space time forecasting models with parameter shrinkage

... the continuous space continuous time, continuous space discrete time (time series of geostatistical processes), discrete space continuous time and discrete space discrete time (time series of ... conclusion 128 Space time forecasting models with parameter shrinkage 9.1 Monitoring network, predictability and model parameter shrinkage 130 9.1.1 9.2 129 Data ... ANN methods Statistical models Another well studied class of irradiance forecasting methods is the class of statistical models, or more specifically, the time series models Time series considers...

Ngày tải lên: 09/09/2015, 08:14

... signals for time 4t + can be written as In this part, we first consider the following new quasiorthogonal space- time block codes based on a Hadamard transformation for four transmit antennas at time ... Sweldens, “Differential unitary spacetime modulation,” IEEE Transactions on Communications, vol 48, no 12, pp 2041–2052, 2000 [9] B L Hughes, “Differential space- time modulation,” IEEE Transactions ... quasi-orthogonal space- time block codes,” IEEE Transactions on Wireless Communications, vol 6, no 1, pp 64–68, January 2007 L He and H Ge, “A new full-rate full diversity orthogonal space- time block...

Ngày tải lên: 22/06/2014, 19:20

... transmit antenna 2.1 Trellis shaped space- time coded OFDM with reduced PAPR The block diagram of a trellis-shaped space- time coded OFDM system is shown in Figure with nt transmit and nr receive antennas ... Viterbi algorithm (together with the metric given in (7)) may be used [13] In the case of space- time trellis codes, at the start of each frame (OFDM symbol) the space- time trellis encoder is assumed ... number of symbols needed to force the space- time trellis to end in the zero state The sequence Z = Z Y along with N f × m zeros is the input to the space- time encoder for one frame (frame length...

Ngày tải lên: 22/06/2014, 23:20

... across the 24 forecasting models indicates that allowing for time- varying parameters can lead to gains in forecasting In particular, models that incorporate a gradual change in parameters and ... reflecting the atheoretical nature of the forecasting models Conclusions This paper investigates the performance of a variety of models with time- varying parameters in forecasting UK GDP growth, inflation ... Introduction Data and forecasting methodology 2.1 Data Forecasting models 3.1 10 3.2 Time- varying VAR 12 3.3 Time- varying factor augmented VAR 14 3.4 Unobserved component model with stochastic volatility...

Ngày tải lên: 06/03/2014, 14:20

... identifiable within a finite (but not unique) set of points in the parameter space Individual parameters within this set could have a very large domain, resulting in a large variation within the ... ten parameters In fact, with one exception (NLSQ parameter Ki3G6P), only the UKF was able to consistently estimate smaller parameters In fact the GA seemed to have difficulties with any parameter ... time interval [0 T] where T = 5000 with all the known parameters to generate the synthetic measurement time series data We choose the final time point to be the time when the system reaches its...

Ngày tải lên: 20/06/2014, 22:20

Ngày tải lên: 21/06/2014, 08:20

Ngày tải lên: 21/06/2014, 08:20

Ngày tải lên: 21/06/2014, 08:20

Ngày tải lên: 21/06/2014, 08:20

Ngày tải lên: 21/06/2014, 08:20

Ngày tải lên: 21/06/2014, 08:20

... systems were presented in [23, 24] Essentially, spacetime focusing transmission in IR-UWB systems accesses the channel with a combined random time- division and random code-division scheme On ... Cauchy distribution with the same location and scale parameters add together, their sum still follows Cauchy distribution where the location parameter becomes nx0 and the scale parameter becomes ... vy distribution with the same location e and scale parameters add together, their sum still follows L´ vy distribution where the location parameter becomes nx0 e and the scale parameter turns...

Ngày tải lên: 21/06/2014, 11:20

... equations on time scales,” Computers & Mathematics with Applications, vol 56, no 6, pp 1496–1504, 2008 28 J.-P Sun and W.-T Li, “Positive solutions to nonlinear first-order PBVPs with parameter on time ... calculus on time scales and some of its applications,” Results in Mathematics, vol 35, no 1-2, pp 3–22, 1999 M Bohner and A Peterson, Dynamic Equations on Time Scales: An Introduction with Applications, ... impulsive dynamic equations on time scales yΔ t p t y σ t f t, y t y tk t∈J: , I k y t− k , y a k a, b , t / tk , k 1, 2, , m, 1.2 1, 2, , m, η, where T is a time scale which has at least...

