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CDC
2009
IEEE
129views Control Systems» more  CDC 2009»
13 years 10 months ago
An algorithm for estimating time-varying commodity price models
— Given the current financial crisis, there is renewed interest in modelling how the price of commodities change in the market. Traditionally, such models have assumed constant ...
Boris I. Godoy, Graham C. Goodwin, Juan C. Agü...
ADVIS
2004
Springer
13 years 9 months ago
On Families of New Adaptive Compression Algorithms Suitable for Time-Varying Source Data
In this paper, we introduce a new approach to adaptive coding which utilizes Stochastic Learning-based Weak Estimation (SLWE) techniques to adaptively update the probabilities of t...
Luís G. Rueda, B. John Oommen
IJCSS
2006
67views more  IJCSS 2006»
13 years 5 months ago
Recursive Filter Design for Estimating Time Varying Multijoint Human Arm Viscoelasticity
The time varying human multijoint arm dynamics can be modeled by two factors, simplified musculoskeletal dynamics and the uncertainty factor consisting of measurement noises and m...
Mingcong Deng, Akira Inoue, Hiroaki Gomi, Yoichi H...
SIAMCO
2000
89views more  SIAMCO 2000»
13 years 5 months ago
Persistence of Excitation Properties for Time-Varying Autoregressive Systems
It is well known that a crucial property for the effective identification of time-varying systems is that the data carry continual information on the parameters to be estimated. As...
Sergio Bittanti, Marco C. Campi
CG
2008
Springer
13 years 7 months ago
Whole-History Rating: A Bayesian Rating System for Players of Time-Varying Strength
Whole-History Rating (WHR) is a new method to estimate the time-varying strengths of players involved in paired comparisons. Like many variations of the Elo rating system, the whol...
Rémi Coulom