeling and analysis is central to most financial and econometric data modeling. With increased globalization in trade, commerce and finance, national variables like gross domestic productivity (GDP) and unemployment rate, market variables lik ...
Frequency Domain Linear Prediction (FDLP) represents the technique for approximating temporal envelopes of a signal using autoregressive models. In this paper, we propose a wide-band audio coding system exploiting FDLP. Specifically, FDLP is applied on cri ...
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 ...
We study the existence of equilibria with endogenously complete mar- kets in a continuous-time, heterogenous agents economy driven by a multi- dimensional diffusion process. Our main results show that if prices are real analytic as functions of time and the ...
Frequency Domain Linear Prediction (FDLP) represents the technique for approximating temporal envelopes of a signal using autoregressive models. In this paper, we propose a wide-band audio coding system exploiting FDLP. Specifically, FDLP is applied on cri ...
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 ...
This thesis explores latent-variable probabilistic models for the analysis and classification of electroenchephalographic (EEG) signals used in Brain Computer Interface (BCI) systems. The first part of the thesis focuses on the use of probabilistic methods ...
This thesis explores latent-variable probabilistic models for the analysis and classification of electroenchephalographic (EEG) signals used in Brain Computer Interface (BCI) systems. The first part of the thesis focuses on the use of probabilistic methods ...
The development of a hydrological forecasting model is conditioned by the available data collected in the entire hydrological catchment for which discharge has to be predicted. The forecast quality not only depends on the available historical data but also ...
The problem of estimating and predicting Origin-Destination (OD) tables is known to be important and difficult. In the specific context of Intelligent Transportation Systems (ITS), the dynamic nature of the problem and the real-time requirements make it ev ...