estimation time
21Articulated body pose estimation — Articulated body pose estimation, in computer vision, is the study of algorithms and systems that recover the pose of an articulated body, which consists of joints and rigid parts using image based observations. It is one of longest lasting… …
22Discrete-time Fourier transform — In mathematics, the discrete time Fourier transform (DTFT) is one of the specific forms of Fourier analysis. As such, it transforms one function into another, which is called the frequency domain representation, or simply the DTFT , of the… …
23Recursive Bayesian estimation — is a general probabilistic approach for estimating an unknown probability density function recursively over time using incoming measurements and a mathematical process model. Model The true state x is assumed to be an unobserved Markov process,… …
24Withdrawal time — Withdrawal time, as relating to Veterinary Medicine, is defined as the time required after administration of a drug to a dairy cow needed to assure that drug residues in the marketable milk is below a determined maximum residue limit (MRL). [… …
25Cost estimation models — are mathematical algorithms or parametric equations used to estimate the costs of a product or project. The results of the models are typically necessary to obtain approval to proceed, and are factored into business plans, budgets, and other… …
26One-factor-at-a-time method — The one factor at a time method (or OFAT) is a method of designing experiments involving the testing of factors, or causes, one at a time instead of all simultaneously. Prominent text books and academic papers currently favor factorial… …
27Spectral density estimation — In statistical signal processing, the goal of spectral density estimation is to estimate the spectral density (also known as the power spectrum) of a random signal from a sequence of time samples of the signal. Intuitively speaking, the spectral… …
28Cochrane–Orcutt estimation — is a procedure in econometrics, which adjusts a linear model for serial correlation in the error term. It is named after statisticians D. Cochrane and G. H. Orcutt, who worked in the Department of Applied Economics, Cambridge (U.K.). Contents 1… …
29Fixed effects estimation — In econometrics and statistics the fixed effects estimator (also known as the within estimator) is an estimator for the coefficients in panel data analysis. If we assume fixed effects, we impose time independent effects for each entity.… …
30Maximum entropy spectral estimation — The maximum entropy method applied to spectral density estimation. The overall idea is that the maximum entropy rate stochastic process that satisfies the given constant autocorrelation and variance constraints, is a linear Gauss Markov process… …
