Results 11 to 20 of about 439,715 (267)
Large time-varying parameter VARs [PDF]
Journal of Econometrics, 2012 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Koop, Gary, Korobilis, Dimitris
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Hierarchical Shrinkage in Time-Varying Parameter Models [PDF]
SSRN Electronic Journal, 2011 ABSTRACTIn this paper, we forecast EU area inflation with many predictors using time‐varying parameter models. The facts that time‐varying parameter models are parameter rich and the time span of our data is relatively short motivate a desire for shrinkage.
Belmonte, Miguel A. G. +2 more
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Expected Optimal Feedback with Time-Varying Parameters [PDF]
Computational Economics, 2012 In this paper we derive the closed loop form of the Expected Optimal Feedback rule,sometimes called passive learning stochastic control, with time varying parameters.As such this paper extends the work of Kendrick (1981,2002, Chapter 6) whereparameters are assumed to vary randomly around a known constant mean.Furthermore, we show that the cautionary ...
Tucci, Marco P. +2 more
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Minimum Hellinger distance estimates for a periodically time-varying long memory parameter
Comptes Rendus. Mathématique, 2022 We consider a purely fractionally deferenced process driven by a periodically time-varying long memory parameter. We will build an estimate for the vector parameters using the minimum Hellinger distance estimation.
Amimour, Amine +2 more
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Boundary Control for Cascaded System of Nonlinear ODE/Hyperbolic PDE With Time-Varying Parameter
IEEE Access, 2021 Boundary control for a nonlinear system actuated by a first-order time-varying hyperbolic partial differential equation is investigated. Two-step backstepping transformation is applied during the design.
Cong Lin, Xiushan Cai
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Frontiers in Computational Neuroscience, 2017 Dynamic joint stiffness is a dynamic, nonlinear relationship between the position of a joint and the torque acting about it, which can be used to describe the biomechanics of the joint and associated limb(s).
Mahsa A. Golkar +2 more
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Dynamic Response and Parameter Analysis of Electromagnetic Railguns under Time Varying Moving Loads
Shock and Vibration, 2023 During the launch process of an electromagnetic railgun, the armature is subjected to the ampere force and moves along the rail with variable acceleration.
Lilan Liu, Xukai Zhang, Jiayi Wang
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Optimizing Physics-Informed Neural Network in Dynamic System Simulation and Learning of Parameters
Algorithms, 2023 Artificial neural networks have changed many fields by giving scientists a strong way to model complex phenomena. They are also becoming increasingly useful for solving various difficult scientific problems.
Ebenezer O. Oluwasakin +1 more
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THE INFORMAL ECONOMY AND ECONOMIC GROWTH OF NIGERIA: A TIME-VARYING PARAMETER APPROACH
Acta Economica, 2020 Studies on the relationship between the informal economy and economic growth have been inconclusive as to whether the positive or negative relationship dominates.
Abiola Lydia Aina
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Modal Parameter Identification of Time-varying System Based on Time Frequency Slice Decomposition
Hangkong gongcheng jinzhan, 2019 System parameter identification can be divided into two research directions: time-invariant system parameter identification and time-varying system parameter identification. The research on time-invariant system parameter identification has become mature,
Chen Qi, Shi Zhiyu, Zhang Jie
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