Academic literature on the topic 'Filtri multivariati'
Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles
Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Filtri multivariati.'
Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.
You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.
Journal articles on the topic "Filtri multivariati"
1
Vinhal, Gustavo Siqueira, Heber Valdo Nogueira, Iara Maia Silva, et al. "Filtragem e melhoramento de espectros com filtro de Kalman - DOI 10.5752/P.2316-9451.2013v1n2p32." Abakós 1, no. 2 (2013): 32–44. http://dx.doi.org/10.5752/10.5752/p.2316-9451.2013v1n2p32.
Full textAbstract:
Este trabalho apresenta o filtro de Kalman como uma ferramenta para o pré-processamentode sinais espectrofotométricos no contexto da quimiometria. Inicialmente são introduzidos os principais conceitos sobre o filtro de Kalman. O filtro de Kalman é usado com amostras de aço-ligas. O sinal filtrado é usado na calibração multivariada para construir um modelo matemático com boa capacidade preditiva. A eficiência do filtro é demonstrada utilizando um conjunto de dados obtidos por um espectrofotômetro de emissão atômica em plasma com baixa resolução para tratar o problema da determinação simultânea do Manganês (Mn), Molibdênio (Mo), Cromo (Cr), Níquel (Ni) e Ferro (Fe). Os resultados obtidos demonstram que o filtro de Kalman pode ser aplicado com vantagens em relação a outras técnicas tradicionais em quimiometria como filtro de média móvel.
2
André Zigart, Jessica Aparecida, Ligia Marcia Contrin, Isabela Shumaher Frutuoso, Ana Maria Rodrigues Da Silveira, Lucia Marinilza Beccaria, and Alexandre Lins Werneck. "Adesão ao protocolo de pneumonia associado à ventilação mecânica." Revista de Enfermagem UFPE on line 13, no. 3 (2019): 655. http://dx.doi.org/10.5205/1981-8963-v13i3a234873p655-663-2019.
Full textAbstract:
RESUMOObjetivo: conhecer a adesão da equipe de enfermagem ao protocolo de pneumonia associada à ventilação mecânica nas Unidades de Terapia Intensiva. Método: trata-se de estudo quantitativo, descritivo, observacional, transversal, em seis Unidades de Terapia Intensiva de um hospital de ensino. Coletaram-se os dados por meio de um checklist à beira do leito. Utilizou-se para análise dos dados o teste de regressão linear multivariada e estatística descritiva e inferencial. Apresentaram-se os resultados em forma de tabelas e figura. Resultados: participaram 945 pacientes com prevalência do sexo masculino, faixa etária 61 a 80 anos, tempo de internação de até 15 dias e incidência de PAV foi 10,58%. A equipe de enfermagem manteve em acordo com o protocolo institucional aproximadamente 90,05% das cabeceiras elevadas de 30º a 45º. Demonstrou-se estaticamente a relação PAV com o sexo masculino, tempo de internação nos primeiros 15 dias e filtro HME. Houve a correlação de cabeceira elevada com idade e tempo de internação e filtro HME com tempo de internação. Conclusão: a equipe de enfermagem coloca em prática o protocolo de prevenção de PAV reduzindo a incidência dessa infecção na unidade. Descritores: Enfermagem; Protocolos; Pneumonia; Respiração Artificial; Unidades de Terapia Intensiva; Ensino.ABSTRACTObjective: to get to know the adherence of the nursing team to the pneumonia protocol associated with mechanical ventilation in the Intensive Care Units. Method: this is a quantitative, descriptive, observational, cross-sectional study in six Intensive Care Units of a teaching hospital. The data was collected through a checklist at the hospital beds. The multivariate linear regression test and the descriptive and inferential statistics were used for data analysis. Results were presented in the form of tables and figures. Results: 945 patients with a prevalence of males, aged 61 to 80 years, hospitalization time of up to 15 days and incidence of VAP were 10.58%. The nursing team maintained in agreement with the institutional protocol approximately 90.05% of the elevated headrests from 30º to 45º. Statistically, the VAP relationship with the male sex, length of hospital stay in the first 15 days and HME filter was demonstrated. There was a high bedside correlation with age and hospitalization time and HME filter with hospitalization time. Conclusion: the nursing team puts the protocol of prevention of VAP into practice, reducing the incidence of this infection in the unit. Descriptors: Nursing; Protocols; Pneumonia; Respiration, Artificial; Intensive Care Units; Teaching.RESUMENObjetivo: conocer la adhesión del equipo de enfermería al protocolo de neumonía asociada a la ventilación mecánica en las Unidades de Terapia Intensiva. Método: se trata de un estudio cuantitativo, descriptivo, observacional, transversal, en seis Unidades de Terapia Intensiva de un hospital de enseñanza. Se recolectaron los datos por medio de un checklist al borde del lecho. Se utilizó para análisis de los datos la prueba de regresión lineal multivariada y estadística descriptiva e inferencial. Se presentaron los resultados en forma de tablas y figura. Resultados: participaron 945 pacientes con prevalencia del sexo masculino, grupo de edad 61 a 80 años, tiempo de internación de hasta 15 días e incidencia de PAV fue 10,58%. El equipo de enfermería mantuvo de acuerdo con el protocolo institucional aproximadamente el 90,05% de las cabeceras elevadas de 30º a 45º. Se demostró estáticamente la relación PAV con el sexo masculino, tiempo de internación en los primeros 15 días y filtro HME. Hubo la correlación de cabecera elevada con edad y tiempo de internación y filtro HME con tiempo de internación. Conclusión: el equipo de enfermería pone en práctica el protocolo de prevención de PAV reduciendo la incidencia de esa infección en la unidad. Descriptores: Enfermería; Protocolos; Neumonía; Respiración Artificial; Unidades de Cuidados Intensivos; Enseñanza.
3
Du, Hui, and Kean Wu. "XBRL Mandate and Timeliness of Financial Reporting: Do XBRL Filings Take Longer?" Journal of Emerging Technologies in Accounting 15, no. 1 (2018): 57–75. http://dx.doi.org/10.2308/jeta-52094.
Full textAbstract:
ABSTRACT This study examines the impact of the Securities and Exchange Commission's (SEC) XBRL (eXtensible Business Reporting Language) mandate on the timeliness of financial reporting, measured by the reporting lag between fiscal period end and the filing date. Using annual and quarterly filing data from 2007 to 2014, we compare the reporting lags of XBRL reports to the lags of non-XBRL reports in three separate filing categories as defined by the SEC. The results show that by using XBRL the reporting lag is shortened by one to two days when companies file annual reports while the reporting lag is shortened by one day in quarterly filings. However, the results are manifest for both large accelerated filers and accelerated filers. In the multivariate analysis, we do not observe the improved reporting lag when using XBRL among non-accelerated filers. While we provide the evidence that the XBRL mandate improves the timeliness of financial reporting for large filers, we question the public policymaking of the XBRL mandate that has the intention of benefiting small companies and their investors. JEL Classifications: D83; G14; G18; M48; Z18
4
García-Dios, David, Rosario Panadero, Pablo Díaz, et al. "The Goat as a Risk Factor for Parasitic Infections in Ovine Flocks." Animals 11, no. 7 (2021): 2077. http://dx.doi.org/10.3390/ani11072077.
