相关论文: An Adaptive Multivariate Functional EWMA Control C…
The Finite Element Method (FEM) is generally unable to accurately predict natural frequencies and mode shapes of structures (eigenvalues and eigenvectors). Engineers develop numerical methods and a variety of techniques to compensate for…
Recent literature suggests that the surface electromyography (sEMG) signals have non-stationary statistical characteristics specifically due to random nature of the covariance. Thus suitability of a statistical model for sEMG signals is…
We address the problem of online change detection in multivariate datastreams, and we introduce QuantTree Exponentially Weighted Moving Average (QT-EWMA), a nonparametric change-detection algorithm that can control the expected time before…
With the rapid development of wearable device technologies, accelerometers can record minute-by-minute physical activity for consecutive days, which provides important insight into a dynamic association between the intensity of physical…
We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require handling a double optimization problem…
Multivariate dynamic time series models are widely encountered in practical studies, e.g., modelling policy transmission mechanism and measuring connectedness between economic agents. To better capture the dynamics, this paper proposes a…
Wrong-Way Risk (WWR) is an important component in Funding Valuation Adjustment (FVA) modelling. Yet, the standard assumption is independence between market risks and the counterparty defaults and funding costs. This typical industrial…
In many real-world applications, continuous machine learning (ML) systems are crucial but prone to data drift, a phenomenon where discrepancies between historical training data and future test data lead to significant performance…
Robotic Wire Arc Additive Manufacturing (WAAM) is a metal additive manufacturing technology, offering flexible 3D printing while ensuring high quality near-net-shape final parts. However, WAAM also suffers from geometric imprecision,…
In many industrial manufacturing processes, the quality of products depends on the relation between two main ingredients or characteristics. Often, this calls for monitoring the ratio of two normal random variables with statistical process…
Collecting real-world optical flow datasets is a formidable challenge due to the high cost of labeling. A shortage of datasets significantly constrains the real-world performance of optical flow models. Building virtual datasets that…
This paper develops a novel sequential Monte Carlo (SMC) approach for joint state and parameter estimation that can deal efficiently with abruptly changing parameters which is a common case when tracking maneuvering targets. The approach…
The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…
In healthcare applications, there is a growing need to develop machine learning models that use data from a single source, such as that from a wrist wearable device, to monitor physical activities, assess health risks, and provide immediate…
Millimeter wave (mmWave) communication, utilizing beamforming techniques to address the inherent path loss limitation, is considered as one of the key technologies to support ever increasing high throughput and low latency demands of…
Structural Health Monitoring (SHM) is increasingly used in civil engineering. One of its main purposes is to detect and assess changes in infrastructure conditions to reduce possible maintenance downtime and increase safety. Ideally, this…
The implementation of thermally sprayed components in steel manufacturing presents challenges for production and plant maintenance. While enhancing performance through specialized surface properties, these components may encounter…
Tool flank wear monitoring can minimize machining downtime costs while increasing productivity and product quality. In some industrial applications, only a limited level of tool wear is allowed to attain necessary tolerances. It may become…
Wavelets provide the flexibility to analyse stochastic processes at different scales. Here, we apply them to multivariate point processes as a means of detecting and analysing unknown non-stationarity, both within and across data streams.…
Reducing the current is a common method to ensure the synchronous stability of a modular multilevel converter (MMC) when there is a short-circuit fault at its AC side. However, the uncertainty of the fault location of the AC system leads to…