Results 51 to 60 of about 111,800 (195)

Markov-switching decision trees [PDF]

AStA Advances in Statistical Analysis
AbstractDecision trees constitute a simple yet powerful and interpretable machine learning tool. While tree-based methods are designed only for cross-sectional data, we propose an approach that combines decision trees with time series modeling and thereby bridges the gap between machine learning and statistics.
Adam, Timo, Ötting, Marius, Michels, Rouven   +2 more
openaire   +3 more sources

EARLY WARNING INDICATORS STUDY OF BANK RUNS IN INDONESIA : MARKOV-SWITCHING APPROACH

Buletin Ekonomi Moneter dan Perbankan, 2012
A run on a particular bank can lead to a banking crisis if it spreads to other banks (contagious effect). In the case of Indonesia, bank runs have also reoccurred time and again.
Iskandar Simorangkir
doaj   +1 more source

Perturbation Methods for Markov-Switching DSGE Models [PDF]

SSRN Electronic Journal, 2013
This paper develops a general perturbation methodology for constructing high-order approximations to the solutions of Markov-switching DSGE models. We introduce an important and practical idea of partitioning the Markov-switching parameter space so that a steady state is well de?ned.
Andrew T. Foerster, Juan F. Rubio-Ramirez, Daniel F. Waggoner, Tao Zha   +3 more
openaire   +8 more sources

Stationarity of multivariate Markov–switching ARMA models [PDF]

Journal of Econometrics, 2001
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christian Francq, Jean-Michel Zakoïan
openaire   +3 more sources

The Effect of Trade Volume on TEPIX Index in Bear and Bull Cycles: An Application of Markov-Switching Model [PDF]

فصلنامه پژوهش‌های اقتصادی ایران, 2014
In this paper, the effect of trade volume on TEPIX index is investigated based on bull and bear cycles of Tehran stock Exchange (TSE) using nonlinear Markov-Switching model.
Abbas Kalantari, Navid Khalil Paktinat
doaj  

KAJIAN INDIKATOR PERINGATAN DINI BANK RUNS DI INDONESIA: PENDEKATAN MARKOV-SWITCHING

Buletin Ekonomi Moneter dan Perbankan, 2012
A run on a particular bank can lead to a banking crisis if it spreads to other banks (contagious effect). In the case of Indonesia, bank runs have also reoccurred time and again.
Iskandar Simorangkir
doaj   +1 more source

Using Markov switching models to infer dry and rainy periods from telecommunication microwave link signals [PDF]

Atmospheric Measurement Techniques, 2012
A Markov switching algorithm is introduced to classify attenuation measurements from telecommunication microwave links into dry and rainy periods. It is based on a simple state-space model and has the advantage of not relying on empirically estimated ...
Z. Wang, M. Schleiss, J. Jaffrain, A. Berne, J. Rieckermann   +4 more
doaj   +1 more source

Spillover Effect of US Monetary Policy to ASEAN Stock Market

Jurnal Economia, 2019
: This study analyzes the spillover effects of the US monetary policy on the ASEAN stock market with Markov switching model and investigates differences in empirical results of each country from ASEAN member.
Aniek Hindrayani, Fadikia K Putri, Inda F Puspitasari   +2 more
doaj   +1 more source

Almost Sure Quasi-Synchronization of Reaction-Diffusion Neural Networks With Stochastic Switching via Boundary Control

IEEE Access
This paper devotes to the almost sure quasi-synchronization of reaction-diffusion neural networks (RDNNs) with stochastic switching. Markov switching (MS) and independent and identically distributed switching (IIDS) are considered.
Haiqing Zhao, Lijun Pan
doaj   +1 more source

MARKOV SWITCHING AUTOREGRESSIVE

Jurnal EurekaMatika, 2014
Runtun waktu ialah himpunan observasi yang dicatat berurut berdasarkan waktu. Tujuan dari metode runtun waktu ialah menemukan model yang sesuai sehingga didapatkan hasil peramalan yang baik. Salah satu model runtun waktu yang telah dikenal adalah Autoregressive.
Rahman, Jaelani, Puspita, Entit, Suherman, Maman   +2 more
openaire   +1 more source