Full textAbstract:
Small ruminants in northwestern Spain are frequently managed in mixed flocks. Sheep–goat joint management has not been considered a risk factor for parasite infection, so the main objective of this study was to establish if mixed management with goats supposes a risk factor for parasitic infections in ovine flocks. Two thousand and ninety-three sheep were sampled from 74 commercial meat ovine flocks for diagnostic of the main parasites. Goat contact was a risk factor for sheep to be infected by protostrongylids, Dictyocaulus filaria, gastrointestinal nematodes and Eimeria spp. In contrast, Moniezia, Fasciola hepatica, Dicrocoelium dendriticum and Paramphistomidae prevalences were not influenced. Sheep–goat mixed management can be considered as a risk factor, since goats would act as a source of pasture contamination for interspecific parasites (protostrongylids, Dictyocaulus filaria and gastrointestinal nematodes). In relation to host-specific parasites, such as Eimeria spp., goats cannot be considered as a source for sheep, but competition for food and spaces between both small ungulates can suppose a reduced grazing area to sheep, provoking high environmental contamination and stress that facilitate their infection. Future epidemiological studies for parasitic infections in small ruminants should consider sheep–goat mixed management as a possible risk factor to be included in multivariate analyses.
5
Salim, Marko Ferdian. "Zona Kerentanan Filariasis Berdasarkan Faktor Risiko dengan Pendekatan Sistem Informasi Geografis." Journal of Information Systems for Public Health 1, no. 1 (2016): 18. http://dx.doi.org/10.22146/jisph.6759.
Full textAbstract:
Latar Belakang: Filariasis merupakan penyakit menular yang disebabkan oleh cacing filaria (Wuchereria bancrofti, Brugia malayi dan Brugia timori) yang ditularkan melalui vektor nyamuk. Data WHO menyebutkan lebih dari 1.4 miliar penduduk dunia tinggal di daerah yang berisiko terinfeksi filariasis yang tersebar di 73 negara termasuk Indonesia. Filariasis di Indonesia tersebar pada 418 kabupaten/ kota dan 235 kabupaten/ kota ditetapkan sebagai daerah endemis dengan jumlah kasus 14.932. Kabupaten Agam merupakan salah satu daerah endemis filariasis tertinggi di Provinsi Sumatera Barat dengan prevalensi kasus sebesar 12,63 per 100.000. Kondisi lingkungannya terdiri dari pegunungan, dataran rendah, sungai, danau, perkebunan, dan persawahan.Tujuan: Penelitian ini bertujuan untuk mengimplementasikan penggunaan sistem informasi geografis untuk pemetaan kerentanan wilayah berdasarkan faktor risiko kejadian filariasis di Kabupaten Agam.Metode: Penelitian ini bersifat observasional analitik dengan menggunakan desain penelitian case control study. Penelitian ini menggunakan sampel sebanyak 36 kasus dan 36 kontrol dengan total 72 sampel. Analisis data yang digunakan adalah analisis univariat, bivariat, multivariat dan analisis kerentanan wilayah secara spasial.Hasil: Sistem Informasi Geografis (SIG) dapat membantu dalam menentukan tingkat kerentanan wilayah terhadap kejadian filariasis di Kabupaten Agam. Hasil statistik menemukan bahwa faktor sosial ekonomi yaitu tingkat pendidikan rendah (OR: 4.52), tingkat pengetahuan rendah (OR: 4.14), pekerjaan sebagai petani, buruh dan nelayan (OR: 4.38), dan tingkat penghasilan rendah (OR: 4.43) merupakan faktor risiko kejadian filariasis di Kabupaten Agam. Faktor perilaku masyarakat yaitu kebiasaan keluar malam hari (OR: 3.75) dan memelihara hewan reservoir (OR: 3.57) merupakan faktor risiko kejadian filariasis di Kabupaten Agam. Faktor lingkungan yaitu keberadaan perkebunan (OR: 19.46) sebagai tempat perkembangbiakan nyamuk merupakan faktor risiko kejadian filariasis di Kabupaten Agam. Berdasarkan analisis multivariat yang menjadi faktor risiko yaitu keberadaan perkebunan (OR: 19.46). Jenis vektor yang ditemukan yaitu Culex (67.26%), Aedes (18.06%), Armigeres (14.19%) dan Anopheles (0.48%). Pengelompokkan (Clustering) kejadian filariasis ditemukan pada daerah Subang – Subang dan Muaro Putuih. Zona atau wilayah yang memiliki kerentanan diantaranya yaitu Kecamatan Tanjung Mutiara, Lubuk Basung, IV Nagari, Palembayan, Palupuh, Baso dan IV Koto.Kesimpulan: Faktor risiko kejadian filariasis di Kabupaten Agam yaitu tingkat pendidikan rendah, tingkat pengetahuan rendah, pekerjaan (petani, buruh dan nelayan), tingkat penghasilan rendah, kebiasaan keluar malam hari, memelihara hewan reservoir, dan keberadaan perkebunan sebagai tempat perkembangbiakan nyamuk. Sedangkan faktor risiko yang paling berpengaruh yaitu keberadaan perkebunan (≤ 200 meter) dari tempat tinggal responden. Jenis vektor filaria di Kabupaten Agam yaitu Culex, Armigeres, Aedes dan Anopheles. Tingkat kerentanan wilayah dan pengelompokkan (Clustering) kejadian filariasis diketahui melalui penggunaan Sistem Informasi Geografis.Kata Kunci: Sistem Informasi Geografis (SIG), Filariasis, Faktor Risiko, Kerentanan, Kabupaten Agam.
6
Jaoko, Walter G., Edwin Michael, Dan W. Meyrowitsch, Benson B. A. Estambale, Mwele N. Malecela, and Paul E. Simonsen. "Immunoepidemiology of Wuchereria bancrofti Infection: Parasite Transmission Intensity, Filaria-Specific Antibodies, and Host Immunity in Two East African Communities." Infection and Immunity 75, no. 12 (2007): 5651–62. http://dx.doi.org/10.1128/iai.00970-07.
Full textAbstract:
ABSTRACT We compared the age profiles of infection and specific antibody intensities in two communities with different transmission levels in East Africa to examine the contribution of humoral responses to human immunity to the vector-borne helminth Wuchereria bancrofti. The worm intensities were higher and exhibited a nonlinear age pattern in a high-transmission community, Masaika, in contrast to the low but linearly increasing age infection profile observed for a low-transmission community, Kingwede. The mean levels of specific immunoglobulin G1 (IgG1), IgG2, IgG4, and IgE were also higher in Masaika, but intriguingly, the IgG3 response was higher in Kingwede. The age-antibody patterns differed in the two communities but in a manner apparently contrary to a role in acquired immunity when the data were assessed using simple correlation methods. By contrast, multivariate analyses showed that the antibody response to infection may be classified into three types and that two of these types, a IgG3-type response and a response measuring a trade-off in host production of IgG4 and IgG3 versus production of IgG1, IgG2, and IgE, had a negative effect on Wuchereria circulating antigen levels in a manner that supported a role for these responses in the generation of acquired immunity to infection. Mathematical modeling supported the conclusions drawn from empirical data analyses that variations in both transmission and worm intensity can explain community differences in the age profiles and impacts of these antibody response types. This study showed that parasite-specific antibody responses may be associated with the generation of acquired immunity to human filarial infection but in a form which is dependent on worm transmission intensity and interactions between immune components.
