Zobrazeno 1 - 10
of 1 844
pro vyhledávání: '"Rao A. Subba"'
Publikováno v:
Nonlinear Engineering, Vol 8, Iss 1, Pp 645-660 (2019)
In this article, the combined magnetohydrodynamic heat, momentum and mass (species) transfer in external boundary layer flow of Casson nanofluid from an isothermal sphere surface with convective condition under an applied magnetic field is studied th
Externí odkaz:
https://doaj.org/article/c9a50045e0b847ecb82d67d46a6de334
Publikováno v:
In Geothermics January 2025 125
For high dimensional data, where P features for N objects (P >> N) are represented in an NxP matrix X, we describe a clustering algorithm based on the normalized left Gram matrix, G = XX'/P. Under certain regularity conditions, the rows in G that cor
Externí odkaz:
http://arxiv.org/abs/2202.08236
Autor:
Krampe, Jonas, Rao, Suhasini Subba
For multivariate stationary time series many important properties, such as partial correlation, graphical models and autoregressive representations are encoded in the inverse of its spectral density matrix. This is not true for nonstationary time ser
Externí odkaz:
http://arxiv.org/abs/2202.00933
Autor:
Rao, Pinnaka Subba1 (AUTHOR), Swamiyappan, Sai Sriram2 (AUTHOR) saisriramswamiyappan@gmail.com, Puttagunta, Sree Apoorva1 (AUTHOR), Padmanabhan, Ramachandran1 (AUTHOR), Visveswaran, Vivek2 (AUTHOR)
Publikováno v:
Journal of Neurosciences in Rural Practice. Jul-Sep2024, Vol. 15 Issue 3, p431-5. 5p.
Publikováno v:
In Microbial Pathogenesis September 2024 194
Autor:
Basu, Sumanta, Rao, Suhasini Subba
We propose NonStGM, a general nonparametric graphical modeling framework for studying dynamic associations among the components of a nonstationary multivariate time series. It builds on the framework of Gaussian Graphical Models (GGM) and stationary
Externí odkaz:
http://arxiv.org/abs/2109.08709
Autor:
Rao, Suhasini Subba, Yang, Junho
The Wiener-Hopf equations are a Toeplitz system of linear equations that naturally arise in several applications in time series. These include the update and prediction step of the stationary Kalman filter equations and the prediction of bivariate ti
Externí odkaz:
http://arxiv.org/abs/2107.04994
The periodogram is a widely used tool to analyze second order stationary time series. An attractive feature of the periodogram is that the expectation of the periodogram is approximately equal to the underlying spectral density of the time series. Ho
Externí odkaz:
http://arxiv.org/abs/2007.00363
Autor:
Rao, Suhasini Subba, Yang, Junho
In time series analysis there is an apparent dichotomy between time and frequency domain methods. The aim of this paper is to draw connections between frequency and time domain methods. Our focus will be on reconciling the Gaussian likelihood and the
Externí odkaz:
http://arxiv.org/abs/2001.06966