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Modeling Model Uncertainty [PDF]
Journal of the European Economic Association, 2002 Recently there has been a great deal of interest in studying monetary policy under model uncertainty. We develop new methods to analyze different sources of uncertainty in one coherent structure, which is useful for policy decisions. We show how to estimate the size of the uncertainty based on time series data, and how to incorporate this uncertainty ...
Onatski, Alexei, Williams, Noah
core +9 more sources
IEEE Access, 2023 In recent years, an alarming number of natural disasters, specifically hurricanes and floods have affected the United States. Flooding is a global crisis, however we still do not have an automated approach for real-time flood risk detection and ...
Nushrat Humaira +2 more
doaj +1 more source
Evaluation of Automated Hypnogram Analysis on Multi-Scored Polysomnographies
Frontiers in Digital Health, 2021 A new method for automated sleep stage scoring of polysomnographies is proposed that uses a random forest approach to model feature interactions and temporal effects.
Dries Van der Plas +8 more
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Research on L1 Adaptive Control of Autonomous Underwater Vehicles with X-Rudder
Journal of Marine Science and Engineering, 2023 This study focuses on addressing the the coupling problem of the vertical and horizontal plane of an autonomous underwater vehicle (AUV) with an X-rudder.
Jianping Yuan +4 more
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An Entropic Approach for Pair Trading in PSX
Entropy, 2023 The perception in pair trading is to recognize that when two stocks move together, their prices will converge to a mean value in the future. However, finding the mean-reverted point at which the value of the pair will converge as well as the optimal ...
Laiba Amer, Tanweer Ul Islam
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Large Modeling Uncertainty in Projecting Decadal Surface Ozone Changes Over City Clusters of China
Geophysical Research Letters, 2023 Climate policies will affect future surface ozone pollution in China. Here, we simulate changes in summertime ozone across China by 2030 under four emission scenarios reflecting different levels of climate action.
Xiang Weng +3 more
doaj +1 more source
Fatigue design sensitivities of large monopile offshore wind turbines
Wind Energy, 2022 The input for fatigue analyses of offshore wind turbines is typically chosen based on design values provided by design standards. While this provides a straightforward design methodology, the contribution of different input parameters to the uncertainty ...
Stian H. Sørum +5 more
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A New Approach to Nonlinear State Observation for Affine Control Dynamical Systems
Applied Sciences, 2023 In this work, a Nonlinear Higher Order Extended State Observer (NHOESO) is presented to replace the Linear Extended State Observer (LESO) used in Conventional Active Disturbance Rejection Control (C-ADRC) solutions.
Ahmad Taher Azar +11 more
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Nested Models and Model Uncertainty [PDF]
The Scandinavian Journal of Economics, 2015 AbstractUncertainty about the appropriate choice among nested models is a concern for optimal policy when policy prescriptions from those models differ. The standard procedure is to specify a prior over the parameter space, ignoring the special status of submodels (e.g., those resulting from zero restrictions).
Kriwoluzky, A., Stoltenberg, C.A.
openaire +7 more sources
Journal of Advances in Modeling Earth Systems, 2023 The selection of physical parameterization schemes for tropical cyclone (TC) forecasts has required a substantial amount of effort. In general, the evaluation of physical parameterization schemes and their combined performance was based solely on the ...
Xuan Wang, Zhe‐Min Tan
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