Fast calibration of weak Farima models

Prediction-Based Admission Control Using FARIMA Models

 FARIMA(p,d,q) model is a good traffic model capable of capturing both the long-range and short-range behavior of a network traffic stream in time. In this paper, we propose a prediction-based admission control algorithm for integrated service packet network. We suggest a method to simplify the FARIMA model fitting procedure and hence to reduce the time of traffic modeling and prediction. Our ...

Formulation and Calibration of Fast, Accurate Vehicle Motion Models

High performance wheeled mobile robots (WMRs) require fast, accurate motion models for planning and control. This thesis addresses two challenges to producing these models: the tradeoff between fidelity and speed in model formulation, and the need for laborious calibration procedures. To address the first challenge, I propose the formulation of “enhanced” 3D velocity kinematic models that provi...

Piecewise Farima Models for Long-memory Time Series

We consider the problem of modeling a long-memory time series using piecewise fractional autoregressive integrated moving average processes. The number as well as the locations of structural break points and the parameters of each regime are assumed to be unknown. A four-step procedure is proposed to find out the break points and to estimate the parameters of each regime. Its effectiveness is s...

(weak) Calibration is Computationally Hard

Consider a weather forecaster that predicts the probability of rain. The forecaster is said to be calibrated if every time she predicts a certain probability of rain, the empirical average of rainy vs. non-rainy days approaches this forecasted probability. This very natural property of forecasting was introduced by [Daw82] and has found numerous applications since [FV97, FV98, KLS99, Fos99, FL9...

A Simple and Fast Method for Field Calibration of Triaxial Gyroscope by using Accelerometer