Abstract. We present a nonparametric approach based on local polynomial regression for ensemble forecast of time series. The state space is first reconstructed by embedding the univariate time series ...

The basic facts about separable extensions of discrete fields and factoring polynomials are developed in the constructive spirit of Errett Bishop. The ability to factor polynomials is shown to be ...

Uncertainty quantification (UQ) is increasingly critical for modelling complex systems in which input parameters or environmental conditions vary unpredictably. Polynomial chaos methods offer a ...

The invariant polynomials Cφ κ 1,...,κ r (X1,...,Xr) (Davis [8] and Chikuse [2] with r (r ≥ 2) symmetric matrix arguments have been defined, extending the zonal ...

We discuss the application of orthogonal polynomials to the estimation of probability density functions, particularly with regard to accessing features of a portfolio's profit/loss distribution. Such ...