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 ...
This is a preview. Log in through your library . Abstract In this paper, Bernstein polynomials method (BPM) and their operational matrices are adopted to obtain approximate analytical solutions of ...
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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