16 resultados para Continuous-time Markov Chain


Relevância:

100.00% 100.00%

Publicador:

Resumo:

A brief introduction to the fractional continuous-time linear systems is presented. It will be done without needing a deep study of the fractional derivatives. We will show that the computation of the impulse and step responses is very similar to the classic. The main difference lies in the substitution of the exponential by the Mittag-Leffler function. We will present also the main formulae defining the fractional derivatives.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

IEEE CIRCUITS AND SYSTEMS MAGAZINE, Third Quarter

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Signal Processing, Vol. 83, nº 11

Relevância:

100.00% 100.00%

Publicador:

Resumo:

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Relevância:

100.00% 100.00%

Publicador:

Resumo:

IEE Proceedings - Vision, Image, and Signal Processing, Vol. 147, nº 1

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertation submitted in partial fulfilment of the requirements for the Degree of Master of Science in Geospatial Technologies

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Thesis submitted to the Instituto Superior de Estatística e Gestão de Informação da Universidade Nova de Lisboa in partial fulfillment of the requirements for the Degree of Doctor of Philosophy in Information Management – Geographic Information Systems

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertação para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertação apresentada para obtenção do Grau de Mestre em Engenharia Electrotécnica e de Computadores, pela Universidade Nova de Lisboa, Faculdade de Ciências e Tecnologia

Relevância:

100.00% 100.00%

Publicador:

Resumo:

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies