3 papers
stat.ME2026
Deep learning estimation of the spectral density of functional time series on large domains
Neda Mohammadi, Soham Sarkar, Piotr Kokoszka
We derive an estimator of the spectral density of a functional time series that is the output of a multilayer perceptron neural network. The estimator is motivated by difficulties…
eess.SY2024
Using digital twins for managing change in complex projects
Jennifer Whyte, Ranjith Soman, Rafael Sacks +4
Complex systems are not entirely decomposable, hence interdependences arise at the interfaces in complex projects. When changes occur, significant risks arise at these interfaces a…
stat.ME2024
Detection of a structural break in intraday volatility pattern
Piotr Kokoszka, Tim Kutta, Neda Mohammadi +2
We develop theory leading to testing procedures for the presence of a change point in the intraday volatility pattern. The new theory is developed in the framework of Functional Da…