Results 141 to 150 of about 498,137 (306)
Markov switching multiple-equation tensor regressions
Journal of Multivariate AnalysisWe propose a new flexible tensor model for multiple-equation regression that accounts for latent regime changes. The model allows for dynamic coefficients and multi-dimensional covariates that vary across equations. We assume the coefficients are driven by a common hidden Markov process that addresses structural breaks to enhance the model flexibility ...
Casarin, Roberto +2 more
openaire +2 more sources
Markov-Switching Model Selection Using Kullback-Leibler Divergence
In Markov-switching regression models, we use Kullback-Leibler (KL) divergence between the true and candidate models to select the number of states and variables simultaneously.
Tsai, Chih-Ling +2 more
core
Depressions in the Colombian Economic Growth Durng the XX Century: A Markov Switching Regime Model [PDF]
In this paper, we modeled the Colombian long run economic growth (1925-2003) using a tworegime first order Markov switching model. We found evidence of non-linearity in the annual rate of economic growth. The results show that changes between regimes are
María Teresa Ramírez, Martha Misas
core
Energy Internet, EarlyView.ABSTRACT Extreme icing disasters increasingly undermine the reliability of integrated power and heat networks by causing line outages, supply shortages and sharp thermal load fluctuations. To address these challenges, this paper proposes a comprehensive optimisation framework that exploits the spatiotemporal flexibility of data centres for coordinated ...
Yan Wang +6 more
wiley +1 more source
BarekengIslamic stocks in Indonesia face challenges in portfolio management due to the limited number of issuers and low diversification. The change in market regime from bullish to bearish makes the portfolio more vulnerable, especially since some investors do ...
Denny Nurdiansyah, Agus Sulistiawan
doaj +1 more source
Markov Switching VAR Model of Speculative Pressure: An Application to the Asian Financial Crisis
, 2009 Markov switching models with time-varying transition probabilities address the limitations of the earlier methods in the early warning system literature on currency crises.
Vargas, Gregorio A., III +1 more
core
Application of Deep Learning in Virtual Power Plants—A Review
Energy Internet, EarlyView.ABSTRACT The advancement of deep learning (DL) has substantially improved the power grid’s ability to model and optimise diverse and highly complex tasks. Although intelligent transformation is an inevitable trend, traditional approaches increasingly reveal limitations in computational efficiency, nonlinear nonconvex optimisation, and multi‐layer ...
Hongjie Zhu +7 more
wiley +1 more source
Frontiers in Applied Mathematics and StatisticsThis research is devoted to studying a geometric Brownian motion with drift switching driven by a 2 × 2 Markov chain. A discrete-time multiplicative approximation scheme was developed, and its convergence in Skorokhod topology to the continuous-time ...
Vitaliy Golomoziy +2 more
doaj +1 more source
Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression. [PDF]
Expert Syst Appl, 2022 Vukovic DB +3 more
europepmc +1 more source
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 +7 more
wiley +1 more source