This paper presents a novel algorithm for uncertainty quantification of water distribution system measurement data including nodal demands/consumptions as well as real pressure and flow measurements. This procedure, referred to as a Confidence Limit Analysis (CLA), is concerned with a deployment of a Least Squares (LS) state estimator based on the loop corrective flows and the variation of noda...

In this article we derive tractable analytic solutions for futures and options prices a linear-quadratic jump-diffusion model with seasonal adjustments in stochastic volatility convenience yield. We then calibrate our to data from the fish pool market, using extended Kalman filter quasi-maximum likelihood estimator alternatively an implied-state estimator. find no statistical evidence of jumps....

Abstract— A novel PER estimation method based on the Log Likelihood Ratios of a soft output decoder is proposed. Classically, PER estimation based on soft output decoding depends on an estimate of the SNR. The contribution of this paper is a PER estimate that is not biased by such SNR estimation uncertainty. We compare the proposed estimation method with the estimator proposed by Hoher first by...

This paper is concerned with complete synchronization of fractional-order chaotic systems both model uncertainty and external disturbance. Firstly, we propose a new dynamic feedback control method for nominal (without disturbance). Then, disturbance estimator (UDE)-based the presented, by which problem such realized. Finally, Lorenz system used to demonstrate practicability proposed results.

Abstract We consider a sieve bootstrap procedure to quantify the estimation uncertainty of long-memory parameters in stationary functional time series. use semiparametric local Whittle estimator estimate parameter. In estimator, discrete Fourier transform and periodogram are constructed from first set principal component scores via analysis. The uses general vector autoregressive representation...