Introduction Conclusions References

State-space models (SSMs) are a highly expressive model class for learning patterns in time series data and for system identification. Deterministic versions of SSMs (e.g., LSTMs) proved extremely successful in modeling complex timeseries data. Fully probabilistic SSMs, however, unfortunately often prove hard to train, even for smaller problems. To overcome this limitation, we propose a scalabl...

Resampling the innovations sequence of state space models has proved to be a useful tool in many respects. For example, while under general conditions, the Gaussian MLEs of the parameters of a state space model are asymptotically normal, several researchers have found that samples must be fairly large before asymptotic results are applicable. Moreover, problems occur if the any of parameters ar...

In the paper different approaches used for creation of electric power transformers are discussed and main types of their mathematical models and macromodels are described. Mathematical model of transformer is created in the hybrid coordinate basis, and macromodel of the power transformer is developed using the “black box” approach in the form of state space equations, the features of such type ...

In this chapter we look at MCMC methods for a class of time-series models, called statespace models. The idea of state-space models is that there is an unobserved state of interest the evolves through time, and that partial observations of the state are made at successive time-points. We will denote the state by X and observations by Y , and assume that our state space model has the following s...

In this paper we will present some alternative types of mathematical description and methods of solution of the fractional-order dynamical system in the state space. We point out the difference in the true sense of the name „state“ space for the integer-order and fractional-order system and the importance of the initialization function for the fractionalorder system. Some implications concernin...

The primary goal of these introductory notes is to promote the clear presentation and rigorous analysis of dynamic economic models, whether expressed in equation or agent-based form. A secondary goal is to promote the use of state-space modeling with its respect for historical process, for cause leading to e ect without top-down imposition of global constraints. If economic modelers truly wish ...

abstract introduction: impression making is one of the most important steps in fixed prosthodontics. due to contra-dictory opinions on the issue of the accuracy of silicone impression material as a function of technique, this study was carried out to assess the dimensional accuracy of master casts made by rapid silicone material as a function of three impression techniques: with 2mm space, with...