7
Méndez-Molina, B. L., L. Y. Moreno-Rozo, and M. Vergel-Ortega. "Escala cuantitativa para medición del grado de infección en semillas de arroz a nivel de laboratorio." Revista Boletín Redipe 10, no. 4 (2021): 202–9. http://dx.doi.org/10.36260/rbr.v10i4.1263.
Full textAbstract:
En la investigación se reactivaron los aislados bacterianos en medio líquido JMV para evaluar la virulencia de Burkholderia glumae frente a semillas de arroz certificadas por Fedearroz variedades F67, F68 y F2000; se procedieron a desinfectar las semillas, consecutivamente se dejaron en agua destilada estéril por 2 días; luego se secaron y se ajustó el DO del inóculo de Burkholderia glumae (aislados Bg007, Bg010 y Bg011), realizando diluciones para evaluar concentraciones desde 108 hasta 103 células por mililitro; se procedió a agitar las semillas con el inóculo, llevadas posteriormente vacío durante 10 minutos por cada dilución llevándose a cajas de Petri con papel filtro humedecido con agua destilada estéril durante 7 días; crecidas las plántulas se procedieron a medir parámetros y nivel de severidad. Se procedió a hacer el análisis estadístico mediante Software es IBM SPSS Statistics, el cual permitió obtener Gráficas De Dispersión, Diagramas De Barras De Error; Comparaciones Multivariante, la Prueba de Muestras Relacionadas se realizó a partir Comparación de las Medias. Se hizo conteo de frecuencias, junto con sus Diagramas de Frecuencias, se dividió las medidas en quintiles para realizar una escala cuantitativa de severidad. El análisis estadístico permitió evidenciar que la cepa más virulenta fue el aislado Bg007 y la menos virulenta el aislado Bg011, la variedad de arroz más afectada fue la F2000 y la menos afectada fue la F68.
8
Campos, Aniele Pianoscki de, Arlindo Leal Boiça Junior, Flávio Gonçalves de Jesus, and Ignácio José de Godoy. "Avaliação de cultivares de amendoim para resistência a Spodoptera frugiperda." Bragantia 70, no. 2 (2011): 349–55. http://dx.doi.org/10.1590/s0006-87052011000200014.
Full textAbstract:
Este trabalho teve por objetivo identificar cultivares de amendoim com resistência a Spodoptera frugiperda (J. E. Smith) (Lepidoptera: Noctuidae), determinando os graus de resistência por meio da análise univariada e multivariada. Utilizaram-se cultivares de amendoim de hábitos de crescimento ereto (IAC 5, IAC 8112, IAC 22 e IAC Tatu ST) e rasteiro (IAC 503, IAC 505, IAC 147, IAC 125, IAC Caiapó e IAC Runner 886), semeadas em campo. Lagartas de primeiro ínstar foram individualizadas em placas de Petri forradas com papel filtro umedecido e mantidas sob condições controladas de temperatura (25 ± 2 °C), umidade (60 ± 10%) e fotofase (12 horas). Utilizaram-se cinco repetições de dez lagartas (recém-eclodidas), em delineamento inteiramente casualizado. Diariamente, foram fornecidos folíolos novos, lavados com solução de hipoclorito de sódio a 1%. Avaliaram-se a duração (dias), a massa (mg) e a viabilidade (%) dos períodos larval e pupal, a razão sexual, longevidade e fecundidade. Os dados foram submetidos à análise de variância (teste F) e as médias comparadas pelo teste de Tukey (p<0,05), além da análise de agrupamento e de componentes principais. As cultivares de hábito de crescimento ereto, IAC 22, e rasteiro, IAC Runner 886, foram menos adequadas ao desenvolvimento do inseto, interferindo nas fases larval e pupal de S. frugiperda, demonstrando resistência moderada do tipo antibiose.
9
Sofia, Rizka, and Cut Sidrah Nadira. "ANALISIS RISIKO PENULARAN FILARIASIS LIMFATIK DI KABUPATEN ACEH UTARA." AVERROUS: Jurnal Kedokteran dan Kesehatan Malikussaleh 6, no. 1 (2020): 1. http://dx.doi.org/10.29103/averrous.v6i1.2623.
Full textAbstract:
Filariasis limfatik merupakan penyakit menular menahun yang disebabkan oleh cacing filaria dan ditularkan oleh nyamuk Mansonia, Anopheles, Culex, dan Armigeres. Jumlah kasus filariasis di Kabupaten Aceh Utara pada tahun 2017 mengalami peningkatan menjadi 103 kasus. Tujuan penelitian ini yaitu untuk menganalisis faktor risiko penularan filariasis limfatik di Kabupaten Aceh Utara. Jenis penelitian yang digunakan merupakan penelitian retrospektif dengan desain studi kasus kontrol. Jumlah sampel penelitian ini sebanyak 134 orang yaitu 67 orang untuk kelompok kasus dan 67 orang kelompok control. Metode analisis data yang digunakan meliputi analisis Chi-Square. Hasil analisis bivariat menunjukkan bahwa variabel penelitian yang mempunyai hubungan dengan kejadian filariasis limfatik di Kabupaten Aceh Utara yaitu kebiasaan menggunakan kelambu (P=0,001, dan OR=5,82), Kebiasaan menggunakan obat anti nyamuk (P=0,001 dan OR=3,43), kebiasaan menggantung pakaian di dalam rumah (P=0,042 dan OR=4,92), penggunaan kawat kasa ventilasi rumah (P=0,001 dan OR 3,71), dan variabel kondisi plafon rumah (P=0,014 dan OR=5,18). Hasil analisis multivariat didapatkan hanya empat variabel yang menjadi faktor risiko penularan filariasis limfatik di Kabupaten Aceh Utara, yaitu penggunaan kelambu, penggunaan kawat kasa, menggantung pakaian, dan plafon rumah.
10
Lyra, Matheus José Arruda, Osmar Evandro Toledo Bonfim, Italo Ramon Januário, Yasmin Uchôa Da Silva, Gabriel Augusto Larramendi Mesquita, and Lucas Carvalho Vieira Cavalcante. "Aplicação de metodologias distintas no comportamento pluviométrico de Maceió/AL." Revista Ibero-Americana de Ciências Ambientais 9, no. 3 (2018): 104–12. http://dx.doi.org/10.6008/cbpc2179-6858.2018.003.0009.
Full textAbstract:
As variações na precipitação refletem claramente a dinâmica atmosférica de uma determinada região. Tal conhecimento permite o auxílio na execução de atividades humanas como agricultura, monitoramento ambiental, defesa civil, entre outras. O objetivo deste estudo foi verificar os elementos climatológicos relacionados com o aumento/redução nos valores pluviométricos para a cidade de Maceió, no período de 1961 a 2015. As séries de dados de precipitação de duas estações próximas foram cedidas pelo Instituto Nacional de Meteorologia (INMET) e pela Usina Utinga Leão. A metodologia consistiu em utilizar o filtro paramétrico Hodrick-Prescott (HP) para detectar tendências na série de dados, o método de análise de ondeletas para verificar a influência de escalas temporais na precipitação de Maceió e ainda a utilização do Índice Multivariado de ENOS (IME) e o Índice da Oscilação Decadal do Pacífico (IPDO) para verificar a atuação das anomalias de Temperatura da Superfície do Mar (ATSM) na variabilidade do índice pluviométrico. A partir dos resultados, observou-se através da análise de tendência, uma redução na precipitação principalmente no início da década de 1980, e de forma mais acentuada no final da década de 1990. As ondeletas identificaram a influência da escala sazonal na precipitação local e por meio da associação dos índices IPDO e IME, constatou-se um aumento no número de eventos extremos de precipitação quando a Oscilação Decadal do Pacífico (ODP) se configura na fase fria e redução relativa do índice de precipitação quando o IME apresenta valores elevados. De modo geral o estudo detalhado do comportamento pluviométrico de Maceió aprimora o entendimento climático visando mitigar os possíveis impactos hidrometeorológicos, podendo auxiliar o planejamento urbano e ambiental da cidade.
