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Detectives of Change: Indicator Saturation [PDF]

open access: yes, 2019
Structural changes are pervasive from innovations affecting many disciplines. These can shift distributions, altering relationships and causing forecast failure. Many empirical models also have outliers: both can distort inference. When the dates of shifts are not known, they need to be detected to be handled, usually by creating an indicator variable ...
Jennifer L. Castle, David Forbes Hendry
exaly   +2 more sources

DETECTING VOLCANIC ERUPTIONS IN TEMPERATURE RECONSTRUCTIONS BY DESIGNED BREAK-INDICATOR SATURATION

open access: yesJournal of Economic Surveys, 2016
AbstractWe present a methodology for detecting breaks at any point in time‐series regression models using an indicator saturation approach, applied here to modelling climate change. Building on recent developments in econometric model selection for more variables than observations, we saturate a regression model with a full set of designed break ...
David Forbes Hendry   +2 more
exaly   +5 more sources
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A method for the indication of power transformer saturation

Electric Power Systems Research, 1996
DC currents flowing from the earth cause many Hydro-Quebec transformers to saturate due to geomagnetically induced currents (GICs) or monopolar operation of HVDC systems with ground return. The resulting voltage distortion may affect the operation of control systems. This paper offers an explanation of the internal behavior of currents generated in the
D. Tousignant, L. Bolduc, A. Dutil
openaire   +1 more source

Prevention of Windup Caused by Saturating Sensors and Actuators (With Saturation Indicator)

2021
Good disturbance rejection requires large plant input signals. It can therefore happen that also the always-existing input saturation is activated by the external disturbances. Thus, the loop must exhibit a stable behavior in the presence of joint input and output saturation.
openaire   +1 more source

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