Results 61 to 70 of about 62,954 (311)
Autoregressive conditional root model. [PDF]
, 2001 In this paper we develop a time series model which allows long-term disequilibriums to have epochs of non-stationarity, giving the impression that long term relationships between economic variables have temporarily broken down, before they endogenously collapse back towards their long term relationship.
Anders Rahbek, Neil Shephard
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A Statistical Mechanics Model to Decode Tissue Crosstalk During Graft Formation
Advanced Science, EarlyView.We introduce a statistical mechanics framework to decode the genomic crosstalk governing plant grafting. By integrating evolutionary game theory with transcriptomics, we reconstruct idopNetworks (informative, dynamic, omnidirectional, and personalized networks) that map scion–rootstock interactions.
Ang Dong +4 more
wiley +1 more source
Neural Information Processing and Time‐Series Prediction with Only Two Dynamical Memristors
Advanced Electronic Materials, EarlyView.The present study demonstrates how simple circuits with only two memristive devices are utilized to perform high complexity temporal information processing tasks, like neural spike detection in noisy environment, or time‐series prediction. This circuit simplicity is enabled by the dynamical complexity of the memristive devices, i.e.
Dániel Molnár +12 more
wiley +1 more source
Dynamic spatial autoregressive models with autoregressive and heteroskedastic disturbances [PDF]
Journal of Applied Econometrics, 2016 SummaryWe propose a new class of models specifically tailored for spatiotemporal data analysis. To this end, we generalize the spatial autoregressive model with autoregressive and heteroskedastic disturbances, that is, SARAR(1, 1), by exploiting the recent advancements in score‐driven (SD) models typically used in time series econometrics.
Leopoldo Catania, Anna Gloria Billé
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Agribusiness, EarlyView.Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source
, 2011 Multivariate simultaneous equations models were used extensively for macroeconometric analysis when Sims (1980) advocated vector autoregressive (VAR) models as alternatives. At that time longer and more frequently observed macroeconomic time series called for models which described the dynamic structure of the variables.
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Bootstrapping Network Autoregressive Models for Testing Linearity [PDF]
, 2023 Mirko Armillotta +2 more
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The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Sensors, 2020 This paper proposes a novel output-only structural damage indicator by incorporating the pole-based optimal subpattern assignment distance with autoregressive models to localize and relatively assess the severity of damages for sheared structures ...
Liu Mei +5 more
doaj +1 more source
Partially Hidden Markov Chain Linear Autoregressive model: inference and forecasting [PDF]
, 2021 Fatoumata Dama, Christine Sinoquet
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