Semantic Differencing for Numerical Programs Nimrod Partush and Eran Yahav

This article investigates a Cautious Minimum Variance (CMV) control approach for controlling industrial process variability when the model parameters are estimated from data and subject to uncertainty. CMV control has a number of advantages over traditional robust control methods. It incorporates probabilistic, as opposed to deterministic, measures of parameter uncertainty, which are more consi...

Nonstationary ARIMA processes and nearly nonstationary ARMA processes, such as autoregressive processes having a root of the AR polynomial close to the unit circle, have sample autocovariance and spectral properties that are, in practice, almost indistinguishable from those of a stationary longmemory process, such as a Fractionally Integrated ARMA (ARFIMA) process. Because of this, model misspe...

In this paper we examine the ̄nite-sample properties of the approximate maximum likelihood estimate (MLE) of the fractional di®erencing parameter d in an ARFIMA(p, d, q) model based on the wavelet coe±cients. Ignoring wavelet coe±cients of higher order of resolution, the remaining wavelet coe±cients approximate a sample of independently and identically distributed normal variates with homogeneo...

This paper provides a Bayesian analysis of Autoregressive Fractionally Integrated Moving Average (ARFIMA) models. We discuss in detail inference on impulse responses, and show how Bayesian methods can be used to (i) test ARFIMA models against ARIMA alternatives, and (ii) take model uncertainty into account when making inferences on quantities of interest. Our methods are then used to investigat...

The mixed control chart is proposed to improve detection performance with fewer process shifts. In this study, we the modified exponentially weighted moving average - (MMEM), a new for observing changes in mean. Average run length, standard deviation of and median length can be used examine effectiveness detecting Shewhart, Moving (MA), Modified Exponentially Weighted (MEWMA), Mixed (MMME) char...

in this study, we focused on tehran stock exchange market analysis based on applying moving average rules. the tehran stock exchange in the middle east has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. in an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

background : there are few published studies that use real data testing to examine the performance of outbreak detection methods. the aim of this study was to determine the performance of the exponentially weighted moving average (ewma) in real time detection of a local outbreak in mashhad city, eastern iran . methods : the ewma algorithms (both ewma 1 with λ=0.3 and ewma 2 with λ=0.6) were app...

In this paper, we present a novel approach to estimate traffic speed using a sequence of images from an uncalibrated camera. We assert that exact calibration is not necessary to estimate speed. Instead, we use 1) geometric relationships inherently available in the image, 2) some common-sense assumptions that reduce the problem to a one-dimensional (1-D) geometry, 3) frame differencing to isolat...