Results 21 to 30 of about 1,700,696 (345)
Modeling and forecasting of rainfall reoccurrence changes using Markov Switching in Iran
SN Applied Sciences, 2021 This paper represents the recurrence (reoccurrence) changes in the rainfall series using Markov Switching models (MSM). The switching employs a dynamic pattern that allows a linear model to be combined with nonlinearity models a discrete structure.
Majid Javari
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Fault-Tolerant Control of Second-Order Nonlinear Multi-Agent Formation Under Markov Switching Topology [PDF]
Jisuanji gongcheng, 2023 To solve the problems of communication signal loss and controller failure in the formation control of multi-agent systems, this paper proposes a fault-tolerant control protocol for second-order nonlinear multi-agent system leader-follower formation with ...
Lingcong OUYANG, Kaijun YANG, Zhixiong ZHANG
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IEEE Access, 2022 In this paper, couple-group consensus is investigated for a kind of heterogeneous multi-agent systems (HMASs) with Markov switching. Some novel couple-group consensuses have been proposed, in which cooperative-competitive interaction, Markov switching ...
Xingcheng Pu, Lingxia Zhang, Xia Sun
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Applicationes Mathematicae, 1985 In a queueing network a point where a single stream of arrivals is split up into several output streams is called a switch. The behavior of a switch can be described by a stochastic process \((J_ n,Y_ n,X_ n)_{n\geq 0}\), where \(J_ n\) describes the type of the n-th customer, \(Y_ n\) the output stream he is directed to and \(X_ n\) the interarrival ...
Disney, R. L., McNickle, D. C.
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Optimal Hedge Ratio of Bahar Azadi Coin Futures: Application of Markov Regime Switching Models [PDF]
مدلسازی اقتصادسنجی, 2018 According to the importance of the hedging of gold coin market fluctuations, the purpose of this study is to estimate the minimize variance of optimal hedge ratios for Bahar Azadi coin futures contracts from period of 2013/12/17 to 2017/06/01 using ...
Mozhgan Maleki, Meysam Rafei
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Entropy, 2022 This paper addresses the asynchronous stabilization problem of two typical stochastic switching systems, i.e., dual switching systems and semi-Markov jump systems.
Yushu Deng +5 more
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Markov-Switching Three-Pass Regression Filter [PDF]
Journal of Business & Economic Statistics, 2017 We introduce a new approach for the estimation of high-dimensional factor models with regime-switching factor loadings by extending the linear three-pass regression filter to settings where parameters can vary according to Markov processes. The new method, denoted as Markov-switching three-pass regression filter (MS-3PRF), is suitable for datasets with
Guérin, Pierre +2 more
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Nonlinear Modeling of Mortality Data and Its Implications for Longevity Bond Pricing
Risks, 2023 Human mortality has been improving faster than expected over the past few decades. This unprecedented improvement has caused significant financial stress to pension plan sponsors and annuity providers. The widely recognized Lee–Carter model often assumes
Huijing Li, Rui Zhou, Min Ji
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Efficient estimation of Markov-switching model with application in stock price classification [PDF]
Mathematics and Modeling in Finance, 2021 In this paper, we discuss the calibration of the geometric Brownian motion model equipped with Markov-switching factor. Since the motivation for this research comes from a recent stream of literature in stock economics, we propose an efficient estimation
Farshid Mehrdoust +2 more
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Investigating the Effect of Macroeconomic Variables on Business Cycles in Iran, Markov-Switching Model Approach [PDF]
مدلسازی اقتصادسنجی, 2020 One of the key issues that economists face when analyzing the evolution of economic activity is the attempt to explain business cycles. The behavior of macro variables during the business cycles and the effect of monetary and fiscal policy on their ...
Mohammad Ali Asaadi +2 more
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