This paper presents the construction of a particle filter, which incorporates elements inspired by genetic algorithms, in order to achieve accelerated adaptation of the estimated posterior distribution to changes in model parameters. Specifically, the filter is designed for the situation where...

Objectives: Time series analysis techniques facilitate statistical analysis of variables in the course of time. Continuous monitoring of the critically ill in intensive care offers an especially wide range of applications. In an open clinical study time series analysis was applied to the...

It is a widely known fact that the intraday seasonality of trading intervals for financial transactions such as stocks is short at the beginning of business hours and long in the middle of the day. In this paper, we extend the stochastic conditional duration (SCD) model to capture the pattern of...