Wavelet based Steglitz Mc-Bride algorithm for Identification of Multiscale Output-Error Models
Sign Up to like & getrecommendations! Published in 2018 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2018.09.076
Abstract: Abstract Identification of output-error models for systems with multiple time scales is known to be a challenging problem due to the spread of dynamics across a wide range of time scales. The wide separation in… read more here.
Keywords: error models; output error; error; identification multiscale ... See more keywords
Bootstrap based probability forecasting in multiplicative error models
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Econometrics"
DOI: 10.1016/j.jeconom.2020.01.022
Abstract: Abstract As evidenced by an extensive empirical literature, multiplicative error models (MEM) show good performance in capturing the stylized facts of nonnegative time series; examples include, trading volume, financial durations, and volatility. This paper develops… read more here.
Keywords: multiplicative error; bootstrap based; error models; probability ... See more keywords
Complete, minimal and continuous error models for the kinematic calibration of parallel manipulators based on POE formula
Sign Up to like & getrecommendations! Published in 2018 at "Mechanism and Machine Theory"
DOI: 10.1016/j.mechmachtheory.2017.11.003
Abstract: Abstract Determination of the identifiable parameters plays an important role in kinematic calibration of robot manipulators. For the conventional serial robots, a consensus has been reached on this problem. However, for the parallel manipulators, there… read more here.
Keywords: parallel manipulators; error models; kinematic calibration; complete minimal ... See more keywords
Principal components estimator for measurement error models
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Statistical Computation and Simulation"
DOI: 10.1080/00949655.2020.1713133
Abstract: ABSTRACT In this paper, we carry out the principal components regression approach to the measurement error models. We introduce the principal components estimator and then the restricted principal components estimator by combining the approaches principal… read more here.
Keywords: error models; error; estimator measurement; components estimator ... See more keywords
Using Liu estimator for detection of influential observations in linear measurement error models
Sign Up to like & getrecommendations! Published in 2019 at "Communications in Statistics - Theory and Methods"
DOI: 10.1080/03610926.2018.1475567
Abstract: Abstract In this paper, we introduce Liu estimator for the vector of parameters in linear measurement error models and discuss its asymptotic properties. Based on the Liu estimator, diagnostic measures are developed to identify influential… read more here.
Keywords: error models; liu estimator; influential observations; measurement error ... See more keywords
Correlated observation error models for assimilating all-sky infrared radiances
Sign Up to like & getrecommendations! Published in 2019 at "Atmospheric Measurement Techniques"
DOI: 10.5194/amt-12-3629-2019
Abstract: Abstract. The benefit of hyperspectral infrared sounders to weather forecasting has been improved with the representation of inter-channel correlations in the observation error model. A further step would be to assimilate these observations in all-sky… read more here.
Keywords: observation error; error models; assimilation; sky infrared ... See more keywords
A likelihood framework for deterministic hydrological models and the importance of non-stationary autocorrelation
Sign Up to like & getrecommendations! Published in 2019 at "Hydrology and Earth System Sciences"
DOI: 10.5194/hess-23-2147-2019
Abstract: Abstract. The widespread application of deterministic hydrological models in research and practice calls for suitable methods to describe their uncertainty. The errors of those models are often heteroscedastic, non-Gaussian and correlated due to the memory… read more here.
Keywords: error models; non stationary; hydrological models; deterministic hydrological ... See more keywords