Estimation Theory
Three case studies: random matrix theory for estimation vs. cross-sectional model for attribution; hedging based on full-repricing instead of Black-Scholes deltas; heuristcs for best K attribution/hedging factors out NTo walk through the code and for a thorough description, seeMeucci A., "Factors...
Platforms: Matlab
License: Freeware | Size: 4.08 MB | Download (45): Factors on Demand Download |
Visualization in Geometric Knot Theory is a small, Java based application specially designed to help you create different interactive visualizations in geometric knot theory.
Most of the software's options are available via the context menu of corresponding components and their toolbars and...
Platforms: Windows
License: Freeware | Download (422): Visualization in Geometric Knot Theory Download |
The filter performs multiframe and singleframe motion estimation and compensation in a video stream. It allows to show macroblocks' partition, motion vectors and the accuracy of motion vectors as well. The performance of the filter can be configured setting parameters in a dialog box. The filter...
Platforms: Windows
License: Freeware | Size: 143.36 KB | Download (54): MSU Motion Estimation VirtualDub plugin Download |
The comb pilot aided channel estimation in ofdm modulation is considered. The power of pilot subchannels is under the control.The data experience frequency selective channel then the AWGN noise is added to make the situation worse. The bit error rate is ploted versus SNR.
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (48): OFDM LSE Channel Estimation Download |
Companion software for the Direct Adaptive Control Algorithms: Theory and Applications, 2e book by Howard Kaufman, Itzhak Barkana & Kenneth Sobel
Platforms: Matlab
License: Freeware | Size: 686.08 KB | Download (45): Direct Adaptive Control Algorithms: Theory and Applications, 2e Companion software Download |
This is a scaled down easy version of the state estimation module that is run in energy control centres. It has the following features:(1) option to enter the weights for your measures(2) an implementation of the weighted least square estimationfeatures missing:(1) bad data recognition
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (49): Power system state estimation Download |
Piano Theory brought to you by mudcube.com, this piano theory widget is a long time in the making. This brings you a reference for basic piano theory, look forward to future releases! With this widget you can play piano right on your Dashboard! It includes interactive chord and scale charts,...
Platforms: Mac
License: Freeware | Download (265): Piano Theory Download |
Java library offering theory of sets/set theory functionality (complement, intersection, symetric difference, union, cartesian product and powerset). There's also an ant task/ant tasks included that provides the library's functionality
Platforms: Windows, Mac, Linux
License: Freeware | Size: 5.34 KB | Download (46): theory of sets Download |
FREE Lite Version of LGV Theory Test (UK) uses the Latest Official DSA highway code revision question data bank in an intuitive, powerful way and is one of the most flexible applications on the market. REVISE MULTIPLE TOPICS at the same time! CHOOSE how m
Platforms: Mac
License: Freeware | Size: 12.8 MB | Download (51): LGV Theory Test Lite Download |
FREE Lite Version of PCV Theory Test (UK) uses the Latest Official DSA highway code revision question data bank in an intuitive, powerful way and is one of the most flexible applications on the market. REVISE MULTIPLE TOPICS at the same time! CHOOSE how m
Platforms: Mac
License: Freeware | Size: 12.8 MB | Download (53): PCV Theory Test Lite Download |
Intended for an introductory course in control systems and for the practicing engineer, the goal of this book is to present a unified treatment of conventional and modern continuous control systems, and to show how to apply the theory presented to realistic design problems.For a full book...
Platforms: Matlab
License: Freeware | Size: 358.4 KB | Download (48): Modern Control System Theory and Design, 2e Download |
This book is designed for an advanced course and is a companion volume to the introductory text, Modern Control System Theory and Design, 2e. In addition, it can serve as a text for practicing control system engineers who need to learn more advanced control systems techniques in order to perform...
Platforms: Matlab
License: Freeware | Size: 757.76 KB | Download (49): Advanced Modern Control System Theory and Design Download |
The main program is MAIN.mThis program will estimate the single source points present in theinstantaneous mixtures and using the estimated single source points the mixing matrix will be estimated. Then the error in mixing matrixestimation and the latest estimated mixing matrix will be...
Platforms: Matlab
License: Freeware | Size: 3.45 MB | Download (46): Mixing matrix estimation in instantaneous blind source separation Download |
This submission includes functions and scripts for the estimation and simulation of ACD (autoregressive conditional duration) models. The zip file includes: - Scripts and functions for Estimation of an ACD(q,p) model with exponential or weibull distribution- Scripts and functions for Simulation...
Platforms: Matlab
License: Freeware | Size: 30.72 KB | Download (49): Estimation and Simulation of ACD models in MatLab Download |
The CMVE toolbox estimates missing values by using correlation structure of the data. The software can be used to impute missing values in any correlated data especally microarray gene expression data. The imputation performance of the software has proven significant affect on gene regulatory...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (50): Collateral Missing Value Estimation: a new robust missing value estimation algorithm for microarray Download |
In the paper "An estimation technique for Time Indexed gaussian Mixture Models", we propose a model specification that can be used to describe data with spikes, jumps, mean reversion, geometric brownian motion, you name it...We then develop an estimation procedures to extract the parameters from...
Platforms: Matlab
License: Freeware | Size: 163.84 KB | Download (43): Parameter Estimation Technique for general datasets Download |
Computing the main parameters of a Water wave, using the small amplitude wave theory.Inputs: d = water deep (m) H = wave height (m) T = wave period (s) z = depth below the SWL (m) anitime = time animation (s)Outputs: k = wave number sigma = Frecuency L = wave length C = wave phase velocity Cg =...
Platforms: Matlab
License: Freeware | Size: 10 KB | Download (43): Small Amplitude Wave Theory Download |
This function implements bivariant Gaussian kernel density estimation. It can be used to estimate bivariant probability density function (pdf), cumulative distribution function (cdf) and inversed cdf (icdf) from a set of random data. The code is programmed in a way to be suitable for beginners to...
Platforms: Matlab
License: Freeware | Size: 215.04 KB | Download (41): Bivariant Kernel Density Estimation Download |
This package contains a Matlab reference implementation of a novel algorithm to estimate the direct-to-reverberant energy ratio (DRR) blindly from a dual-channel reverberant speech signal.Within the Matlab script 'DRR_est_example.m', a speech signal is convolved with room impulse responses having...
Platforms: Matlab
License: Freeware | Size: 7.7 MB | Download (41): Blind Direct-to-Reverberant Energy Ratio (DRR) Estimation Download |
FXChaos is a risk management tool designed for currency traders but can be used with any market. Money management is one of the most important aspects of day trading and this program uses Chaos Theory to model different bottom line possibilities using past performance data.
Input % of past...
Platforms: Windows
License: Freeware | Size: 192 KB | Download (774): FXChaos Download |