Search Results - (( series estimation using algorithm ) OR ( java application testing algorithm ))

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  1. 1

    RSA Encryption & Decryption using JAVA by Ramli, Marliyana

    Published 2006
    “…The implementation of this project will be based on Rapid Application Design Methodology (RAD) and will be more focusing on research and finding, ideas and the implementation of the algorithm, and finally running and testing the algorithm. …”
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    Final Year Project
  2. 2

    LASSO-type estimations for threshold autoregressive and heteroscedastic time series models. by Muhammad Jaffri Mohd Nasir

    Published 2020
    “…In this thesis, we propose Least Absolute Shrinkage and Selection Operator (LASSO) type estimators to perform simultaneous parameter estimation and model selection for five specific univariate and multivariate time series models, and develop several algorithms to compute these estimators. …”
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    UMK Etheses
  3. 3

    Machine Learning Regression Approach for Estimating Energy Consumption of Appliances in Smart Home by Husin N.S.I.M., Mostafa S.A., Jaber M.M., Gunasekaran S.S., Al-Shakarchi A.H., Abdulsattar N.F.

    Published 2024
    “…This paper attempts to use machine learning algorithms to estimate the energy consumption of appliances in a smart home environment. …”
    Conference Paper
  4. 4

    Comparison of Search Algorithms in Javanese-Indonesian Dictionary Application by Yana Aditia, Gerhana, Nur, Lukman, Arief Fatchul, Huda, Cecep Nurul, Alam, Undang, Syaripudin, Devi, Novitasari

    Published 2020
    “…Performance Testing is used to test the performance of algorithm implementations in applications. …”
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    Journal
  5. 5

    Evaluation of a spacecraft attitude and rate estimation algorithm by Abdullah, Mohammad Nizam Filipski, Varatharajoo, Renuganth

    Published 2010
    “…Practical implications: Because the simulation set‐up is clearly stated, the results of this evaluation can be used as a benchmark for other estimation algorithms. …”
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    Article
  6. 6

    Unscented Kalman filter for noisy multivariate financial time-series data by Jadid Abdulkadir, S., Yong, S.-P.

    Published 2013
    “…In this paper, we consider the process of applying Unscented Kalman Filtering algorithm to multivariate financial time series data to determine if the algorithm could be used to smooth the direction of KLCI stock price movements using five different measurement variance values. …”
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    Article
  7. 7

    Unscented Kalman filter for noisy multivariate financial time-series data by Jadid Abdulkadir, S., Yong, S.-P.

    Published 2013
    “…In this paper, we consider the process of applying Unscented Kalman Filtering algorithm to multivariate financial time series data to determine if the algorithm could be used to smooth the direction of KLCI stock price movements using five different measurement variance values. …”
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    Article
  8. 8

    Unscented Kalman filter for noisy multivariate financial time-series data by Jadid Abdulkadir, S., Yong, S.-P.

    Published 2013
    “…In this paper, we consider the process of applying Unscented Kalman Filtering algorithm to multivariate financial time series data to determine if the algorithm could be used to smooth the direction of KLCI stock price movements using five different measurement variance values. …”
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    Article
  9. 9

    Unscented Kalman filter for noisy multivariate financial time-series data by Jadid Abdulkadir, S., Yong, S.-P.

    Published 2013
    “…In this paper, we consider the process of applying Unscented Kalman Filtering algorithm to multivariate financial time series data to determine if the algorithm could be used to smooth the direction of KLCI stock price movements using five different measurement variance values. …”
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    Article
  10. 10

    Unscented Kalman filter for noisy multivariate financial time-series data by Jadid Abdulkadir, S., Yong, S.-P.

    Published 2013
    “…In this paper, we consider the process of applying Unscented Kalman Filtering algorithm to multivariate financial time series data to determine if the algorithm could be used to smooth the direction of KLCI stock price movements using five different measurement variance values. …”
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    Article
  11. 11

    Properties of selected garma models and their estimation procedures by Ramiah Pillai, Thulasyammal

    Published 2012
    “…The focus of this study is to investigate the properties specically the variance and autocovariance of the GARMA (p; q; ±1; ±2) models. We also study the estimation of the parameters of these models. Evaluation of the performance of two estimators based on the Hannan-Rissanen Algorithm Estimator (HRA) and the Whittle's Estimator (WE) through a series of simulation studies have been conducted in this thesis. …”
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    Thesis
  12. 12

    Parameter estimation in double exponential smoothing using genetic algorithm / Foo Fong Yeng, Lau Gee Choon and Zuhaimy Ismail by Foo, Fong Yeng, Lau, Gee Choon, Ismail, Zuhaimy

    Published 2014
    “…The objective of this research is to estimate the Double Exponential Smoothing by using Genetic Algorithm Mechanism. …”
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    Research Reports
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    An investigation of structural breaks on spot and futures crude palm oil returns by Zainudin, Rozaimah, Shaharudin, Roselee Shah

    Published 2011
    “…Using the Inclan and Tioa Iterated Cumulative Sums of Squares (ICSS) algorithm procedures, we proceed to identify any structural changes in series variance. …”
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    Article
  15. 15

    An Illustration of Generalised ARMA (GARMA) Time Series Modelling of Forest Area in Malaysia. by Pillai , Thulasyammal Ramiah, Shitan, Mahendran

    Published 2012
    “…The estimation of the model was done using Hannan-Rissanen Algorithm, Whittle's Estimation and Maximum Likelihood Estimation. …”
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    Article
  16. 16

    Parameter-driven count time series models / Nawwal Ahmad Bukhari by Nawwal , Ahmad Bukhari

    Published 2018
    “…Simulation shows that MCEM algorithm and particle method are useful for the parameter estimation of the Poisson model. …”
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    Thesis
  17. 17

    Identifying homogeneous rainfall catchments for non-stationary time series using TOPSIS algorithm and bootstrap K-sample Anderson-Darling test by Chuan, Zun Liang, Noriszura, Ismail, Wan Nur Syahidah, Wan Yusoff, Soo-Fen, Fam, Mohd Akramin, Mohd Romlay

    Published 2018
    “…The Cophenetic Correlation Coefficients (CCC) from ten similarity measures are used as attributes for the TOPSIS algorithm to identify the most suitable AHC algorithm out of seven algorithms considered. …”
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    Article
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    The enhanced BPNN-NAR and BPNN-NARMA models for Malaysian aggregate cost indices with outlying data by Ahmad Kamaruddin, Saadi, Md Ghani, Nor Azura, Mohamed Ramli, Norazan

    Published 2015
    “…In theory, the most common training algorithm for Backpropagation algorithms leans on reducing ordinary least squares estimator (OLS) or more specifically, the mean squared error (MSE). …”
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    Proceeding Paper