Displaying similar documents to “Asymptotics for weakly dependent errors-in-variables”

A sample-time adjusted feedback for robust bounded output stabilization

Patricio Ordaz, Hussain Alazki, Alexander Poznyak (2013)

Kybernetika

Similarity:

This paper deals with a bounded control design for a class of nonlinear systems where the mathematical model may be not explicitly given. This class of uncertain nonlinear systems governed by a system of ODE with quasi-Lipschitz right-hand side and containing external perturbations as well. The Attractive Ellipsoid Method (AEM) application permits to describe the class of nonlinear feedbacks (containing a nonlinear projection operator, a linear state estimator and a feedback matrix-gain)...

Holt-Winters method with general seasonality

Tomáš Hanzák (2012)

Kybernetika

Similarity:

The paper suggests a generalization of widely used Holt-Winters smoothing and forecasting method for seasonal time series. The general concept of seasonality modeling is introduced both for the additive and multiplicative case. Several special cases are discussed, including a linear interpolation of seasonal indices and a usage of trigonometric functions. Both methods are fully applicable for time series with irregularly observed data (just the special case of missing observations was...

On the extremal behavior of a Pareto process: an alternative for ARMAX modeling

Marta Ferreira (2012)

Kybernetika

Similarity:

In what concerns extreme values modeling, heavy tailed autoregressive processes defined with the minimum or maximum operator have proved to be good alternatives to classical linear ARMA with heavy tailed marginals (Davis and Resnick [8], Ferreira and Canto e Castro [13]). In this paper we present a complete characterization of the tail behavior of the autoregressive Pareto process known as Yeh-Arnold-Robertson Pareto(III) (Yeh et al. [32]). We shall see that it is quite similar to the...