Results 91 to 100 of about 105,613 (301)
A structural Time Series Model with Markov Switching. [PDF]
We propose an innovations form of the structural model underlying exponential smoothing that is further augmented by a latent Markov switching process.
Forbes, C.S., Shami, R.G.
core
International Journal of Mechanical System Dynamics, EarlyView.ABSTRACT Modern engineering systems require advanced uncertainty‐aware model updating methods that address parameter correlations beyond conventional interval analysis. This paper proposes a novel framework integrating Riemannian manifold theory with Gaussian Process Regression (GPR) for systems governed by Symmetric Positive‐Definite (SPD) matrix ...
Yanhe Tao +3 more
wiley +1 more source
Specification Testing of Markov Switching Models*
Oxford Bulletin of Economics and Statistics, 2003 AbstractThis paper proposes a set of formal tests to address the goodness‐of‐fit of Markov switching models. These formal tests are constructed as tests of model consistency and of both parametric and non‐parametric encompassing. The formal tests are then combined with informal tests using simulation in combination with non‐parametric density and ...
Breunig, Robert +2 more
openaire +2 more sources
Naval Research Logistics (NRL), EarlyView.ABSTRACT This paper examines the impacts of Volume‐Based Procurement (VBP) policies on pharmaceutical supply chains, with a focus on the strategic behaviors of manufacturers. VBP aims to reduce costs and stabilize supplies by centralizing procurement through competition based on volumes and prices.
Nani Zhou, Tong Wang, Guohua Wan
wiley +1 more source
Pemodelan Deteksi Dini Krisis Mata Uang Berdasarkan Indiktor Nilai Tukar Nominal
Majalah Ilmiah Bijak, 2019 The financial crisis by definition is a situation where several financial assets lose most of their nominal value. The financial crisis experienced by Indonesia in 1997 had a severe impact on the Indonesian economy, so a model was needed to detect this ...
Adebun Adebun +2 more
doaj +1 more source
The effects of seasonality and parasitism on diet and habitat selection in the common periwinkle
Oikos, EarlyView.The common periwinkle Littorina littorea is an ecologically important grazer, known for its strong influence on algal communities and its role in structuring ecosystems. It serves as the first intermediate host for several trematode species in the Baltic Sea, especially for the fluke Cryptocotyle lingua.
Friederike Gronwald +7 more
wiley +1 more source
The Realationship between Monetary Policy and Financial Condition Index in Iran (MSIHA Approach) [PDF]
Iranian Journal of Accounting, Auditing & FinanceMonetary policy is one of the critical economic policies that affect the macro variables of every country. The Financial Condition Index (FCI) is one of the composite variables affected by monetary policy.
Zahra Haeri Nasab, Qmars Sohaili
doaj +1 more source
Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model [PDF]
In the dynamic factor model, a single unobserved factor common to some macroeconomic variables is defined as a composite index to measure business cycles.
Watanabe, Toshiaki
core
An objective Bayesian method for including parameter uncertainty in ensemble model output statistics
Quarterly Journal of the Royal Meteorological Society, EarlyView.Conventional model output statistics and ensemble model output statistics methods for calibrating ensemble forecasts lead to severe underestimation of the probabilities of ensemble extremes (in blue). This is because they ignore statistical parameter uncertainty.
Stephen Jewson +4 more
wiley +1 more source
Impacts of Korea's Exchange Rate Uncertainty on Exports
East Asian Economic Review, 2003 This paper examines the effects of two types of uncertainty related to the real effective exchange rate (REER) in Korea for export trends. To decompose uncertainties into two types of component, I propose an advanced generalized Markov switching model ...
Kwon Sik Kim
doaj +1 more source