Results 111 to 120 of about 14,044 (266)

Fault‐Tolerant Fuzzy Boundary Control for Nonlinear Distributed Parameter Systems Under Limited Measurements and Markovian Failures

CAAI Transactions on Intelligence Technology, EarlyView.
ABSTRACT This paper proposes a boundary control method for nonlinear distributed parameter systems (DPSs) with limited boundary measurements (BMs), as typically encountered in networked cyber‐physical processes with spatially distributed dynamics such as thermal and biomedical diffusion systems.
Yanlin Li, Kaibo Shi, Yue Yu, Xiangkun Wang, Ming Zhu, Xiao Cai   +5 more
wiley   +1 more source

A Class of Causal 2D Markov-Switching ARMA Models: Probabilistic Properties and Variational Estimation

Axioms
This paper introduces a rigorous class of two-dimensional Markov-switching autoregressive moving-average (2D MS-ARMA) models for spatial lattice data exhibiting regime-dependent dynamics.
Khudhayr A. Rashedi, Soumia Kharfouchi, Abdullah H. Alenezy, Tariq S. Alshammari   +3 more
doaj   +1 more source

A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic. [PDF]

Sage Open, 2023
Phoong SW, Mahi MA, Phoong SY.
europepmc   +1 more source

Signal Extraction and Clustering of Partial Discharge in Motor Insulation Using Temporal Correlation‐Based Clustering

High Voltage, EarlyView.
ABSTRACT As one of the important links in energy transition and global energy interconnection, electric vehicles (EVs) are becoming increasingly major research topics in the field of energy. Partial discharge (PD) identification under repetitive impulsive voltages plays a pivotal role in evaluating the health of electric vehicle (EV) motor insulation ...
Li Wang, Jia‐Wei Zhang, Haikun Shang, Yu Zhao, Yufei Wang, Chen Song, Jianwei Zhang, Fouad Belhora   +7 more
wiley   +1 more source

Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis. [PDF]

J Quant Econ, 2021
Dua P, Tuteja D.
europepmc   +1 more source

Contagion and Spillover Effects of the Chinese Housing Crisis on the China‐Focused ETFs Trading in the United States

Pacific Economic Review, EarlyView.
ABSTRACT This study investigates the impact of China's recent real estate crisis, stemming from Evergrande's struggles, on the return and risk profiles of US‐listed exchange traded funds (ETFs) tracking Chinese stock market indexes. Analysing 26 funds from February 2, 2018 to December 31, 2024, we first employ a VAR model to assess contagion and ...
Gerasimos Rompotis, Spyros Papathanasiou, Drosos Koutsokostas   +2 more
wiley   +1 more source

Regime Tracking in Markets with Markov Switching

Mathematics
The object of the investigation is a model of the incomplete financial market. It includes a bank deposit with a known interest rate and basic risky securities.
Andrey Borisov
doaj   +1 more source

The evolution of happiness pre and peri-COVID-19: A Markov Switching Dynamic Regression Model. [PDF]

PLoS One, 2021
Rossouw S, Greyling T, Adhikari T.
europepmc   +1 more source

The effect of nearby listings on house sale prices in Sydney: A spatio‐temporal regularization approach

Real Estate Economics, EarlyView.
Abstract We estimate the price impact of very nearby concurrently listed properties in the Sydney housing market and assess their competition effects. We apply a hedonic model with spatiotemporal effects regularized via a graph Laplacian prior at the month‐by‐SA2 regional level to seven SA4 subregions of metropolitan Sydney. The model structure enables
Willem P. Sijp, Mengheng Li
wiley   +1 more source

Dynamic Effects of Crude Oil Price Movements: a Sectoral Examination [PDF]

Romanian Economic Journal, 2019
The study employs the Markov switching regression to examine the dynamic effects of crude oil price movements on sector returns in Saudi Arabia, the United Arab Emirates, China and India given the impact of the global factor. The evidence from the Markov
Isah Wada
doaj