Dissertations / Theses on the topic "Filtri multivariati"
1
SALMAN, RAMIZ. "Identification of common economic cycles using optimal multivariate filters." Doctoral thesis, Università degli Studi di Milano-Bicocca, 2022. http://hdl.handle.net/10281/394321.
Full textAbstract:
This thesis includes two essays that are focused on developing multivariate filter approaches to be used for extracting common cyclical components where the common components can be used as an estimator of a business cycle.
The first chapter aims to develop an optimal multivariate filter in order to extract common cyclical components of macroeconomic indicators. The filter allows macroeconomic series to be modeled as a phase shifted version of a coinciding business cycle (BC) while keeping other time series components such as the stochastic trend and idiosyncratic shocks intact (i.e. they are individually specified for each series). Earlier studies of Rünstler (2004), Valle e Azevedo et al. (2006) have applied phase shift in the form of a delay parameter when specifying lead-lag cycles. However, the lead-lag relationship is defined by rotating the baseline cycle which leads to loss of information. This deficiency is especially important if one considers working in continuous time. Therefore, this paper improves on the former technique by allowing a more flexible phase shift mechanism on the original BC. This in turn should lead to more realistic estimates and filters considering that the underlying data is generated through a continuous time framework. The study starts by presenting a structure for bi-variate time series system and then extends to model to incorporate a structure for three time series and beyond. Kalman filter and smoothing recursions are applied to compute the smoothed cycle estimates and to construct the likelihood function. Using simulated data, we test both model specifications by carrying out a grid search of the initial delay parameter to see the likelihood behavior as the parameter moves into fractional neighborhoods. Afterwards, applying the methodology to a set of EU countries and macroeconomic indicators; the study aims to shed light to the presence of cyclical heterogeneity at country level economic activity for major EU member states. A second empirical study provides analysis on how the model can be implemented for assigning a lead/lag ordering to three main economic indicators of a single country.
The second chapter implements a multivariate non-parametric filtering approach; the Vertical Multivariate Singular Spectrum Analysis (V-MSSA) of Hassani and Mahmoudvand (2013) and Golyandina et al.
(2013). to be applied for identifying a common economic cycle indicator. The methodology is a data-driven procedure that can decompose a time series into many sub components. By exploiting this ability of the SSA, the paper aims to first extract cyclical components based on frequency characteristics and then follow by choosing only common cyclical component pairs with-in the business cycle frequency spectrum. These components will then be aggregated for constructing an EU region wide Business cycle indicator. The chapter outlines each steps of the algorithm that will eventually identify the SSA filter to act as a band-pass filter. The study then proceeds with simulation based data where the common cycle can be controlled and extracted a priori as a benchmark to the SSA-based filter estimates. The study follows with an empirical analysis similar to the framework set in Valle e Azevedo et al. (2006) with the aim to identify a Euro region business cycle indicator. The SSA based filter estimate is compared with Euro region economic activity indicators; the EuroCoin and the quarterly GDP growth rate of the EU area. Our results presents evidence of a successful alternative for tracing the cyclical position of the EU economy from a much smaller data set. Moreover, the constructed indicator also could serve as an unobserved proxy for a monthly growth cycle. A further analysis is also conducted to reveal whether the SSA based approach can be considered as an alternative to parametric filtering methods by providing results of common cycle extraction using Unobserved component model alternatives.<br>This thesis includes two essays that are focused on developing multivariate filter approaches to be used for extracting common cyclical components where the common components can be used as an estimator of a business cycle.
The first chapter aims to develop an optimal multivariate filter in order to extract common cyclical components of macroeconomic indicators. The filter allows macroeconomic series to be modeled as a phase shifted version of a coinciding business cycle (BC) while keeping other time series components such as the stochastic trend and idiosyncratic shocks intact (i.e. they are individually specified for each series). Earlier studies of Rünstler (2004), Valle e Azevedo et al. (2006) have applied phase shift in the form of a delay parameter when specifying lead-lag cycles. However, the lead-lag relationship is defined by rotating the baseline cycle which leads to loss of information. This deficiency is especially important if one considers working in continuous time. Therefore, this paper improves on the former technique by allowing a more flexible phase shift mechanism on the original BC. This in turn should lead to more realistic estimates and filters considering that the underlying data is generated through a continuous time framework. The study starts by presenting a structure for bi-variate time series system and then extends to model to incorporate a structure for three time series and beyond. Kalman filter and smoothing recursions are applied to compute the smoothed cycle estimates and to construct the likelihood function. Using simulated data, we test both model specifications by carrying out a grid search of the initial delay parameter to see the likelihood behavior as the parameter moves into fractional neighborhoods. Afterwards, applying the methodology to a set of EU countries and macroeconomic indicators; the study aims to shed light to the presence of cyclical heterogeneity at country level economic activity for major EU member states. A second empirical study provides analysis on how the model can be implemented for assigning a lead/lag ordering to three main economic indicators of a single country.
The second chapter implements a multivariate non-parametric filtering approach; the Vertical Multivariate Singular Spectrum Analysis (V-MSSA) of Hassani and Mahmoudvand (2013) and Golyandina et al.
(2013). to be applied for identifying a common economic cycle indicator. The methodology is a data-driven procedure that can decompose a time series into many sub components. By exploiting this ability of the SSA, the paper aims to first extract cyclical components based on frequency characteristics and then follow by choosing only common cyclical component pairs with-in the business cycle frequency spectrum. These components will then be aggregated for constructing an EU region wide Business cycle indicator. The chapter outlines each steps of the algorithm that will eventually identify the SSA filter to act as a band-pass filter. The study then proceeds with simulation based data where the common cycle can be controlled and extracted a priori as a benchmark to the SSA-based filter estimates. The study follows with an empirical analysis similar to the framework set in Valle e Azevedo et al. (2006) with the aim to identify a Euro region business cycle indicator. The SSA based filter estimate is compared with Euro region economic activity indicators; the EuroCoin and the quarterly GDP growth rate of the EU area. Our results presents evidence of a successful alternative for tracing the cyclical position of the EU economy from a much smaller data set. Moreover, the constructed indicator also could serve as an unobserved proxy for a monthly growth cycle. A further analysis is also conducted to reveal whether the SSA based approach can be considered as an alternative to parametric filtering methods by providing results of common cycle extraction using Unobserved component model alternatives.
2
Pereira, Ana Regina Nunes. "Multivariate Filtering with Common Factors." Master's thesis, Instituto Superior de Economia e Gestão, 2009. http://hdl.handle.net/10400.5/1148.