Ngày tải lên: 21/06/2014, 20:20

... the behavior of the S-T data with large residual offset errors CONCLUSIONS We have performed a mathematical analysis of the behavior of orthogonal space- time codes with imperfect carrier offset ... average SIR per channel with −30 dB MSE, in channel estimates Here, we have plotted (19) with different values of ROE It is easy to see that there is not much improvement in SIR with the increase in ... one frame; St and S being the pilot symbol matrix and space- time matrix, respectively, h = [h1 h2 · · · hm ]T denotes the channel gain vector with statistically independent complex circular Gaussian...

Ngày tải lên: 22/06/2014, 19:20

... differential spacetime coding in wireless relay networks,” to appear in IEEE Transactions on Communications [33] F Oggier and B Hassibi, “Cyclic distributed space- time codes for wireless networks with ... “Distributed space- time coding in wireless relay networks,” IEEE Transactions on Wireless Communications, vol 5, no 12, pp 3524–3536, 2006 [6] Y Chang and Y Hua, “Application of space- time linear ... for wireless relay networks with multipleantenna nodes,” to appear in IEEE Transactions on Signal Processing [29] T Kiran and B S Rajan, “Distributed space- time codes with reduced decoding complexity,”...

Ngày tải lên: 22/06/2014, 19:20

... estimation on space- time coding performance,” IEE Proceedings-Communications, vol 152, no 3, pp 277–281, 2005 [15] P Garg, R K Mallik, and H M Gupta, “Performance analysis of space- time coding with imperfect ... Stoica, Space- Time Block Coding for Wireless Communications, Cambridge University Press, New York, NY, USA, 2003 [5] A Maaref and S A¨ssa, “Performance analysis of orthogı onal space- time block ... performance of space- time coding in the presence of channel estimation error is studied in [13– 15] In particular, closed-form expressions for the pairwise error probability (PEP) of space- time codes...

Ngày tải lên: 22/06/2014, 19:20

... preamble symbols with each segment is performed in addition to the space- time spreading At the receiver, the combinations of neighboring symbols are conducted instead of that with estimated channel ... differential space- time block coding scheme,” IEEE Communications Letters, vol 7, no 11, pp 540–542, 2003 [5] S N Diggavi, N Al-Dhahir, A Stamoulis, and A R Calderbank, “Differential space- time coding ... Calderbank, Space- time block codes from orthogonal designs,” IEEE Transactions on Information Theory, vol 45, no 5, pp 1456–1467, 1999 V Tarokh, H Jafarkhani, and A R Calderbank, Space- time block...

Ngày tải lên: 22/06/2014, 22:20

... we have observations at 50 time points, but discuss cases with fewer points and with noise later Performance of AR Given the time series data of Xi and Si at every time point tk, the AR algorithm ... estimation task, though in a much higherdimensional space Still, like most other biological models, S-system models are nonlinear, so that parameter estimation is a significant challenge Here, ... arrives at unreasonable parameter values that grow without bound; this case is very easy to detect and discard By contrast, the search may lead to a solution with wrong parameter values, but a...

Ngày tải lên: 13/08/2014, 23:20

... signal-to-noise ratio STBC space- time block codes STTC space- time trellis codes TDM time division multiplexing TDMA time division multiple access TPA transmit power allocation TDD time division duplexing ... are generally referred to as space- time coding schemes More detailed literature reviews on space- time coding schemes will be given in the next section 1.2 Space- time Coding Schemes Tarokh et ... concept of space- time coding by designing codes over both time and space dimensions Their original work gave the well known rank-determinant and product distance code design criteria of spacetime codes...

Ngày tải lên: 14/09/2015, 17:55

... Unitary Space- Time Modulation 6.1 96 106 Unitary Space- Time Modulation 106 6.1.1 6.1.2 Unitary Space- Time Modulation 109 6.1.3 Differential Unitary Space- Time ... of Space- Time Coding 1.2.1 Simulcast 1.2.2 BLAST 1.2.3 Space- Time Trellis Codes 1.2.4 Space- Time ... number of states in the trellis, without any loss in the bandwidth efficiency Still 1.2 A LITERATURE REVIEW OF SPACE- TIME CODING Fig 1.1: Delay Diversity and Trellis Space- Time Code (Figure partially...

Ngày tải lên: 16/09/2015, 08:31