Sentence examples for dynamic variance from inspiring English sources

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Third, dynamic variance settings improve the accuracy of VaR estimates.

The concept of dynamic variance compensation [2] is based on a reformulation of the log-sum observation model [39]: begin{array}rcl@ mathbf{y}_{n} = mathbf{x}_{n} + logleft(1+exp widehat{mathbf{r}}_{n} - mathbf{x}_{n})right) + mathbf{b}_{n} end{array} (12).

Specially, the corresponding steady-state robust local and fused Kalman filters are also presented for multisensor time-invariant systems, and the convergence in a realization of the local and fused time-varying and steady-state Kalman filters is proved by the dynamic error system analysis (DESA) method and dynamic variance error system analysis (DVESA) method.

The corresponding steady-state robust local and fused Kalman predictors are also presented, and the convergence in a realization between the time-varying and steady-state robust Kalman predictors is proved by the dynamic error system analysis (DESA) method and the dynamic variance error system analysis (DVESA) method.

Specially, the corresponding steady-state robust Kalman smoothers are also presented for multisensor time-invariant system, and the convergence in a realization between the time-varying and steady-state robust Kalman smoothers is proved by the dynamic error system analysis (DESA) method and dynamic variance error system analysis (DVESA) method.

Similar(55)

In this effort, a method based on the dynamic Allan variance (DAVAR) was developed.

aTr, treatment factor, bTi, time factor, cTr × TI treatment × time interaction factor for two-way repeated measures analysis of variance on dynamic compliance, dynamic inspired airway resistance, dynamic expired airway resistance and pressure developed at tracheotomy tube during training variables.

Since then different statistical and information theoretical methods have been used to quantify coding in insect photoreceptors for various dynamic stimuli, including variance and speed adaptation [6], [17], [21] [29].

In her article, Hadley makes a significant contribution to this Special Issue by using her data to outline the dynamic within-person variance that occurs in dealing with emotions at work.

Here, it is important to note the information contained within signalling systems are not only encoded in the response magnitude, but also on dynamic range and variance; all these parameters are regulated by the daf-7/ tph-1 circuit.

In this paper we develop an algorithm, Variance-Retentive Stochastic Dynamic Programming that tracks variance as well as expected reward in a stochastic dynamic programming model for inventory control.

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