Results 1 to 10 of about 808,221 (264)
Multiway clustering with time-varying parameters. [PDF]
Comput Stat, 2022 AbstractThis paper proposes a clustering approach for multivariate time series with time-varying parameters in a multiway framework. Although clustering techniques based on time series distribution characteristics have been extensively studied, methods based on time-varying parameters have only recently been explored and are missing for multivariate ...
Cerqueti R, Mattera R, Scepi G.
europepmc +7 more sources
Is exponential stability achievable in singular perturbed delayed systems with time-varying parameters? A comprehensive analysis [PDF]
HeliyonThe present article conducts an investigation into the phenomenon of exponential stability within singular perturbed delayed systems, incorporating time-varying parameters.
Ran Chen +3 more
doaj +2 more sources
Accounting for non-stationarity in epidemiology by embedding time-varying parameters in stochastic models. [PDF]
PLoS Computational Biology, 2018 The spread of disease through human populations is complex. The characteristics of disease propagation evolve with time, as a result of a multitude of environmental and anthropic factors, this non-stationarity is a key factor in this huge complexity.
Bernard Cazelles +2 more
doaj +2 more sources
Adaptive Control for Systems With Time-Varying Parameters [PDF]
IEEE Transactions on Automatic Control, 2021 This article investigates the adaptive control problem for systems with time-varying parameters using the so-called congelation of variables method. First, two scalar examples to illustrate how to deal with time-varying parameters in the feedback path and in the input path, respectively, are discussed.
Kaiwen Chen, Alessandro Astolfi
openaire +2 more sources
Time-Varying Parameters in Econometrics: The editor’s foreword
Journal of Econometrics, 2023 The Themed Issue Time-Varying Parameters in Econometrics consists of eight papers where theoretical, methodological and empirical developments are reported. Particular attention is given to observation-driven time-varying parameter models of which score-driven models is a sub-class. We will introduce the Themed Issue and review its contributions.
Blasques, F. +3 more
openaire +2 more sources
Maximum Likelihood With a Time Varying Parameter
Statistical Papers, 2023 AbstractWe consider the problem of tracking an unknown time varying parameter that characterizes the probabilistic evolution of a sequence of independent observations. To this aim, we propose a stochastic gradient descent-based recursive scheme in which the log-likelihood of the observations acts as time varying gain function.
Lanconelli A., Lauria C. S. A.
openaire +4 more sources
Time-varying parameters of Croatian import demand [PDF]
Zbornik radova Ekonomskog fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu, 2019 The paper aims to examine Croatian import demand elasticities to changes in income and relative prices while allowing time variation in parameters of import demand.
Mile Bošnjak +2 more
doaj +1 more source
Online System Identification Method Using Modified Regularized Exponential Forgetting [PDF]
Transactions of the VŠB-Technical University of Ostrava, Mechanical Series, 2013 The paper deals with the use of regularized exponential forgetting (REF) in the process of online system identification. The deployment of this type of forgetting strategy is advantageous for very long runs with small changes in the identified input ...
Ján VACHÁLEK, Michal BARTKO
doaj +1 more source
Kuramoto model with time-varying parameters [PDF]
Physical Review E, 2012 We introduce a generalization of the Kuramoto model by explicit consideration of time-dependent parameters. The oscillators' natural frequencies and/or couplings are supposed to be influenced by external, time-dependant fields, with constant or randomly-distributed strengths.
Petkoski, Spase, Stefanovska, Aneta
openaire +3 more sources
Advances in estimating the Phillips curve
Journal of Applied Economics, 2022 Many studies have documented the missing relationship between PCE inflation and the labor market slack in the last 20 years. This paper first presents evidence of a strong sensitivity of price inflation to labor market tightness once we remove the late ...
Hany Guirguis, Tin Shan (Michael) Suen
doaj +1 more source