Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...
The invariant polynomials Cφ κ 1,...,κ r (X1,...,Xr) (Davis [8] and Chikuse [2] with r (r ≥ 2) symmetric matrix arguments have been defined, extending the zonal ...
SIAM Journal on Numerical Analysis, Vol. 55, No. 1 (2017), pp. 63-86 (24 pages) A new space-time discontinuous Galerkin (dG) method utilizing special Trefftz polynomial basis functions is proposed and ...
A UNSW Sydney mathematician has discovered a new method to tackle algebra's oldest challenge—solving higher polynomial equations. Polynomials are equations involving a variable raised to powers, such ...
We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...
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