Full textAbstract:
Mestrado em Econometria Aplicada e Previsão<br>This study discusses four commonly used optimal approximations to the infinite order moving average filter that ideally extracts from a time series fluctuations within a specified range of periodicities. Based on our findings, we use two of those approximations in the estimation of two macroeconomic signals: business cycle fluctuations and medium to long run component of output growth rate. This study dis-tinguishes itself from related literature by showing how to successfully incorporate in the multivariate band-pass approximations factors estimated from a large panel of time series. As illustration, we apply these approximations to U.S. data. We evaluate the real-time performance of the indicators and provide forecasting comparisons. The results suggest that the multivariate indica¬tor outperforms the competing univariate indicator across all different settings considered. Moreover, multivariate methods that target smooth growth are useful to forecast quarterly GDP growth rate at short-term and to forecast yearly GDP growth.<br>Este estudo discute quatro aproximações óptimas ao filtro de medias moveis infinitas que idealmente isola de uma serie temporal flutuações compreendidas num determinado intervalo de periodicidades. De acordo com as nossas conclusões, utilizamos duas dessas aproximações na estimaçao de dois sinais macroeconómicos: flutuacoes de ciclo economico no produto e a componente de medio e longo prazo da taxa de crescimento do produto. Este estudo distingue-se da literatura corrente ao mostrar como integrar nas aproximacoes do filtro banda multivariado factores estimados a partir de um largo painel de sóeries temporais. Como ilustracao, aplicamos estas aproximacoes a dados dos E.U.A.. Avaliamos o desempenho dos in¬dicadores em tempo real e apresentamos comparacoes em termos de previsao. Os resultados sugerem que o indicador multivariado tem um desempenho claramente superior ao do indicador univariado em todos os cenóarios considerados. Adicionalmente, os móetodos multivariados que aproximam o crescimento alisado sao úteis na previsao da taxa de crescimento trimestral do PIB a curto prazo e para previsao do crescimento anual do PIB.
3
Lee, Anthony. "Towards smooth particle filters for likelihood estimation with multivariate latent variables." Thesis, University of British Columbia, 2008. http://hdl.handle.net/2429/1547.
Full textAbstract:
In parametrized continuous state-space models, one can obtain estimates of the likelihood of the data for fixed parameters via the Sequential Monte Carlo methodology. Unfortunately, even if the likelihood is continuous in the parameters, the estimates produced by practical particle filters are not, even when common random numbers are used for each filter. This is because the same resampling step which drastically reduces the variance of the estimates also introduces discontinuities in the particles that are selected across filters when the parameters change.
When the state variables are univariate, a method exists that gives an estimator of the log-likelihood that is continuous in the parameters. We present a non-trivial generalization of this method using tree-based o(N²) (and as low as O(N log N)) resampling schemes that induce significant correlation amongst the selected particles across filters. In turn, this reduces the variance of the difference between the likelihood evaluated for different values of the parameters and the resulting estimator is considerably smoother than naively running the filters with common random numbers.
Importantly, in practice our methods require only a change to the resample operation in the SMC framework without the addition of any extra parameters and can therefore be used for any application in which particle filters are already used. In addition, excepting the optional use of interpolation in the schemes, there are no regularity conditions for their use although certain conditions make them more advantageous.
In this thesis, we first introduce the relevant aspects of the SMC methodology to the task of likelihood estimation in continuous state-space models and present an overview of work related to the task of smooth likelihood estimation. Following this, we introduce theoretically correct resampling schemes that cannot be implemented and the practical tree-based resampling schemes that were developed instead. After presenting the performance of our schemes in various applications, we show that two of the schemes are asymptotically consistent with the theoretically correct but unimplementable methods introduced earlier. Finally, we conclude the thesis with a discussion.
4
Cunha, Camilla Lima. "Estudo da previsão de propriedades do biodiesel utilizando espectros de infravermelho e calibração multivariada." Universidade do Estado do Rio de Janeiro, 2014. http://www.bdtd.uerj.br/tde_busca/arquivo.php?codArquivo=7293.
Full textAbstract:
O biodiesel tem sido amplamente utilizado como uma fonte de energia renovável, que contribui para a diminuição de demanda por diesel mineral. Portanto, existem várias propriedades que devem ser monitoradas, a fim de produzir e distribuir biodiesel com a qualidade exigida. Neste trabalho, as propriedades físicas do biodiesel, tais como massa específica, índice de refração e ponto de entupimento de filtro a frio foram medidas e associadas a espectrometria no infravermelho próximo (NIR) e espectrometria no infravermelho médio (Mid-IR) utilizando ferramentas quimiométricas. Os métodos de regressão por mínimos quadrados parciais (PLS), regressão de mínimos quadrados parciais por intervalos (iPLS), e regressão por máquinas de vetor de suporte (SVM) com seleção de variáveis por Algoritmo Genético (GA) foram utilizadas para modelar as propriedades mencionadas. As amostras de biodiesel foram sintetizadas a partir de diferentes fontes, tais como canola, girassol, milho e soja. Amostras adicionais de biodiesel foram adquiridas de um fornecedor da região sul do Brasil. Em primeiro lugar, o pré-processamento de correção de linha de base foi usado para normalizar os dados espectrais de NIR, seguidos de outros tipos de pré-processamentos que foram aplicados, tais como centralização dos dados na média, 1 derivada e variação de padrão normal. O melhor resultado para a previsão do ponto de entupimento de filtro a frio foi utilizando os espectros de Mid-IR e o método de regressão GA-SVM, com alto coeficiente de determinação da previsão, R2Pred=0,96 e baixo valor da Raiz Quadrada do Erro Médio Quadrático da previsão, RMSEP (C)= 0,6. Para o modelo de previsão da massa específica, o melhor resultado foi obtido utilizando os espectros de Mid-IR e regressão por PLS, com R2Pred=0,98 e RMSEP (g/cm3)= 0,0002. Quanto ao modelo de previsão para o índice de refração, o melhor resultado foi obtido utilizando os espectros de Mid-IR e regressão por PLS, com excelente R2Pred=0,98 e RMSEP= 0,0001. Para esses conjuntos de dados, o PLS e o SVM demonstraram sua robustez, apresentando-se como ferramentas úteis para a previsão das propriedades do biodiesel estudadas<br>Biodiesel has been widely used as a renewable energy source which contributes to the mineral diesel decrease demand. Therefore, there are several properties that must be monitored in order to produce and distribute biodiesel with the required quality. In this work, the biodiesel physical properties such as specific mass, refractive index and cold filter plugging point were measured and associated with near infrared spectroscopy (NIR) and mid-Infrared spectroscopy (mid-IR) spectra using chemometric tools. The Partial Least Squares Regression (PLS), Interval Partial Least Squares Regression (iPLS), and Support Vector Machines Regression (SVM) with variable selection by Genetic Algorithm (GA) methods were used to model the aforementioned properties. The biodiesel samples were synthesized from different sources such as canola, sunflower, corn, and soybean. Additional biodiesel samples were purchased from a Brazil South Region supplier. Firstly, the preprocessing baseline correction was used to normalize the NIR spectral data, following others preprocessing types were applied in such as the mean center, the first derivative and standard normal variate. The best result for predicting the cold filter plugging point was using Mid-IR spectra and GA-SVM regression method, with high coefficient determination of prediction, R2Pred = 0.94 and low value of the Root Mean Square Error of Prediction, RMSEP (C) = 0.7. For the specific mass prediction model, the best result was obtained using the Mid-IR spectrums and PLS regression, with the R2Pred = 0.98 and RMSEP (g/cm3) = 0.0002. As for a prediction model for the refractive index, the best result was obtained using the Mid-IR spectrums and PLS regression, with the R2Pred = 0.98 and RMSEP = 0.0001. For these datasets, the PLS and SVM models demonstrated theirs robustness, presenting themselves as useful tools for the biodiesel properties prediction studied
5
LUCCHESE, Gianfranco. "Multivariate hedonic models for heterogeneous product prices in dynamic supply chains." Doctoral thesis, Università degli studi di Bergamo, 2012. http://hdl.handle.net/10446/26713.
