EWMA control charts designed for monitoring the variance or the mean and the variance of a normally distributed variable are either based on the log transformation of the sample variance S or provide only rough ARL results. Gan (1995), as the most prominent example for the simultaneous case, calculated ARL values precisely for X̄-lnS EWMA schemes. The results in Knoth and Schmid (2002) for X̄-S o...

Long-range dependence-Scaling phenomena-(Multi)fractal-Wavelet analysis Scaling analysis-Scaling parameters estimation-Robustness-Fractional Brownian motion synthesis-Fano factor-Aggregation procedure-Allan variance.

We present a novel frequency partitioning technique of fractional frequency reuse (FFR) that reduces the effect of co-channel interference and increases the capacity of OFDM systems. The usable sub-channel sets are classified into the common sub-channel sets for all cells and the dedicated sub-channel sets for specific cell types in FFR. The proposed fractional frequency reuse with ordering sch...

This report introduces a novel approach to the execution of qualitative reasoning, by determining the stages that can be executed in parallel. The development of such a reasoner is underway and is intended to be incorporated into a distributed computing network known as the GRID. Once this reasoner has been developed, it will provide the core reasoning engine for a model-based planner. Model-ba...

Several papers have identified the hazards associated with event-induced variance, yet event studies continue to ignore the problem. This study demonstrates that the most commonly used abnormal return detection methods reject the null hypothesis of zero abnormal returns too often. This causes researchers to conclude the detection of abnormal performance when none is present. Two easy to employ ...

There exist many different wavelet methods for classical nonparametric regression in the statistical literature. However, techniques specifically designed for binomial intensity estimation are relatively uncommon. In this article, we propose a new technique for the estimation of the proportion of a binomial process. This method, called the Haar-NN transformation, transforms the data to be appro...

Most epidemiological studies suffer from misclassification in the response and/or the covariates. Since ignoring misclassification induces bias on the parameter estimates, correction for such errors is important. For measurement error, the continuous analog to misclassification, a general approach for bias correction is the SIMEX (simulation extrapolation) originally suggested by Cook and Stefa...

Abstract. Consider Dyson’s Hermitian Brownian motion model after a finite time S, where the process is started at N equidistant points on the real line. These N points after time S form a determinantal process and has a limit as N → ∞. This limting determinantal proceess has the interesting feature that it shows number variance saturation. The variance of the number of particles in an interval ...

The article provides an infrared and visible image fusion algorithm based on directionlets transform. The registered original images were decomposed into the low-frequency and high-frequency coefficients by directionlets transform. Getting the mean of the low-frequency coefficients, applying the local variance maximum principle to the high-frequency coefficients, thereby the fusion coefficients...

This simulation study examined the performance of the curve-of-factors model (COFM) when autocorrelation and growth processes were present in the first-level factor structure. In addition to the standard curve-of factors growth model, two new models were examined: one COFM that included a first-order autoregressive autocorrelation parameter, and a second model that included first-order autoregr...