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The short-term/long-term model proposed by Schwartz and Smith in 2000 is widely used in modeling commodity prices. A key and nontrivial problem in this modeling technique is how to estimate the model parameters. This paper considers the parameter estimation problem based on the maximum likelihood criterion and proposes a method to simplify the task. Two components are contained in the proposed method:...
We begin by revisiting the plain least-squares periodogram (LSP) for real-valued data. Then we introduce a new method for spectral analysis of non-uniformly sampled data by "iteratively weighting LSP", and we name the new method real-valued iterative adaptive approach (RIAA). LSP and RIAA are most suitable for data sequences with discrete spectra. For such type of data, we present a procedure...
The event related potentials (ERPs) is an electrical change recorded from the brain in relation to an event that occurs either in the external world or within the brain itself. Here we are to design a system capable of learning a particular mapping between ERPs and different mental tasks is of great significance. ERPs is traditionally extracted by averaging. The paper proposed a new ERP extraction...
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