Multivariate Markov switching with weighted regime determination: giving France more weight than Finland [PDF]
This article deals with using panel data to infer regime changes that are common to all of the cross section. The methods presented here apply to Markov switching vector autoregressions, dynamic factor models with Markov switching and other multivariate ...
Martin Sola, Michael J. Dueker
core
Unsupervised Work Behavior Pattern Extraction Based on Hierarchical Probabilistic Model
IEEJ Transactions on Electrical and Electronic Engineering, EarlyView.In this study, we address the challenge of analyzing worker behaviors in high‐mix, low‐volume production environments, where traditional supervised learning methods struggle owing to the lack of labeled data and task variability among workers. To overcome these issues, we propose a novel hierarchical approach for unsupervised behavior pattern ...
Issei Saito +5 more
wiley +1 more source
Fault detection filter design for Markov jump systems with persistent dwell-time
AIMS MathematicsThis paper addresses the problem of fault detection (FD) for Markov jump systems (MJSs) with time-varying delays. The jumping property presented by system modes is described by the Markov chain and the transition probabilities of the Markov chain are ...
Zheng-Jin Zhang, Bin-Bin Gan
doaj +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
Markov Switching Risk Premium and the term structure of interest rates. Empirical evidence from US post-war interest rates [PDF]
This paper considers the basic present value model of interest rates under rational expectations with two additional features. First, following McCallum (1994), the model assumes a policy reaction function where changes in the short-term interest rate ...
Gutiérrez Huerta, María José +1 more
core
Mallard response to experimental human disturbance on sanctuary areas is mediated by hunting
Wildlife Biology, EarlyView.Wildlife managers often provide spatial sanctuaries for wildlife to escape both lethal (e.g. hunting) and non‐lethal (e.g. non‐consumptive recreation) human disturbance. However, as societal interest in outdoor recreation continues to climb, many areas face added pressure to allow recreation, yet studies increasingly demonstrate negative effects of ...
Abigail G. Blake‐Bradshaw +6 more
wiley +1 more source
Bayesian Methods in Nonlinear Time Series [PDF]
This paper reviews the analysis of the threshold autoregressive, smooth threshold autoregressive, and Markov switching autoregressive models from the Bayesian perspective.
Korenok Oleg
core
A Three-State Markov-Modulated Switching Model for Exchange Rates
Journal of Applied Mathematics, 2016 Several authors have examined the long swings hypothesis in exchange rates using a two-state Markov switching model. This study developed a model to investigate long swings hypothesis in currencies which may exhibit a k-state (k≥2) pattern.
Idowu Oluwasayo Ayodeji
doaj +1 more source
Business Cycle Analysis with Multivariate Markov Switching Models [PDF]
The class of Markov switching models can be extended in two main directions in a multivariate framework. In the first approach, the switching dynamics are introduced by way of a common latent factor.
Jacques Anas +3 more
core
Robotic Cell Micromanipulation Skill Learning via Imitation‐Enhanced Reinforcement Learning
CAAI Transactions on Intelligence Technology, EarlyView.ABSTRACT Humans can learn complex and dexterous manipulation tasks by observing videos, imitating and exploring. Multiple end‐effectors manipulation of free micron‐sized deformable cells is one of the challenging tasks in robotic micromanipulation. We propose an imitation‐enhanced reinforcement learning method inspired by the human learning process ...
Youchao Zhang +6 more
wiley +1 more source