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stat.CO2024
Emperical Study on Various Symmetric Distributions for Modeling Time Series
Genshiro Kitagawa
This study evaluated probability distributions for modeling time series with abrupt structural changes. The Pearson type VII distribution, with an adjustable shape parameter , p…
stat.CO2024
Emperical Study on the Effect of Multi-Sampling in the Prediction Step of the Particle Filter
G. Kitagawa
Particle filters are applicable to a wide range of nonlinear, non-Gaussian state-space models and have already been applied to a variety of problems. However, there is a problem in…