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ORCIDStijn de Waele
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2020 – today
- 2020
[c10]Stijn de Waele:
Accurate Characterization of Non-Uniformly Sampled Time Series using Stochastic Differential Equations. ICMLA 2020: 598-603- [i2]Stijn de Waele:
Accurate Characterization of Non-Uniformly Sampled Time Series using Stochastic Differential Equations. CoRR abs/2007.01073 (2020)
2010 – 2019
- 2018
- [i1]Stijn de Waele:
Accurate Kernel Learning for Linear Gaussian Markov Processes using a Scalable Likelihood Computation. CoRR abs/1805.07346 (2018) - 2014
- [c9]Stijn de Waele, Larry Nielsen, Joseph J. Frassica:
Estimation of the patient monitor alarm rate for a quantitative analysis of new alarm settings. EMBC 2014: 5727-5730 - 2011
- [j14]Christoph Brüser, Kurt Stadlthanner, Stijn de Waele, Steffen Leonhardt
:
Adaptive Beat-to-Beat Heart Rate Estimation in Ballistocardiograms. IEEE Trans. Inf. Technol. Biomed. 15(5): 778-786 (2011)
2000 – 2009
- 2007
- [c8]Stijn de Waele, Michael J. Verberne:
Coding Gain and Tuning for Parametrized Visual Quality Metrics. ICIP (6) 2007: 461-464 - 2005
- [j13]Piet M. T. Broersen, Stijn de Waele:
Automatic identification of time-series models from long autoregressive models. IEEE Trans. Instrum. Meas. 54(5): 1862-1868 (2005) - 2004
- [j12]Piet M. T. Broersen, Stijn de Waele, Robert Bos:
Autoregressive spectral analysis when observations are missing. Autom. 40(9): 1495-1504 (2004) - [j11]Piet M. T. Broersen, Stijn de Waele:
Finite sample properties of ARMA order selection. IEEE Trans. Instrum. Meas. 53(3): 645-651 (2004) - [j10]Piet M. T. Broersen, Stijn de Waele, Robert Bos:
Application of autoregressive spectral analysis to missing data problems. IEEE Trans. Instrum. Meas. 53(4): 981-986 (2004) - 2003
- [j9]Piet M. T. Broersen, Stijn de Waele:
Time series analysis in a frequency subband. IEEE Trans. Instrum. Meas. 52(4): 1054-1060 (2003) - [j8]Piet M. T. Broersen, Stijn de Waele:
Generating data with prescribed power spectral density. IEEE Trans. Instrum. Meas. 52(4): 1061-1067 (2003) - [j7]Stijn de Waele, Piet M. T. Broersen:
Order selection for vector autoregressive models. IEEE Trans. Signal Process. 51(2): 427-433 (2003) - 2002
- [j6]Stijn de Waele, Piet M. T. Broersen:
Finite sample effects in vector autoregressive modeling. IEEE Trans. Instrum. Meas. 51(5): 917-922 (2002) - [j5]Robert Bos, Stijn de Waele, Piet M. T. Broersen:
Autoregressive spectral estimation by application of the Burg algorithm to irregularly sampled data. IEEE Trans. Instrum. Meas. 51(6): 1289-1294 (2002) - 2001
- [c7]Piet M. T. Broersen, Stijn de Waele:
Efficient estimation of autocorrelation functions of random data with time series models. CDC 2001: 2532-2537 - 2000
- [j4]Stijn de Waele, Piet M. T. Broersen:
Error measures for resampled irregular data. IEEE Trans. Instrum. Meas. 49(2): 216-222 (2000) - [j3]Piet M. T. Broersen, Stijn de Waele:
Detection of methacholine with time series models of lung sounds. IEEE Trans. Instrum. Meas. 49(3): 517-523 (2000) - [j2]Stijn de Waele, Piet M. T. Broersen:
The Burg algorithm for segments. IEEE Trans. Signal Process. 48(10): 2876-2880 (2000) - [c6]Stijn de Waele, Piet M. T. Broersen:
Spectral analysis of segmented data. CDC 2000: 189-190 - [c5]Piet M. T. Broersen, Stijn de Waele:
Windowed periodograms and moving average models. CDC 2000: 2706-2709 - [c4]Piet M. T. Broersen, Stijn de Waele:
Some benefits of aliasing in time series analysis. EUSIPCO 2000: 1-4 - [c3]Stijn de Waele, Piet M. T. Broersen:
Order selection for the multirate burg algorithm. EUSIPCO 2000: 1-4 - [c2]Stijn de Waele, Piet M. T. Broersen:
Modeling radar data with time series models. EUSIPCO 2000: 1-4
1990 – 1999
- 1999
- [j1]Stijn de Waele, Piet M. T. Broersen:
Reliable LDA-spectra by resampling and ARMA-modeling. IEEE Trans. Instrum. Meas. 48(6): 1117-1121 (1999) - 1998
- [c1]Stijn de Waele, Piet M. T. Broersen:
Accurate LDA-spectra by resampling and ARMA-modeling. EUSIPCO 1998: 1-5
Coauthor Index
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