We propose several variations of the stable seasonal pattern (SSP) model first introduced by Marshall and Oliver and study their prediction procedures. Depending on the type of data (count data or continuous variable), we propose different treatments. Previously SSP models have been applied to...

In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between 'input' and 'output' time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA)...

Potential nuclear attacks are among the most devastating terrorist attacks, with severe loss of human lives as well as damage to infrastructure. To deter such threats, it becomes increasingly vital to have sophisticated nuclear surveillance and detection systems deployed in major cities in the...

For importance sampling (IS), multiple proposals can be combined to address different aspects of a target distribution. There are various methods for IS with multiple proposals, including Hesterberg's stratified IS estimator, Owen and Zhou's regression estimator, and Tan's maximum likelihood...

Molten slag exhausted with critically high temperature of about 1450–1550°C is a potential resource of energy and raw materials. Water quenching is a traditional heat recovery technology, which uses cold water to cool down slag so as to achieve the desired glassy by-products. However, this...

In this paper we develop a semi-parametric approach to model nonlinear relationships in serially correlated data. To illustrate the usefulness of this approach, we apply it to a set of hourly electricity load data. This approach takes into consideration the effect of temperature combined with...