We propose a local adaptive multiplicative error model (MEM) accommodating timevarying parameters. MEM parameters are adaptively estimated based on a sequential testing procedure. A data-driven optimal length of local windows is selected, yielding adaptive forecasts at each point in time. Analyzing one-minute cumulative trading volumes of five large NASDAQ stocks in 2008, we show that local win...

In this paper, estimation of both global (long term) and local (instantaneous) frequency selectivity and rms delay spread of wireless communication channel are investigated. A practical algorithm for averaged channel frequency correlation estimation, which is used for measuring frequency selectivity, is given. Average rms delay spread of the channel is calculated from the channel frequency corr...

This paper elaborates a new version of extended Kalman filtering (EKF) for state estimation in chemical nonlinear continuous-discrete stochastic systems. Such a state estimation always compounds real measurements of some system's variables (depending on the utilized technology) with computation of remaining (not measurable) parameters by means of appropriate filtering algorithms. Here, we consi...

Another question of interest concerns the behaviour of a learning algorithm in the infinite sample limit: as it receives more and more data, does the algorithm converge to an optimal prediction rule, i.e. does the generalization error of the learned function approach the optimal error? Recall that for a distribution D on X × Y and a loss ` : Y × Y→[0,∞), the optimal error w.r.t. D and ` is the ...

The purpose of this study is to identify the effect of Ordinary Kriging (OK) and Inverse Distance Weighted (IDW) estimation methods for the delineation of mineralized zones based on subsurface data using concentration–volume (C–V) multifractal modeling in the Dardevey iron ore deposit, NE Iran. Variograms and anisotropic ellipsoid were generated for the Fe distribution by the above estimation m...

In this paper, we establish the local separation principle for the class of nonlinear systems which is approximately error linearizable and locally asymptotically stabilizable. For this class of nonlinear systems, it is first shown that there exists a local nonlinear observer whose estimation error converges to zero exponentially. In order to achieve local output feedback stabilization, the pro...

A new adaptive mesh refinement strategy is presented that couples feature-detection with local error-estimation. The goal is to guide refinement to key vortical features using feature detection, and to terminate refinement when a maximum acceptable error level has been reached. The feature detection scheme, which has been presented in previous related work, uses a special local normalization th...

An implicit a posteriori error estimation technique is presented and analyzed for the numerical solution of the time-harmonic Maxwell equations using Nédélec edge elements. For this purpose we define a weak formulation for the error on each element and provide an efficient and accurate numerical solution technique to solve the error equations locally. We investigate the well-posedness of the er...

The aim of this paper was to accurately estímate the local truncation error of partial differential equations, that are numerically solved using a finite difference or finite volume approach on structured and unstructured meshes. In this work, we approximated the local truncation error using the T-estimation procedure, which aims to compare the residuals on a sequence of grids with different sp...