Full textAbstract:
Identifying parameters for state-space models in high dimensioned cases requires a complex methodology. We offer an example of application for hedonic prices and the hyper-parameter estimation for dynamic supply chains. An algorithm is created based on the Kalman filter-smoother and Expectation-Maximization procerures. Stopping rules for the algorithm are analyzed and compared. We detected the best stopping rule for our environment. In this way, the hedonic prices estimated can be used for any decision process.
The thesis point to an application in forecast analysis for product prices. Accurate forecasting of market price developments is essential in achieving
superior market performance. Especially in oligopolistic markets for durable consumer products a robust understanding of selling prices is important, as it drives pricing behavior as well as procurement, inventory and production decisions.
Moreover, a supply chain perspective is indispensable for pricing forecasts since companies not only compete for product sales but also for limited resources. The thesis explores the use of dynamic multivariate hedonics-based pricing models that explicitly model selling prices with the market valuation of constituting parts.
The model is applied to TAC SCM, a supply-chain trading agent competition. To find unknown component prices series we apply the Kalman filter technique to smooth and forecast implicit prices using the EM algorithm. Finally, we present results of our analysis to establish the viability of this method.
6
Castellanos, Lucia. "Statistical Models and Algorithms for Studying Hand and Finger Kinematics and their Neural Mechanisms." Research Showcase @ CMU, 2013. http://repository.cmu.edu/dissertations/273.
Full textAbstract:
The primate hand, a biomechanical structure with over twenty kinematic degrees of freedom, has an elaborate anatomical architecture. Although the hand requires complex, coordinated neural control, it endows its owner with an astonishing range of dexterous finger movements. Despite a century of research, however, the neural mechanisms that enable finger and grasping movements in primates are largely unknown. In this thesis, we investigate statistical models of finger movement that can provide insights into the mechanics of the hand, and that can have applications in neural-motor prostheses, enabling people with limb loss to regain natural function of the hands.
There are many challenges associated with (1) the understanding and modeling of the kinematics of fingers, and (2) the mapping of intracortical neural recordings into motor commands that can be used to control a Brain-Machine Interface. These challenges include: potential nonlinearities; confounded sources of variation in experimental datasets; and dealing with high degrees of kinematic freedom. In this work we analyze kinematic and neural datasets from repeated-trial experiments of hand motion, with the following contributions: We identified static, nonlinear, low-dimensional representations of grasping finger motion, with accompanying evidence that these nonlinear representations are better than linear representations at predicting the type of object being grasped over the course of a reach-to-grasp movement. In addition, we show evidence of better encoding of these nonlinear (versus linear) representations in the firing of some neurons collected from the primary motor cortex of rhesus monkeys. A functional alignment of grasping trajectories, based on total kinetic energy, as a strategy to account for temporal variation and to exploit a repeated-trial experiment structure. An interpretable model for extracting dynamic synergies of finger motion, based on Gaussian Processes, that decomposes and reduces the dimensionality of variance in the dataset. We derive efficient algorithms for parameter estimation, show accurate reconstruction of grasping trajectories, and illustrate the interpretation of the model parameters. Sound evidence of single-neuron decoding of interpretable grasping events, plus insights about the amount of grasping information extractable from just a single neuron. The Laplace Gaussian Filter (LGF), a deterministic approximation to the posterior mean that is more accurate than Monte Carlo approximations for the same computational cost, and that in an off-line decoding task is more accurate than the standard Population Vector Algorithm.
7
Plappally, Anand Krishnan. "Theoretical and Empirical Modeling of Flow, Strength, Leaching and Micro-Structural Characteristics of V Shaped Porous Ceramic Water Filters." The Ohio State University, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=osu1276860054.
Full text
8
Marhaba, Bassel. "Restauration d'images Satellitaires par des techniques de filtrage statistique non linéaire." Thesis, Littoral, 2018. http://www.theses.fr/2018DUNK0502/document.
Full textAbstract:
Le traitement des images satellitaires est considéré comme l'un des domaines les plus intéressants dans les domaines de traitement d'images numériques. Les images satellitaires peuvent être dégradées pour plusieurs raisons, notamment les mouvements des satellites, les conditions météorologiques, la dispersion et d'autres facteurs. Plusieurs méthodes d'amélioration et de restauration des images satellitaires ont été étudiées et développées dans la littérature. Les travaux présentés dans cette thèse se concentrent sur la restauration des images satellitaires par des techniques de filtrage statistique non linéaire. Dans un premier temps, nous avons proposé une nouvelle méthode pour restaurer les images satellitaires en combinant les techniques de restauration aveugle et non aveugle. La raison de cette combinaison est d'exploiter les avantages de chaque technique utilisée. Dans un deuxième temps, de nouveaux algorithmes statistiques de restauration d'images basés sur les filtres non linéaires et l'estimation non paramétrique de densité multivariée ont été proposés. L'estimation non paramétrique de la densité à postériori est utilisée dans l'étape de ré-échantillonnage du filtre Bayésien bootstrap pour résoudre le problème de la perte de diversité dans le système de particules. Enfin, nous avons introduit une nouvelle méthode de la combinaison hybride pour la restauration des images basée sur la transformée en ondelettes discrète (TOD) et les algorithmes proposés à l'étape deux, et nos avons prouvé que les performances de la méthode combinée sont meilleures que les performances de l'approche TOD pour la réduction du bruit dans les images satellitaires dégradées<br>Satellite image processing is considered one of the more interesting areas in the fields of digital image processing. Satellite images are subject to be degraded due to several reasons, satellite movements, weather, scattering, and other factors. Several methods for satellite image enhancement and restoration have been studied and developed in the literature. The work presented in this thesis, is focused on satellite image restoration by nonlinear statistical filtering techniques. At the first step, we proposed a novel method to restore satellite images using a combination between blind and non-blind restoration techniques. The reason for this combination is to exploit the advantages of each technique used. In the second step, novel statistical image restoration algorithms based on nonlinear filters and the nonparametric multivariate density estimation have been proposed. The nonparametric multivariate density estimation of posterior density is used in the resampling step of the Bayesian bootstrap filter to resolve the problem of loss of diversity among the particles. Finally, we have introduced a new hybrid combination method for image restoration based on the discrete wavelet transform (DWT) and the proposed algorithms in step two, and, we have proved that the performance of the combined method is better than the performance of the DWT approach in the reduction of noise in degraded satellite images
9
Garcia, Guilherme Monteiro. "Sistema híbrido para detecção de falhas aplicado ao helicóptero 3DOF." Instituto Tecnológico de Aeronáutica, 2010. http://www.bd.bibl.ita.br/tde_busca/arquivo.php?codArquivo=1079.
