نتایج جستجو برای: state space modeling

تعداد نتایج: 1624713  

ژورنال: :دانش مالی تحلیل اوراق بهادار 2015
عقیق فرهادی چشمه مرواری فرهاد غفاری

در این مطالعه به بررسی و تخمین پارامترها با استفاده از مدل state space در فرم arimaپرداخته می شود . سپس با استفاده از پارامترهای تخمین زده شده و روش شبیه سازی مونت کارلو به عنوان ابزاری برای افزایش دقت پیش بینی فرآیندهای تصادفی، به پیش بینی برای کوتاه مدت، میان مدت و بلند مدت برای شاخص تپیکس پرداختیم که شامل 739 داده­ روزانه مربوط به 1 بهمن سال 1389 تا 30 بهمن سال 1392 به عنوان درون داده و نیز ...

2006
Nick Whiteley Ali Taylan Cemgil Simon J. Godsill

This paper presents a probabilistic model of temporal structure in music which allows joint inference of tempo, meter and rhythmic pattern. The framework of the model naturally quantifies these three musical concepts in terms of hidden state-variables, allowing resolution of otherwise apparent ambiguities in musical structure. At the heart of the system is a probabilistic model of a hypothetica...

2013
Shiwei Xu Ian Batten Mark Ryan

Useful security properties arise from sealing data to specific units of code. Modern processors featuring Intel’s TXT and AMD’s SVM achieve this by a process of measured and protected execution. Only code which has the correct measurement can access the data, and this code runs in an environment protected from observation and interference. We present a modelling language with primitives for pro...

2008
Maxime Monnin Benoit Iung Olivier Sénéchal

Availability is a determining factor in systems characterization. Because military systems must act in a hostile environment, they are particularly vulnerable in situations of unavailability. Military weapon systems can become unavailable due to system failures or damage to the system; in both cases, system regeneration is needed to restore availability. However, very few of the general dependa...

2003
Matthew B. Dwyer Robby Xianghua Deng John Hatcliff

Despite significant research on state-space reductions, the poor scalability of model checking for reasoning about behavioral models of large, complex systems remains the chief obstacle to its broad acceptance. One strategy for making further progress is to exploit characteristics of classes of systems to develop domain-specific reductions. In this paper, we identify a structural property of sy...

2014
Ludmila Penicina Marite Kirikova

We address the existing gap between business process models and lawful states of business objects. This gap hinders compliance of business process models with internally and externally imposed regulations. Existing modelling methods such as BPMN and ArchiMate lack an explicitly declarative approach for capturing flow of business objects, their states and laws of state transitions. Such deficien...

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