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MCS
2008
Springer
14 years 11 months ago
The role of "leads" in the dynamic OLS estimation of cointegrating regression models
In this paper, we consider the role of "leads" of the first difference of integrated variables in the dynamic OLS estimation of cointegrating regression models. Specific...
Kazuhiko Hayakawa, Eiji Kurozumi
ICPR
2010
IEEE
14 years 11 months ago
Learning Non-Linear Dynamical Systems by Alignment of Local Linear Models
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...
Masao Joko, Yoshinobu Kawahara, Takehisa Yairi
ICCV
2009
IEEE
14 years 9 months ago
Complex volume and pose tracking with probabilistic dynamical models and visual hull constraints
We propose a method for estimating the pose of a human body using its approximate 3D volume (visual hull) obtained in real time from synchronized videos. Our method can cope with ...
Norimichi Ukita, Michiro Hirai, Masatsugu Kidode
MMAS
2011
Springer
14 years 6 months ago
Scalable Bayesian Reduced-Order Models for Simulating High-Dimensional Multiscale Dynamical Systems
While existing mathematical descriptions can accurately account for phenomena at microscopic scales (e.g. molecular dynamics), these are often high-dimensional, stochastic and thei...
Phaedon-Stelios Koutsourelakis, Elias Bilionis
ICML
2010
IEEE
15 years 28 days ago
Dynamical Products of Experts for Modeling Financial Time Series
Predicting the "Value at Risk" of a portfolio of stocks is of great significance in quantitative finance. We introduce a new class models, "dynamical products of ex...
Yutian Chen, Max Welling