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» Density Estimation in Linear Time
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CSDA
2011
14 years 6 months ago
Improved interval estimation of long run response from a dynamic linear model: A highest density region approach
This paper proposes a new method of interval estimation for the long run response (or elasticity) parameter from a general linear dynamic model. We employ the biascorrected bootst...
Jae H. Kim, Iain Fraser, Rob J. Hyndman
CORR
2002
Springer
78views Education» more  CORR 2002»
14 years 11 months ago
Linear-Time Algorithms for Computing Maximum-Density Sequence Segments with Bioinformatics Applications
an abstract optimization problem arising from biomolecular sequence analysis. For a sequence A of pairs (ai, wi) for i = 1, . . . , n and wi > 0, a segment A(i, j) is a consecu...
Michael H. Goldwasser, Ming-Yang Kao, Hsueh-I Lu
ESANN
2004
15 years 21 days ago
Linearization identification and an application to BSS using a SOM
The one-dimensional functional equation g(y(t)) = cg(z(t)) with known functions y and z and constant c is considered. The indeterminacies are calculated, and an algorithm for appro...
Fabian J. Theis, Elmar Wolfgang Lang
MA
2010
Springer
107views Communications» more  MA 2010»
14 years 9 months ago
The multiple hybrid bootstrap - Resampling multivariate linear processes
The paper reconsiders the autoregressive aided periodogram bootstrap (AAPB) which has been suggested in Kreiß and Paparoditis (2003). Their idea was to combine a time domain param...
Carsten Jentsch, Jens-Peter Kreiss
SDM
2009
SIAM
343views Data Mining» more  SDM 2009»
15 years 8 months ago
Change-Point Detection in Time-Series Data by Direct Density-Ratio Estimation.
Change-point detection is the problem of discovering time points at which properties of time-series data change. This covers a broad range of real-world problems and has been acti...
Masashi Sugiyama, Yoshinobu Kawahara