Christopher Chow

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The problem considered in this paper is the maximum likelihbod estimation of a system of linear stochastic equations in which the residuals follow an autoregressive scheme. This problem has been studied previously by Sargan [lo] and more recently by Hendry [5]. The former formulated the problem and provided numerical solution to a special case. The latter(More)
Absorbance data collected from an online UV absorbance spectrophotometer installed for water quality monitoring at a conventional drinking water treatment plant was used to develop surrogate parameters for treatment process monitoring and optimisation. Surrogate parameters were developed via data analysis of collected online data as well as by targeted(More)
Time series data contains temporal ordering, which makes its feature selection different from the normal feature selection. Feature selection in multivariate time series has two tasks: identifying the relevant features and finding their effective window sizes of lagged values. The methods extended from normal feature selection methods do not solve this(More)
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