Výsledky vyhledávání - "Souto, Mario"

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StateSpaceModels.jl: a Julia Package for Time-Series Analysis in a State-Space Framework

Autor: Saavedra, Raphael, Bodin, Guilherme, Souto, Mario

StateSpaceModels.jl is an open-source Julia package for modeling, forecasting and simulating time series in a state-space framework. The package represents a straightforward tool that can be useful for a wide range of applications that deal with time

Externí odkaz: http://arxiv.org/abs/1908.01757

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Exploiting Low-Rank Structure in Semidefinite Programming by Approximate Operator Splitting

Autor: Souto, Mario, Garcia, Joaquim D., Veiga, Alvaro

In contrast with many other convex optimization classes, state-of-the-art semidefinite programming solvers are yet unable to efficiently solve large scale instances. This work aims to reduce this scalability gap by proposing a novel proximal algorith

Externí odkaz: http://arxiv.org/abs/1810.05231

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$\ell_1$ Adaptive Trend Filter via Fast Coordinate Descent

Autor: Souto, Mario, Garcia, Joaquim D., Amaral, Gustavo C.

Identifying the unknown underlying trend of a given noisy signal is extremely useful for a wide range of applications. The number of potential trends might be exponential, which can be computationally exhaustive even for short signals. Another challe

Externí odkaz: http://arxiv.org/abs/1603.03799

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Adaptive Filter for Automatic Identification of Multiple Faults in a Noisy OTDR Profile

Autor: von der Weid, Jean Pierre, Souto, Mario H., Garcia, Joaquim D., Amaral, Gustavo C.

We present a novel methodology able to distinguish meaningful level shifts from typical signal fluctuations. A two-stage regularization filtering can accurately identify the location of the significant level-shifts with an efficient parameter-free al

Externí odkaz: http://arxiv.org/abs/1602.04379

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