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An Efficient Method for Large-scale Slack Allocation
timing graph, slack allocation delay budgeting convex optimization
2015/7/9
We consider a timing or project graph, with given delays on the edges and given arrival times at the source and sink nodes. We are to find the arrival times at the other nodes; these determine the tim...
State estimation under non-Gaussian Levy noise: A modified Kalman filtering method
Kalman filter modified Kalman filter Non-Gaussiannoise L′evy noise state estimation data assimilation
2013/4/28
The Kalman filter is extensively used for state estimation for linear systems under Gaussian noise. When non-Gaussian L\'evy noise is present, the conventional Kalman filter may fail to be effective d...
A Method for Comparing Hedge Funds
time-series classification signal analysis portfolio diversification search engines hedge funds
2013/4/28
The paper presents new machine learning methods: signal composition, which classifies time-series regardless of length, type, and quantity; and self-labeling, a supervised-learning enhancement. The pa...