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» Semi-automatic derivation of timing models for WCET analysis
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CSDA
2007
124views more  CSDA 2007»
14 years 9 months ago
Wavelet based time-varying vector autoregressive modelling
Vector autoregressive (VAR) modelling is one of the most popular approaches in multivariate time series analysis. The parameters interpretation is simple, and provide an intuitive...
João Ricardo Sato, Pedro Alberto Morettin, ...
CORR
2011
Springer
127views Education» more  CORR 2011»
14 years 4 months ago
Is a probabilistic modeling
— A new standpoint on financial time series, without the use of any mathematical model and of probabilistic tools, yields not only a rigorous approach of trends and volatility, ...
Michel Fliess, Cédric Join, Fréd&eac...
ICTAC
2005
Springer
15 years 3 months ago
Stochastic Analysis of Graph Transformation Systems: A Case Study in P2P Networks
In distributed and mobile systems with volatile bandwidth and fragile connectivity, non-functional aspects like performance and reliability become more and more important. To forma...
Reiko Heckel
ICC
2000
IEEE
15 years 2 months ago
A Framework for the Analysis of Adaptive Voice over IP
— In this paper, we present a framework for the analysis of a set of adaptive variable-bit-rate voice sources in a packet network. The instantaneous bit rate of each source is de...
Claudio Casetti, J. C. De Martin, Michela Meo
IOR
2008
103views more  IOR 2008»
14 years 9 months ago
Portfolio Credit Risk with Extremal Dependence: Asymptotic Analysis and Efficient Simulation
We consider the risk of a portfolio comprised of loans, bonds, and financial instruments that are subject to possible default. In particular, we are interested in performance meas...
Achal Bassamboo, Sandeep Juneja, Assaf J. Zeevi