نتایج جستجو برای: window analysis approach
تعداد نتایج: 3831105 فیلتر نتایج به سال:
Value at risk (VaR) is one of the most important risk measures for computing risk which is entered in financial framework in past two decades. In general there are three approaches including parametric, nonparametric and semi-parametric is used for estimating of VaR. this paper present a new method that is named window simulation which is classified in nonparametric approach. Processing of VaR ...
This paper describes Data-Weighted-Averaging (DWA) algorithms for multibit complex bandpass ∆ΣAD modulators with arbitrary signal bands. In most of bandpass ∆ΣAD modulators, their sampling frequency is chosen as four times of the center frequency of their signal band in order to simplify the following digital filter design. But with this relationship, their performance would be limited by the t...
In recent years, estimation of protein-coding regions in numerical deoxyribonucleic acid (DNA) sequences using signal processing tools has been a challenging issue in bioinformatics, owing to their 3-base periodicity. Several digital signal processing (DSP) tools have been applied in order to Identify the task and concentrated on assigning numerical values to the symbolic DNA sequence, then app...
Although many methods for dealing with multi-objective optimisation (MOO) problems are available [Deb01] and successful applications have been reported [Coe01], the comparison between MOO methods applied to real-world problem was rarely carried out. This paper reports the comparison between MOO methods applied to a real-world problem, namely, the optimisation of a micro heat exchanger ( HEX). T...
With the recent rapid improvements in high-throughout genotyping techniques, researchers are facing a very challenging task of large-scale genetic association analysis, especially at the whole-genome level, without an optimal solution. In this study, we propose a new approach for genetic association analysis based on a variable-sized sliding-window framework. This approach employs principal com...
In this study, the window network data envelopment analysis (WNDEA) model will be proposed, that is capable to be used in the presence of panel data. Additionally, the proposed model is applied to evaluate the dynamic efficiency of 5 investment companies in Tehran stock exchange during the period from 2013 to 2017.
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