search for: innov

...d bit|Mode ID|LSP|OL pitch|OL Exc gain| --------------------------------------------------------------------------- Fine pitch1| --------------------------------------------------------------------------- Pitch gain1| --------------------------------------------------------------------------- Innovation gain1| --------------------------------------------------------------------------- Innovation VQ1| --------------------------------------------------------------------------- Fine pitch2| --------------------------------------------------------------------------- Pitch gain2| -----...

...------------------------------------------------------ so.... like this: ---------------------------------------------------------------------------------- Wideband bit|Mode ID|LSP|OL pitch| ---------------------------------------------------------------------------------- Fine pitch1|Pitch gain1|Innovation gain1| Innovation VQ1| ---------------------------------------------------------------------------------- Subframe 1 content | ---------------------------------------------------------------------------------- Fine pitch2|Pitch gain2|Innovation gain2| Innovation VQ2| --------------------------...

Hello, I have used the arima.sim function to generate a lot of time series, but to day I got som results that I didn't quite understand. Generating two time series z0 and z1 as eps <- rnorm(n, sd=0.03) z0 <- arima.sim(list(ar=c(0.9)), n=n, innov=eps) and z1 <- arima.sim(list(ar=c(0.9)), n=n, sd=0.03), I would expect z0 and z1 to be qualitatively similar. However, with n=10 the two series could look like this: z0 = -4.1258 -3.7326 -3.3269 -2.9813 -2.7314 -2.4416 -2.2223 -2.0083 -1.7848 -1.6016 z1 = -0.1001 -0.0885 -0.0767 -0.0531 -0...

Just a reminder: AstriCon is coming up in October in Washington, DC (http://www.astricon.net/ ) and we're looking forward to seeing you there! We're getting to the deadline for Innovation Awards for this year. What's an Innovation Award? The Innovation Award is designed to recognize developers, customers and partners for outstanding achievements that are improving business processes, overcoming technology challenges and enhancing the company's bottom line. Di...

Hi, I am using the arima.sim function to generate some AR time series. However, the function does not seem to produce exactly the same time series when I specify the innov parameter. For example > r <- rnorm(300) > x <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) > y <- arima.sim(300, model=list(order=c(1,0,0),ar=c(.96)), innov=r, n.start=10) > x[1:10] [1] 3.194806 4.214894 5.168017 7.925152 8.810817 9.131695 [7]...

Dear all, Can garch function fit also t-innovations or only Gaussian innovations? -- With kind regards -- Lepo pozdravljeni -- Gr??e (Gr?ezi) -- Gorazd Brumen ------------------------------- Mail 1: gbrumen at student.ethz.ch Mail 2: gorazd.brumen at fmf.uni-lj.si Tel.: +41 (0)1 63 34906 Homepage: valjhun.fmf.uni-lj.si/~brumen

...nt results when using what seem to be the same parameters. For example, I've given examples of three different ways to run arima.sim with what I believe are the same parameters. It's my understanding from the R documentation that rnorm is the default function for rand.gen if not provided in innov. So it would seem that there's quite a bit of redundancy in the assignment to a1. My expectation is that a1, a2, and a3 should be identical. It turns out that a1 is only partially identical to a2 and a3. The first 56 values of a1 are different from a2 and a3, but the rest are the same. What...

...did Speex use the AR (Autoregressive) model or the ARMA model? 2. Am I right to say that Speex use a multistage VQ (since I believe Speex employs two or more VQ consecutively - based on the manual it says that Speex uses dynamically selectable codebooks (linear prediction,pitch prediction and innovation))? 3. It is said in the manual that Speex also use sub-vector fixed (innovation)codebooks, does this mean that it also utilises a Split VQ? 4. In the part about innovation codebook, it is said that the final excitation signal would be made up of the innovation signal and the pitch predict...

...us input to the system. for (i in 2:N){ xp[[i]]=C%*%xf[[i-1]] Pp[[i]]=C%*%Pf[[i-1]]%*%t(C)+Q siginv=A[[i]]%*%Pp[[i]]%*%t(A[[i]])+R sig[[i]]=(t(siginv)+siginv)/2 # make sure sig is symmetric siginv=solve(sig[[i]]) # now siginv is sig[[i]]^{-1} K=Pp[[i]]%*%t(A[[i]])%*%siginv innov[[i]]=as.matrix(yobs[i,])-A[[i]]%*%xp[[i]] xf[[i]]=xp[[i]]+K%*%innov[[i]] Pf[[i]]=Pp[[i]]-K%*%A[[i]]%*%Pp[[i]] like= like + log(det(sig[[i]])) + t(innov[[i]])%*%siginv%*%innov[[i]] } like=0.5*like list(xp=xp,Pp=Pp,xf=xf,Pf=Pf,like=like,innov=innov,sig=sig,Kn=K) } I tried to fit my problem...

...ob first and indicate percentage of time required to perform each task. Describe those quantitative aspects of the position which reflect measures that are applicable to the position''s major responsibilities or end results. (TYPE BELOW THIS LINE) • Support for broad implementation of innovative approaches: Implement strategy for promoting the broader utilization of innovative approaches across the development portfolio, through coordinated efforts involving clinical, operational, regulatory areas. Bring together key stakeholders from different key areas, identify potential hurdles fo...

