Times-series data which are observed at irregular time intervals often arise in economics and the bio-sciences. Existing methods for modelling these data have focused on the discretisation of continuous processes. A method is proposed for fitting cyclical components to irregular time-series data...

This paper analyzes the large sample properties of several two step estimators that have recently been suggested for estimating autoregressive moving-average models. As these estimators typically involve generated regressors, the generated regressor literature suggests that, in general, they...

The optimum timetable for implementing a set of road projects so as to achieve maximum investment effectiveness can be found by ranking or Goal Programming (GP) under the assumption that the payoffs of all the projects are divisible and proportional to their proportions undertaken. This...

Numerical schemes for finite-dimensional Hamiltonian system which preserve the symplectic structure are generalized to infinite-dimensional Hamiltonian systems and applied to construct finite difference schemes for the nonlinear wave equation. The numerical results show that these schemes...

This paper is concerned with the practical problems associated with understanding and defining the concept of simplicity. Different attempts that have been made to define simplicity and, in particular, definitions based on counting parameters, are discussed and analyzed. The limitations of these...

The unstructured dynamic models of the fed-batch fermentation processes for microbiological L-leucine production have been discussed. Generalised stoichiometric equations describing the proposed process are proved by autoregressive models. Non-linear dynamic models based on the stoichiometric...

The interaction of transient cavities in fluid flows with rigid boundaries is investigated numerically. The class of fluid motions considered here can be described by a velocity potential and a newly-developed fully three-dimensional boundary integral method is employed to compute the evolution...

Importance sampling is a change-of-measure technique for speeding up the simulation of rare events in stochastic systems. In this paper we establish a number of properties characterizing optimal importance sampling measures for Markovian systems. We use these properties to develop a new method...

We consider an alternative to conventional grid generation strategies based on the length functional. These conventional strategies include using an inverse mapping (the famous Winslow generator), or augmenting length with other functionals that promote unicity. Both strategies have the drawback...

We give a relatively simple algorithm to carry out Hodge decomposition on the variational bicomplex based on the imbedding of the total differentiation operator in a Heisenberg algebra. The method is illustrated with several examples taken from the literature. It has been implemented by the...