The Infona portal uses cookies, i.e. strings of text saved by a browser on the user's device. The portal can access those files and use them to remember the user's data, such as their chosen settings (screen view, interface language, etc.), or their login data. By using the Infona portal the user accepts automatic saving and using this information for portal operation purposes. More information on the subject can be found in the Privacy Policy and Terms of Service. By closing this window the user confirms that they have read the information on cookie usage, and they accept the privacy policy and the way cookies are used by the portal. You can change the cookie settings in your browser.
In this paper we study rare event simulation for the tail probability of an affine point process (Jt)t??0 that generalizes the Hawkes process. By constructing a suitable exponential martingale, we are able to construct an importance sampling algorithm that is logarithmically efficient in the Gartner-Ellis asymptotic regime.
Aiming at the shortage of traditional seasonal variation model, the combination of gray model with self-memory model was proposed for improving traditional seasonal variation model. The application of gray model used to dig out the long time trend and self-memory model to solve problem of non-linearity of the model's seasonal fluctuation. The case study showed that the proposed model has higher precision...
Set the date range to filter the displayed results. You can set a starting date, ending date or both. You can enter the dates manually or choose them from the calendar.