TAR(p)/ARCH(1) process guaranteed parameter estimation and change-point detection; International MultiConference of Engineers and Computer Scientists, IMECS 2016; Vol. 2

TAR(p)/ARCH(1) process guaranteed parameter estimation and change-point detection; International MultiConference of Engineers and Computer Scientists, IMECS 2016; Vol. 2

Sonraí bibleagrafaíochta
Parent link:	International MultiConference of Engineers and Computer Scientists, IMECS 2016: Proceedings of the Conference, March 16-18, 2016, Hong Kong Vol. 2.— 2016.— [P. 936-941]
Príomhchruthaitheoir:	Burkatovskaya Yu. B. Yuliya Borisovna
Údar corparáideach:	Томский политехнический университет Институт кибернетики, ИК
Rannpháirtithe:	Sergeeva E. E. Ekaterina Evgenjevna, Vorobeychikov S. E. Sergey Erikovich
Achoimre:	Title screen A sequential method of unknown autoregressive parameters estimation of TAR(p)/ARCH(1) model, which all are assumed to be unknown, is presented. This procedure is based on the construction of the special stopping rule and weights for weighted least square estimation method, which allow us to guarantee the prescribe accuracy of the estimation.Also a sequential procedure of change point detection is proposed. Upper bounds for its basic characteristics, such as the probability of false alarm and the delay probability, are obtained.
Teanga:	Béarla
Foilsithe / Cruthaithe:	2016
Ábhair:	электронный ресурс труды учёных ТПУ оценка параметры изменения
Rochtain ar líne:	http://www.iaeng.org/publication/IMECS2016/IMECS2016_pp936-941.pdf
Formáid:	Leictreonach Caibidil leabhair
KOHA link:	https://koha.lib.tpu.ru/cgi-bin/koha/opac-detail.pl?biblionumber=648825

Míreanna comhchosúla

On Guaranteed Sequential Change Point Detection for TAR(1)/ARCH(1) Process; Communications in Computer and Information Science; Vol. 487 : Information Technologies and Mathematical Modelling, ITMM 2014
de réir: Burkatovskaya Yu. B. Yuliya Borisovna
Foilsithe / Cruthaithe: (2014)

TAR(p)/ARCH(1) Process with an Arbitrary Threshold: Guaranteed Parameter Estimation and Change-Point Detection; IAENG International Journal of Applied Mathematics; Vol. 46, iss. 3
de réir: Vorobeychikov S. E. Sergey Erikovich
Foilsithe / Cruthaithe: (2016)

Experimental Measurement of Strain Rate when Cutting; International MultiConference of Engineers and Computer Scientists, IMECS 2016; Vol. 2
de réir: Proskokov A. V. Andrey Vladimirovich
Foilsithe / Cruthaithe: (2016)

A Cartography and Information System of Hydrochemical Data; Lecture Notes in Engineering and Computer Science; Vol. 1 : International MultiConference of Engineers and Computer Scientists, IMECS 2016
de réir: Beym K. O. Kristina Olegovna
Foilsithe / Cruthaithe: (2016)

The Analysis of Different Methods to Stabilize the Location of Descent Underwater Vehicles; Lecture Notes in Engineering and Computer Science; Vol. 1 : International MultiConference of Engineers and Computer Scientists, IMECS 2017
de réir: Gaivoronsky (Gayvoronsky) S. A. Sergey Anatolievich
Foilsithe / Cruthaithe: (2017)

Control Systems of a Non-stationary Plant Based on MPC and PID Type Fuzzy Logic Controller; International MultiConference of Engineers and Computer Scientists, IMECS 2016; Vol. 1
Foilsithe / Cruthaithe: (2016)

Obtaining Titanium Dioxide of Rutile Form of Crystal Lattice from The Solutions Contained Fluorammonium Titanium Complex Salts; International MultiConference of Engineers and Computer Scientists, IMECS 2016; Vol. 2
de réir: Kantaev A. S. Aleksandr Sergeevich
Foilsithe / Cruthaithe: (2016)

Choice of the parameters of the cusum algorithms for parameter estimation in the markov modulated poisson process; Информационные технологии в науке, управлении, социальной сфере и медицине; Ч. 1
de réir: Burkatovskaya Yu. B. Yuliya Borisovna
Foilsithe / Cruthaithe: (2016)

Monte Carlo Method in Atmospheric Acoustics; Lecture Notes in Engineering and Computer Science; Vol. 2 : Proceedings of the International MultiConference of Engineers and Computer Scientists 2016. IMECS 2016, 16-18 March, 2016, Hong Kong
Foilsithe / Cruthaithe: (2016)

Choice of the Parameters of the CUSUM Algorithms for Parameter Estimation in the Markov Modulated Poisson Process; Advances in Computer Science Research; Vol. 51 : Information Technologies in Science, Management, Social Sphere and Medicine (ITSMSSM 2016)
de réir: Burkatovskaya Yu. B. Yuliya Borisovna
Foilsithe / Cruthaithe: (2016)

Mathematical Modeling of EDM Method of Water Purification; Lecture Notes in Engineering and Computer Science; Vol. 1 : Proceedings of the International MultiConference of Engineers and Computer Scientists 2016. IMECS 2016, 16-18 March, 2016, Hong Kong
Foilsithe / Cruthaithe: (2016)

