— A novel black-box model for time series of prices analysis is proposed. It is constructed using the technique of “shaping filter”. The model identification is then propos...
Abstract—Learning dynamical systems is one of the important problems in many fields. In this paper, we present an algorithm for learning non-linear dynamical systems which works...
Workload characterization involves the understanding of the relationship between workload configurations and performance characteristics. To better assess the complexity of worklo...
Richard M. Yoo, Han Lee, Kingsum Chow, Hsien-Hsin ...
We formulate the L2-gain control problem for a general nonlinear, state-space system with projection dynamics in the state evolution and hard constraints on the set of admissible ...
Joseph A. Ball, Martin V. Day, Tungsheng Yu, Pushk...
Diffusion processes are a family of continuous-time continuous-state stochastic processes that are in general only partially observed. The joint estimation of the forcing paramete...