Full textAbstract:
A pronta detecção da ocorrência de falhas em sistemas de engenharia é de grande significância. Nas últimas quatro décadas a área de detecção de falhas tem feito grandes avanços, principalmente pela melhoria dos sistemas computacionais. Devido ao grande escopo da área de detecção de falhas e às dificuldades de soluções em tempo real, várias técnicas foram desenvolvidas ao longo dos anos. Este trabalho apresenta duas técnicas distintas de detecção de falhas, as inovações de um Filtro de Kalman e o cálculo da distância de Mahalanobis; estas são aplicadas a uma planta didática que representa o comportamento de um helicóptero com três graus de liberdade. Foram simuladas falhas abruptas e incipientes nos dois motores do helicóptero, além de perturbações abruptas e incipientes. As técnicas são implementadas de forma separada e num esquema híbrido; apresenta-se o desempenho destas tanto sozinhas quanto usadas em conjunto no esquema híbrido proposto. A técnica das inovações do Filtro de Kalman mostrou-se melhor em relação à rejeição aos distúrbios e o esquema híbrido proposto apresenta um desempenho superior na detecção das falhas, mas não tão bom na rejeição aos distúrbios. Como continuidade do trabalho é proposta a implementação de uma terceira técnica no esquema híbrido.
10
Gutierrez, Lorena Avelina Rojas. "Avaliação da qualidade da água de chuva e de um sistema filtro-vala-trincheira de infiltração no tratamento do escoamento superficial direto predial em escala real em São Carlos SP." Universidade Federal de São Carlos, 2011. https://repositorio.ufscar.br/handle/ufscar/4314.
Full textAbstract:
Made available in DSpace on 2016-06-02T20:00:40Z (GMT). No. of bitstreams: 1
3915.pdf: 17290672 bytes, checksum: c7489012356ceda8babd81cf7b6b6a88 (MD5)
Previous issue date: 2011-08-24<br>Universidade Federal de Sao Carlos<br>Several studies cite the pollution of stormwater as equivalent and sometimes even superior to those found in the sewers. According to this premise and thinking about environmental issues, especially in the contamination of groundwater and the spread of waterborne diseases, the quality of rainwater has become an important focus of study. This work concerns the monitoring of an infiltration system consisting of grass filter, trench and infiltration trench, built in full scale on the campus of University Federal of São Carlos - UFSCar, located in São Carlos - SP, from the assessment water quality of runoff directly before and after passing through the proposed infiltration system, parallel to monitoring the quality of rain water, through analysis of the physico-chemical and bacteriological established in legislation and international experiences, compared the conditions of the study area, and exploratory data analysis by two chemometric techniques: Principal Component Analysis (PCA) and Hierarchical Cluster Analysis (HCA). According to the analysis of the results variation, especially the quality of atmospheric water and quality of direct runoff results were obtained as concentrations low significantly to parameters Turbidity, Color, ST, STD, Nitrate, Nitrite, Ammonia nitrogen, Sulfate, Chloride, Cadmium, Copper, Lead and Zinc in the water samples analyzed directly from rain, compared with previous studies in the literature and standards and legislation existing about water resources, and the efficiency of the infiltration trench in the removal of Zinc (90,89%), Cooper (88,31%), Electrical Conductivity (31,40%), Ammonial nitrogen (24,32%) and Chloride (5,88%) compared with the predial direct runnof in the channel. With regard to PCA analysis, proves the characteristics between samples according to the conditions of sampling (day, month, place and time) and analysed variables, dividing into groups of samples and contributing to the extraction and interpretation of information unlikely to be viewed directly in the data matrix. The analysis complemented by HCA analysis by PCA.<br>Diversos estudos citam a poluição das águas pluviais como equivalente e, às vezes, até superior àquelas presentes nos esgotos. De acordo com tal premissa e pensando na problemática ambiental, especialmente na contaminação de águas subterrâneas e disseminação de doenças por veiculação hídrica, a qualidade da água pluvial tornou-se um foco importante de estudo. Este trabalho visa o monitoramento de um sistema de infiltração constituído de filtro de grama, vala e trincheira de infiltração, construído em escala real no campus da Universidade Federal de São Carlos UFSCar, localizado na cidade de São Carlos SP, a partir da avaliação da qualidade da água do escoamento superficial direto predial antes e após passar pelo sistema de infiltração proposto, paralelo ao monitoramento da qualidade da água de chuva, mediante análise de parâmetros físico-químicos e microbiológicos estabelecidos em legislação e em experiências nacionais e internacionais, comparadas às condições da área de estudo, e análise exploratória dos dados por duas técnicas quimiométricas: Análise de Componentes Principais (PCA) e Análise Hierárquica de Agrupamentos (HCA). De acordo com a análise da variação dos resultados obtidos, sobretudo, da qualidade da água atmosférica e da qualidade da água do escoamento superficial direto, obtiveram-se como resultados concentrações sensivelmente menores dos parâmetros Turbidez, Cor, ST, STD, Nitrato, Nitrito, Nitrogênio Amoniacal, Sulfato, Cloreto, Cádmio, Cobre, Chumbo e Zinco analisados nas amostras de água diretamente da chuva, comparando-se com estudos precedentes na literatura e normas e legislações de recursos hídricos vigentes. O sistema filtro-vala-trincheira de infiltração removeu os seguintes parâmetros analisados, comparando-se com a água do escoamento superficial direto predial no canal: Zinco (90,89%), Cobre (88,31%), Condutividade Elétrica (31,40%), Nitrogênio Amoniacal (24,32%) e Cloreto (5,88%). Com relação às análises por PCA, evidenciaram-se as características entre as amostras de acordo com as condições de amostragem (dia, mês, local e tempo) e variáveis analisadas, dividindo em grupos de amostras e contribuindo para a extração e interpretação das informações que dificilmente seriam visualizadas diretamente na matriz de dados. As análises por HCA complementaram as análises por PCA.
Book chapters on the topic "Filtri multivariati"
1
Frühwirth-Schnatter, Sylvia. "Monitoring von ökologischen und biometrischen Prozessen mit statistischen Filtern." In Multivariate Modelle. Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-95669-0_5.
Full text
2
Stronegger, Willi-Julius. "Kalman Filter zur On-Line-Diskriminanz-Analyse von Verlaufskurven." In Multivariate Modelle. Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-642-95669-0_6.
Full text
3
Triantafyllopoulos, K. "Multivariate Stochastic Volatility Estimation Using Particle Filters." In Springer Proceedings in Mathematics & Statistics. Springer New York, 2014. http://dx.doi.org/10.1007/978-1-4939-0569-0_30.
Full text
4
Li, Wenbin, Ning Zhong, and Chunnian Liu. "Combining Multiple Email Filters Based on Multivariate Statistical Analysis." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2006. http://dx.doi.org/10.1007/11875604_81.
Full text
5
Jadid Abdulkadir, Said, and Suet-Peng Yong. "Unscented Kalman Filter for Noisy Multivariate Financial Time-Series Data." In Lecture Notes in Computer Science. Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-44949-9_9.
Full text
6
Blough, David K. "Intervention Analysis in Multivariate Time Series via the Kalman Filter." In Estimation and Analysis of Insect Populations. Springer New York, 1989. http://dx.doi.org/10.1007/978-1-4612-3664-1_28.
