Results 11 to 20 of about 15,456,603 (251)
Testing the Unbiased Forward Exchange Rate Hypothesis Using a Markov Switching Model and Instrumental Variables [PDF]
, 2003 This paper develops a model for the forward and spot exchange rate which allows for the presence of a Markov switching risk premium in the forward market and considers the issue of testing for the unbiased forward exchange rate (UFER) hypothesis. Using
Spagnolo, F, Psaradakis, Z, Sola, M
core +6 more sources
Frontiers in Earth Science, 2022 Precipitation prediction is crucial for water resources management and agricultural production. We deployed a hybrid model based on ensemble empirical mode decomposition (EEMD) and Bayesian model averaging (BMA), called EEMD-BMA, for monthly ...
Shangxue Luo +6 more
doaj +1 more source
Theory and Inference for a Markov-Switching GARCH Model [PDF]
We develop a Markov-switching GARCH model (MS-GARCH) wherein the conditional mean and variance switch in time from one GARCH process to another. The switching is governed by a hidden Markov chain. We provide sufficient conditions for geometric ergodicity
Jeroen V.K. Rombouts +2 more
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Dual Connectivity-Based Mobility Management and Data Split Mechanism in 4G/5G Cellular Networks
IEEE Access, 2020 The emerging 5G mobile network technology is envisioned to provide an efficient platform to interconnect machines, objects, and devices in addition to interconnecting people. Equipped with peak data rates, low latency, and massive capacity, 5G technology
Tariq Mumtaz +3 more
doaj +1 more source
An Enhanced Hidden Markov Map Matching Model for Floating Car Data
Sensors, 2018 The map matching (MM) model plays an important role in revising the locations of floating car data (FCD) on a digital map. However, most existing MM models have multiple shortcomings, such as a low matching accuracy for complex roads, long running times,
Mingliang Che +3 more
doaj +1 more source
Applications of hidden Markov models in financial modelling [PDF]
, 2008 This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University.Various models driven by a hidden Markov chain in discrete or continuous time are developed to capture the stylised features of market variables whose ...
Erlwein, Christina
core +7 more sources
IEEE Access, 2017 Automated analysis of broadcast soccer game video is a challenging computer vision problem. Prior to performing high-level analysis (such as event detection), accurate classification of shot views and play-break segmentation are required to analyze the ...
Mehrnaz Fani +3 more
doaj +1 more source
Markov Model-Based Method to Analyse Time-Varying Networks in EEG Task-Related Data
Frontiers in Computational Neuroscience, 2018 The dynamic nature of functional brain networks is being increasingly recognized in cognitive neuroscience, and methods to analyse such time-varying networks in EEG/MEG data are required.
Nitin J. Williams +2 more
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Health Economics Review, 2021 Background Economic-evaluations using decision analytic models such as Markov-models (MM), and discrete-event-simulations (DES) are high value adds in allocating resources.
Sameera Senanayake +5 more
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Gaceta Mexicana de Oncología, 2022 Objectives: To undertake an economic evaluation of denosumab in comparison with a mixed scenario consisted of zoledronic acid or no treatment if there is a contraindication to this agent due to severe renal impairment (Mix ZA/No tx) in patients with ...
Fernando Carlos-Rivera +5 more
doaj +1 more source