Plant Identification in the Closed-loop Control System; Lecture Notes in Engineering and Computer Science; Vol. 1 : Proceedings of the International MultiConference of Engineers and Computer Scientists 2016. IMECS 2016, 16-18 March, 2016, Hong Kong
Foilsithe / Cruthaithe: (2016)

Theory of Point Estimation
de réir: Lehmann E. L.
Foilsithe / Cruthaithe: (New York, Springer-Verlag, 1998)

Sign CUSUM Algorithm for Change-Point Detection of the MMPP Controlling Chain State; Communications in Computer and Information Science; Vol. 638 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications, ITMM 2016
de réir: Burkatovskaya Yu. B. Yuliya Borisovna
Foilsithe / Cruthaithe: (2014)

CUSUM Algorithms for Parameter Estimation in Queueing Systems with Jump Intensity of the Arrival Process; Communications in Computer and Information Science; Vol. 564 : Information Technologies and Mathematical Modelling - Queueing Theory and Applications
de réir: Burkatovskaya Yu. B. Yuliya Borisovna
Foilsithe / Cruthaithe: (2015)

The Arched Window
de réir: Nathaniel H.
Foilsithe / Cruthaithe: (Санкт-Петербург, Лань, 2014)

Parameter estimation for leakage detection and inverse models; Проблемы геологии и освоения недр; Т. 2
de réir: Rakitin O. I.
Foilsithe / Cruthaithe: (2012)

Computational Methods for Estimating the Kinetic Parameters of Biological Systems
Foilsithe / Cruthaithe: (2022)

Spacecraft Maneuver with Performance Guaranteed Control, Games, and Cooperation /
de réir: Gao, Yufeng, et al.
Foilsithe / Cruthaithe: (2023)

From Corbel Arches to Double Curvature Vaults Analysis, Conservation and Restoration of Architectural Heritage Masonry Structures /
Foilsithe / Cruthaithe: (2022)

Multi-model Jumping Systems: Robust Filtering and Fault Detection
de réir: He, Shuping, et al.
Foilsithe / Cruthaithe: (2021)

Inclusive Development Through Guaranteed Employment India’s MGNREGA Experiences /
de réir: Pankaj, Ashok
Foilsithe / Cruthaithe: (2023)

Advances in Nonlinear Observer Design for State and Parameter Estimation in Energy Systems
de réir: Cecilia, Andreu
Foilsithe / Cruthaithe: (2023)

The Job Guarantee and Modern Money Theory Realizing Keynes’s Labor Standard /
Foilsithe / Cruthaithe: (2017)

Deep Reinforcement Learning with Guaranteed Performance A Lyapunov-Based Approach /
de réir: Zhang, Yinyan, et al.
Foilsithe / Cruthaithe: (2020)

Sto Telos ths Arches: Politichez parembaoeiz otey troxia toy Kypriachoy
de réir: Chpysostomidhs K. Kypros
Foilsithe / Cruthaithe: (Athens, Ekdoseis Kastaniote, 1997)

Political Activism and Basic Income Guarantee International Experiences and Perspectives Past, Present, and Near Future /
Foilsithe / Cruthaithe: (2020)

Multi-user detection for the downlink of NOMA systems with multi-antenna schemes and power-efficient amplifiers; Physical Communication; Vol. 33
Foilsithe / Cruthaithe: (2019)

Module "Compilers" of the сourse "Professional english" for bachelor degree students; Профессиональная подготовка студентов технического вуза на иностранном языке: эксклюзивные компетенции преподавателя
de réir: Burkatovskaya Yu. B. Yuliya Borisovna
Foilsithe / Cruthaithe: (2017)

Science-Based Course Design for Blended Learning in University; Вариативность и стандартизация языкового образования в неязыковом вузе
de réir: Burkatovskaya Yu. B. Yuliya Borisovna
Foilsithe / Cruthaithe: (2024)

Employment Guarantee Programme and Dynamics of Rural Transformation in India Challenges and Opportunities /
Foilsithe / Cruthaithe: (2018)

Photometric method of estimation of coagulation process parameters; Micro/Nanotechnologies and Electron Devices (EDM)
de réir: Nosova E. V. Ekaterina Vladimirovna
Foilsithe / Cruthaithe: (2015)

Roles of Financial Institutions and Credit Guarantees in Regional Revitalization in Japan
de réir: Yamori, Nobuyoshi, et al.
Foilsithe / Cruthaithe: (2019)

Measurement of the electron beam profile by the multi-angle scanning method; Young Scientists and Specialists (AYSS-2024)
Foilsithe / Cruthaithe: (2024)

The Point of View
de réir: Henry J.
Foilsithe / Cruthaithe: (Санкт-Петербург, Лань, 2013)

Transactions on Engineering Technologies International MultiConference of Engineers and Computer Scientists 2018 /
Foilsithe / Cruthaithe: (2020)

Estimation of Parameters of Digital Radiography Systems; IEEE Transactions on Nuclear Science; Vol. 65, iss. 10
Foilsithe / Cruthaithe: (2018)

Inventory Management in Multi-Echelon Networks On the Optimization of Reorder Points /
de réir: Grob, Christopher
Foilsithe / Cruthaithe: (2019)

A la Pointe
de réir: Апухтин А. Н.
Foilsithe / Cruthaithe: (Санкт-Петербург, Лань, 2013)

A Point of View
de réir: Conan D. A.
Foilsithe / Cruthaithe: (Санкт-Петербург, Лань, 2013)