Full text
7
Xu, Yonghong, Wenxue Hong, Na Chen, Xin Li, WenYuan Liu, and Tao Zhang. "Parallel Filter: A Visual Classifier Based on Parallel Coordinates and Multivariate Data Analysis." In Advanced Intelligent Computing Theories and Applications. With Aspects of Artificial Intelligence. Springer Berlin Heidelberg, 2007. http://dx.doi.org/10.1007/978-3-540-74205-0_121.
Full text
8
Boonkla, Surasak, Masashi Unoki, and Stanislav S. Makhanov. "Robust Speech Analysis Based on Source-Filter Model Using Multivariate Empirical Mode Decomposition in Noisy Environments." In Speech and Computer. Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-43958-7_70.
Full text
9
Zeng, An, Dan Pan, Yang Haidong, and Xie Guangqiang. "Applications of Multivariate Time Series Analysis, Kalman Filter and Neural Networks in Estimating Capital Asset Pricing Model." In Modern Advances in Applied Intelligence. Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-07467-2_53.
Full text
10
"Multivariate models." In Forecasting, Structural Time Series Models and the Kalman Filter. Cambridge University Press, 1990. http://dx.doi.org/10.1017/cbo9781107049994.009.
Full textConference papers on the topic "Filtri multivariati"
1
Batman, Sinan, and Edward R. Dougherty. "Multivariate granulometric filters." In Electronic Imaging '97, edited by Edward R. Dougherty and Jaakko T. Astola. SPIE, 1997. http://dx.doi.org/10.1117/12.271129.
Full text
2
Nam Anh, Dao. "Multivariate Filter for Saliency." In 2018 1st International Conference on Multimedia Analysis and Pattern Recognition (MAPR). IEEE, 2018. http://dx.doi.org/10.1109/mapr.2018.8337522.
Full text
3
Abdul-Rahman, Shuzlina, Zeti-Azura Mohamed-Hussein, and Azuraliza Abu Bakar. "Multivariate filter and PSO in protein function classification." In 2010 International Conference of Soft Computing and Pattern Recognition (SoCPaR). IEEE, 2010. http://dx.doi.org/10.1109/socpar.2010.5686158.
Full text
4
Soyemi, Olusola O., Paul J. Gemperline, Lixia Zhang, DeLyle Eastwood, Hong Li, and Michael L. Myrick. "Novel filter design algorithm for multivariate optical computing." In Environmental and Industrial Sensing, edited by Tuan Vo-Dinh and Stephanus Buettgenbach. SPIE, 2001. http://dx.doi.org/10.1117/12.417462.
Full text
5
Bollenbeck, Felix, Andreas Backhaus, and Udo Seiffert. "A multivariate wavelet-PCA denoising-filter for hyperspectral images." In 2011 3rd Workshop on Hyperspectral Image and Signal Processing: Evolution in Remote Sensing (WHISPERS). IEEE, 2011. http://dx.doi.org/10.1109/whispers.2011.6080901.
Full text
6
Lyu, Shuai, Haoran Mei, Limei Peng, Shih Yu Chang, and Jiang Mo. "Multivariate-aided Power-consumption Prediction Based on LSTM-Kalman Filter." In 2022 International Conference on Networking and Network Applications (NaNA). IEEE, 2022. http://dx.doi.org/10.1109/nana56854.2022.00100.
Full text
7
Daojing Wang, Chao Zhang, and Xuemin Zhao. "Multivariate Laplace Filter: A heavy-tailed model for target tracking." In 2008 19th International Conference on Pattern Recognition (ICPR). IEEE, 2008. http://dx.doi.org/10.1109/icpr.2008.4761002.
Full text
8
Borgiotti, Giorgio V., and Kenneth E. Jones. "Wideband Spatial Filters for the Active Control of the Radiation of Elastic Shells in an Acoustic Fluid." In ASME 1995 Design Engineering Technical Conferences collocated with the ASME 1995 15th International Computers in Engineering Conference and the ASME 1995 9th Annual Engineering Database Symposium. American Society of Mechanical Engineers, 1995. http://dx.doi.org/10.1115/detc1995-0417.
Full textAbstract:
Abstract It is known that by linearly filtering the outputs of a dense set of accelerometers, sensing the motion of the boundary of an acoustically radiating object, a relatively small set of quantities is obtained, from which the far field (FF) can be identified. Key properties of the spatial filters are: a) the filters are purely combinatorial (i.e. non-dispersive) and, b) the filtering functions are algorithmically identified from the geometry of the radiator boundary and the highest frequency of the disturbance exciting the system. Abating the acoustic radiation does not require to stop the boundary vibration motion, being sufficient instead to actively modify the boundary normal velocity with the objective of nulling, or practically, substantially reducing the outputs of the radiation filters. The shell here considered has rotational symmetry and the disturbance, modeled as a ring force excited by either a single tone or by a broadband process, is also assumed to be axisymmetric. The radiation filter outputs constitute the signals fed back to the multivariate controller that drives a set of uniform ring force actuators. The number of actuators is the minimum possible (or close to it) for the given boundary geometry and the highest frequency of the disturbance. The controller includes a compensating network subtracting electronically the effect of the actuators from the outputs of the sensors. With this scheme the system becomes essentially feedforward, and therefore is inherently stable. The controller and the compensating network are causally implemented via finite impulse response (FIR) matrix filters. The identification of the FIR matrix coefficients of the controller is obtained by minimizing the average residual power which is radiated when the controller is acting. A highly efficient optimization algorithm is established. Several numerical examples for different disturbance configurations show the effectiveness of the approach here presented for radiating noise cancellation. The simulation was performed by using the well known NASHUA computer model for a shell in water.
9
Andersson, Ulrika, and Simon Godsill. "Optimum Kernel Particle Filter for Asymmetric Laplace Noise in Multivariate Models." In 2020 IEEE 23rd International Conference on Information Fusion (FUSION). IEEE, 2020. http://dx.doi.org/10.23919/fusion45008.2020.9190286.
Full text
10
Lin, Yating, and Yiwen Zhong. "Software Defect Prediction Based on Data Sampling and Multivariate Filter Feature Selection." In 2018 2nd International Conference on Artificial Intelligence: Technologies and Applications (ICAITA 2018). Atlantis Press, 2018. http://dx.doi.org/10.2991/icaita-18.2018.33.
Full textReports on the topic "Filtri multivariati"
1
De Castro-Valderrama, Marcela, Santiago Forero-Alvarado, Nicolás Moreno-Arias, and Sara Naranjo-Saldarriaga. Unraveling the Exogenous Forces Behind Analysts' Macroeconomic Forecasts. Banco de la República, 2021. http://dx.doi.org/10.32468/be.1184.
Full textAbstract:
Modern macroeconomics focuses on the identification of the primitive exogenous forces generating business cycles. This is at odds with macroeconomic forecasts collected through surveys, which are about endogenous variables. To address this divorce, our paper uses a general equilibrium model as a multivariate filter to infer the shocks behind market analysts' forecasts and thus, unravel their implicit macroeconomic stories. By interpreting all analysts' forecasts through the same lenses, it is possible to understand the differences between projected endogenous variables as differences in the types and magnitudes of shocks. It also allows to explain market's uncertainty about the future in terms of analysts' disagreement about these shocks. The usefulness of the approach is illustrated by adapting the canonical SOE semi-structural model in Carabenciov et al. (2008a) to Colombia and then using it to filter forecasts of its Central Bank's Monthly Expectations Survey during the COVID-19 crisis.