Large‐Dimensional Cointegrated Threshold Factor Models: The Global Term Structure of Interest Rates
ABSTRACT In this paper we extend the two‐level factor model to account for cointegration between group‐specific factors in large datasets. We propose two nonlinear specifications: (i) a threshold vector error correction model (VECM) that allows for asymmetric adjustment across regimes; and (ii) a band VECM that captures state‐dependent adjustment which
Daniel Abreu, Paulo M. M. Rodrigues
wiley +1 more source
iLDA-SGCN: Identifying Associations Between Age-Related Diseases and Long Non-Coding RNAs Using Dual Graph Convolutional Networks. [PDF]
Guo Y +8 more
europepmc +1 more source
Spherulite in the modern aragonitic travertine stromatolite has a calcite core with exopolymers
ABSTRACT Spherulites are spherical to ellipsoidal particles formed by various crystalline substances and can be abiotically synthesised in the laboratory. Among various spherulite types, spherulites composed of calcium carbonate are also found in various natural environments, but their abiotic or biotic origins are still controversial.
Fumito Shiraishi +4 more
wiley +1 more source
Autoencoder Denoising for Network-Based Spatial Transcriptomics Data with Applications for Cell Signaling Estimation. [PDF]
Javaid A, Frost HR.
europepmc +1 more source
Abstract Long‐term observations at southern polar latitudes in the summertime mesosphere–lower thermosphere (MLT) reveal persistent nonmigrating semidiurnal tides, with the zonal wavenumber‐1 (s $s$ = 1) component being particularly dominant. Using nearly two decades of meteor radar wind measurements (80–100 km) from Davis Station (East Antarctica) and
R. A. Vincent +5 more
wiley +1 more source
Learning Latent Representations to Bridge Coarse-Grained and Atomistic Resolutions in Polymer Simulations. [PDF]
Desai S +5 more
europepmc +1 more source
A Strictly Geostrophic Product of Sea‐Surface Velocities From the SWOT Fast‐Sampling Phase
Abstract While geostrophy remains the simplest and most practical balance to extract velocity information from sea‐surface height anomaly (SSHa), confusions remain within the oceanographic community to what extent this balance can be applied to altimetric observations with the launch of the Surface Water and Ocean Topography (SWOT) satellite. Given the
Takaya Uchida +6 more
wiley +1 more source
RRAEDy: adaptive latent linearization of nonlinear dynamical systems. [PDF]
Mounayer J +4 more
europepmc +1 more source
Unfolded RPCA Network for Mitigating Inter-Transmitter Code Interference in MIMO PMCW Systems. [PDF]
Lee Y, Lee JH, Lee S.
europepmc +1 more source
Novel Multi-Target Tracking Method: PMBM Filter Combined SVD-SCKF with GP-Driven Measurements. [PDF]
Jia W, Li B, Zhang J, Zhou Y.
europepmc +1 more source

