59 search results - page 1 / 12 » Numerically stable cointegration analysis |
CSDA
2002
13 years 4 months ago
2002
Cointegration analysis involves the solution of a generalized eigenproblem involving moment matrices and inverted moment matrices. These formulae are unsuitable for actual computa...
ICDE
2012
IEEE
11 years 7 months ago
2012
IEEE
—With the exponential growth in the amount of data that is being generated in recent years, there is a pressing need for applying machine learning algorithms to large data sets. ...
CLUSTER
2009
IEEE
13 years 9 months ago
2009
IEEE
—Statistical analysis is widely used for countless scientific applications in order to analyze and infer meaning from data. A key challenge of any statistical analysis package a...
SMA
2010
ACM
13 years 2 months ago
2010
ACM
Mixed finite element methods solve a PDE involving two or more variables. In typical problems from electromagnetics and electrodiffusion, the degrees of freedom associated to the ...
QUESTA
2008
13 years 4 months ago
2008
We introduce the Conditional Mean Value Analysis (CMVA) algorithm, an exact solution method for product-form load-dependent closed queueing networks that provides a numerically st...