نتایج جستجو برای: variance decomposition

تعداد نتایج: 203024  

Journal: :Annales Geophysicae 2022

Abstract. The reconstruction of Mercury's internal magnetic field enables us to take a look into the inner heart Mercury. In view BepiColombo mission, magnetosphere is simulated using hybrid plasma code, and multipoles are estimated from virtual spacecraft data three distinct methods: truncated singular value decomposition, Tikhonov regularization Capon's minimum variance projection. study show...

Journal: :Oikos 2023

Forest ecosystems are critical for their carbon sequestration potential. Increasing tree diversity has been shown to enhance both forest productivity and litter decomposition. Litter increases decomposability by increasing the of substrates offered decomposers. However, relative importance decomposer community in mediating effects on decomposition remains unknown. Moreover, modulation litterfal...

2007
Debashis Mondal Donald B. Percival

The wavelet variance is a scale-based decomposition of the process variance for a time series and has been used to analyze, for example, time deviations in atomic clocks, variations in soil properties in agricultural plots, accumulation of snow fields in the polar regions and marine atmospheric boundary layer turbulence. We propose two new unbiased estimators of the wavelet variance when the ob...

Journal: :Finance and Stochastics 2011
Paul Glasserman Kyoung-Kuk Kim

We derive an explicit representation of the transitions of the Heston stochastic volatility model and use it for fast and accurate simulation of the model. Of particular interest is the integral of the variance process over an interval, conditional on the level of the variance at the endpoints. We give an explicit representation of this quantity in terms of infinite sums and mixtures of gamma r...

2007
Jun Shao

We consider variance estimation for Horvitz-Thompson type estimated totals based on survey data with imputed nonrespondents and with non-negligible sampling fractions. A method based on a variance decomposition is proposed. Our method can be applied to complicated situations where a composite of some deterministic and/or random imputation methods is used, including using imputed data to impute....

Journal: :Signal Processing 2014
J. B. Sharma K. K. Sharma Vineet Sahula

Image fusion has emerged as a promising area of research and a bivariate empirical mode decomposition based fusion scheme has recently been proposed in the literature. In this paper, a hybrid fusion scheme combining self-fractional Fourier function (SFFF) decomposition and multivariate empirical mode decomposition is proposed. In the proposed image fusion technique, images to be fused are decom...

2008
Debashis Mondal Donald B. Percival

The wavelet variance is a scale-based decomposition of the process variance for a time series and has been used to analyze, for example, time deviations in atomic clocks, variations in soil properties in agricultural plots, accumulation of snow fields in the polar regions and marine atmospheric boundary layer turbulence. We propose two new unbiased estimators of the wavelet variance when the ob...

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