Results 171 to 180 of about 112,046 (197)

In situ learning using intrinsic memristor variability via Markov chain Monte Carlo sampling

Nature Electronics, 2021
Thomas Dalgaty, Damien Querlioz, Elisa Vianello   +2 more
exaly  

Markov Switches and Extreme Events

2012
This chapter examines the effects of a dramatic switch in the dynamics of economic growth for the term structure of the discount rate over the longer term. Economies undergo radical transformations. One such radical transformation was called the “industrial revolution” which has had a long-lasting effect on economic growth.
openaire   +1 more source

Markov-switching proxy BVARs

2019
This paper extends the Bayesian proxy SVAR model (BP-SVAR) of Caldara and Herbst (2019) to examine changes in the transmission of structural shocks in the presence of regime shifts in an economy. I provide a Metropolis-within-Gibbs sampling algorithm to approximate the posterior distribution of model parameters.
openaire   +1 more source

$\mathcal {H}_{\infty }$ Synchronization for Fuzzy Markov Jump Chaotic Systems With Piecewise-Constant Transition Probabilities Subject to PDT Switching Rule

IEEE Transactions on Fuzzy Systems, 2021
Jing Wang, Jianwei Xia
exaly  

Trend in Markov Switching VAR Models

We consider deterministic time trends in Markov Switching Vector Autoregressive processes, and propose estimation of the parameters by using a modified Expectation-Maximization (EM) algorithm. Then we derive consistency and the asymptotic distribution of the obtained estimators.
openaire   +2 more sources

Markov Switching Models

2018
Massimo Guidolin, Manuela Pedio
openaire   +1 more source

Markov Switching Time Series Models

2012
Abstract We give a review of time series with regime-switching, which look stationary over limited time intervals, but where the data-generating mechanism may suddenly change sometimes. After briefly discussing observation driven switching, we focus on Markov switching where changes are controlled by a hidden Markov chain.
openaire   +1 more source

Markov switching model (in Russian) [PDF]

Quantile, 2013
We discuss the Markov switching model, one of most popular nonlinear time series models. This model involves switching between multiple structures that characterize different time series behaviors in different regimes, the switching mechanism being controlled by an unobservable variable that follows a Markov chain process.
openaire  

Multi-scenario simulation of urban land change in Shanghai by random forest and CA-Markov model

Sustainable Cities and Society, 2020
Xuewei Dang, Shaohua Wang
exaly  

Markov State Models: From an Art to a Science

Journal of the American Chemical Society, 2018
Brooke E Husic, Vijay S Pande
exaly