31 citations · 137 across the 73 of their papers we have counts for
85 papers
Near-ideal predictors and causal filters for discrete time signals
Nikolai Dokuchaev
The paper presents linear predictors and causal filters for discrete time signals featuring some different kinds of spectrum degeneracy. These predictors and filters are based on a…
Predictors for high frequency processes based on rational polynomials approximation of periodic exponentials
Nikolai Dokuchaev
The paper presents linear integral predictors for continuous time high-frequency signals with a a finite spectrum gap. The predictors are based on approximation of a complex valued…
On incompleteness of polynomials in some weighted spaces on half line
Nikolai Dokuchaev
The paper studies completeness of the polynomials in weighted -spaces on half line. It is shown that the completeness of polynomials does not hold for a wide class of weights,…
Limited memory predictors based on polynomial approximation of periodic exponents
Nikolai Dokuchaev
The paper presents transfer functions for limited memory time-invariant linear integral predictors for continuous time processes such that the corresponding predicting kernels have…
Approximating intractable short ratemodel distribution with neural network
Anna Knezevic, Nikolai Dokuchaev
We propose an algorithm which predicts each subsequent time step relative to the previous timestep of intractable short rate model (when adjusted for drift and overall distribution…
Extrapolation and sampling for processes on spatial graphs
Nikolai Dokuchaev
The paper studies processes defined on time domains structured as oriented spatial graphs (or metric graphs, or oriented branched 1-manifolds). This setting can be used, for exampl…