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In this paper, we propose a mobility model which estimates a node distribution in a service area from node flows on the boundary of the area. Our model targets new wireless communication techniques, such as Bluetooth and ZigBee, whose transmission ranges, called cells, are relatively small. The proposed model reproduces the mobility of nodes in an area by… (More)
We study the adaptive filtering for risk premium and system parameters in electricity futures modes. Introducing the jump augmented Vasicek model as the spot price mode, the factor model of the electricity futures is constructed as the stochastic hyperbolic systems with jumps. Representing the main spike phenomena of the electricity spot price from one… (More)
We study the identification problem for Bates stochastic volatility model, which is widely used as the model of a stock in finance. By using the exact simulation method, a particle filter for estimating stochastic volatility and its systems parameters is constructed. Simulation studies for checking the feasibility of the developed scheme are demonstrated.