LLVM Developers, The compiler teams at the Qualcomm Innovation Center are hiring. In summary, we are doing interesting things with LLVM; come join us! I have included a more detailed description below. If you are interested, please contact me at adasgupt at quicinc.com -Anshu --- Opportunities at Qualcomm Innovation Center, Inc. Compiler Technologies...

...o that it never gets initialised at boot. Great! Shorewall still failed with the same error I''m at a loss... Eth1 is not in my interfaces file Eth1 is not enabled Yet Shorewall sees it and then objects... Please help! Cheers Jason Ward IT Manager Fundraising Innovations Ltd Incorporating firsthelpline.com, energyhelpline.com and switchandgive.com Tel: 020 7183 0484 Suite 9, 30 Great Guildford Street, London, SE1 0HS Compare ALL energy suppliers in one place and find a great deal on your home phone _____________________________________________...

...# and GARCH(1,1), # with normal conditional distribution functions. # # Author: # (C) 2002, Diethelm Wuertz, GPL # ############################################################################ #### # PART I: Estimation: # Settings: set.seed(547) # Bollerslev's GARCH(1,1) with normal innovations: model = list(omega = 1e-6, alpha = 0.1, beta = 0.8, mu = 0) x = garchSim(model, n = 1000) fit = garchFit(as.numeric(x), order = c(1, 1)) print(fit) # Summary and Diagnostic Analysis: summary(fit) # Plot Results: par(mfrow = c(2, 2)) plot(fit) ### Results of the estimations are fal...

...-------------------------------- The code to produce the two predictions is as follows: AR <- 5 MA <- 3 sim <- arima.sim(list(order=c(AR,0,MA), ar=c(.1, .1, .1, .1, .1), ma=c(.1, .1, .1)), n=100) + 50 fit <- arima(sim, order = c(AR, 0, MA)) coefs <- fit$coef series <- sim innov <- fit$res pred <- 100 fit.predict <- predict(fit, n.ahead = pred) fit.r <- c(sim, fit.predict$pred) fit.custom <- ProjectCentralArima(AR = AR, MA = MA, d = 0, coefs = coefs, series = sim, innov = innov, pred = pred)$ser ProjectCentralArima function: ProjectCentralArima &lt...

...0,1),include.mean=T) > farma[["coef"]] ar1 ma1 intercept 0.58091575 0.02313803 0.30417062 sim <- list(NULL) #simulated for (i in 1:5) { sim[[i]] <- as.vector(arima.sim(list(ar=c(farma[["coef"]][1]), ma=c(farma[["coef"]][2])),n=length(rdtb),innov=rdtb)) } allsim <- as.data.frame(sim) colnames(allsim) <- paste("sim",1:5,sep="") all <- cbind(rdtb,allsim) #-------------------------------- I don't understand why the simulation runs generate virtually identical values: > all[100:105,] rdtb sim1...

Hi all, I was in Las Vegas yesterday accepting an award from eWeek and PC Magazine on behalf of Samba for the Innovation in Infrastructure Award in the "Enterprise Software" catagory ! The award was sepcifically for Samba 2.2.2, and we beat out Sun Microsystems Java 2 Platform Standard Edition Version 1.4 and Bea Systems WebLogic Server 7.0 for the award, so I'm stunned that we won. These guys hav...

Hi all, I was in Las Vegas yesterday accepting an award from eWeek and PC Magazine on behalf of Samba for the Innovation in Infrastructure Award in the "Enterprise Software" catagory ! The award was sepcifically for Samba 2.2.2, and we beat out Sun Microsystems Java 2 Platform Standard Edition Version 1.4 and Bea Systems WebLogic Server 7.0 for the award, so I'm stunned that we won. These guys hav...

...think they are the same. Skew = 1 means no skewness (I can not find the paper defining the distribution). library(fSeries) curve(dsnorm(x, 0, 1, 1), -2, 2, add = F, col = 'red') #skew normal with skew 1 curve(dnorm(x, 0, 1), -2, 2, add = T, col = 'blue') #normal Then I try them as innovations, #normal innovation garch_norm <- garchFit(series = logr, include.mean = F) #skew normal innovation #this line do not include skew, so it got same result as normal garch_snorm <- garchFit(series = logr, cond.dist = 'dsnorm', include.mean = F, include.skew = F) #this line inc...

Dear Users, I would like to simulate an AR(1) (y_t=ct1+y_t-1+e_t) model in R where the innovations are supposed to follow a t-GARCH(1,1) proccess. By t-GARCH I want to mean that: e_t=n_t*sqrt(h_t) and h_t=ct2+a*(e_t)^2+b*h_t-1. where n_t is a random variable with t-Student distribution. If someone could give some guidelines, I can going developing the model. I did it in matlab, but th...

Dear useRs, we are organizing the following session Topic: Innovative Tools in Data Analysis Organizers: Achim Zeileis and Bettina Gruen at the First Workshop of the ERCIM Working Group on Computing & Statistics June 19-21, 2008 Neuchatel, Switzerland URL: http://www.dcs.bbk.ac.uk/ercim08 To improve the quality of statistical data analysis the provision o...