Search Results for author: Arne Leijon

Found 4 papers, 1 papers with code

Kernel Density Estimation-Based Markov Models with Hidden State

no code implementations30 Jul 2018 Gustav Eje Henter, Arne Leijon, W. Bastiaan Kleijn

We consider Markov models of stochastic processes where the next-step conditional distribution is defined by a kernel density estimator (KDE), similar to Markov forecast densities and certain time-series bootstrap schemes.

Density Estimation Time Series Analysis

Decorrelation of Neutral Vector Variables: Theory and Applications

no code implementations30 May 2017 Zhanyu Ma, Jing-Hao Xue, Arne Leijon, Zheng-Hua Tan, Zhen Yang, Jun Guo

In this paper, we propose novel strategies for neutral vector variable decorrelation.

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