Results 101 to 110 of about 18,485,845 (167)

A Note on Optimal Smoothing for Time Varying Coefficient Problems [PDF]

An algorithm is presented which provides a complete solution to the optimal estimation problem for time-varying parameters when no proper prior distribution is specified.
Thomas F. Cooley, Kent D. Wall
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Understanding the role of the spatial-temporal variability of catchment water storage capacity and its runoff response using deep learning networks

Environmental Research Letters
The land surface of a watershed acts as a large reservoir, with its catchment water storage capacity (CWSC) influencing rainfall-runoff relationship.
Kang Xie, Qian Cheng, Jianyun Zhang, Pan Liu, Guoqing Wang   +4 more
doaj   +1 more source

Real-time flood forecasting using time-varying parameter hydrological model: case study for Ta Trach reservoir

Applied Water Science
Flood forecasting for reservoir operation is a complex and challenging subject. It is, however, fundamental for minimizing damage and maximizing economic efficiency in reservoir management.
Chau Kim Tran, Nguyen Dong Dang, Dang Mai Nguyen, Bac Thi Ngoc Nguyen, Binh Thi Hoa Le, Hoang Cong Vo, Hien Phu La   +6 more
doaj   +1 more source

Electricity Demand Analysis Using Cointegration and Error-Correction Models with Time Varying Parameters: The Mexican Case [PDF]

We specify and estimate a double-log functional form of the demand equation, using monthly Mexican electricity data for residential, commercial and industrial sectors.
Martinez-Chombo, Eduardo, Chang, Yoosoon
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Efficient Particle Filtering for Jump Markov Systems. Application to Time-Varying Autoregressions

, 2003
In this paper we present an efficient particle filtering method to perform optimal estimation in Jump Markov (Nonlinear) Systems (JMS). Such processes consist of a mixture of heterogeneous models and possess a natural hierarchical structure.
Christophe Andrieu, Manuel Davy, Arnaud Doucet, Time-varying Autoregressions   +3 more
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Market Risk in Demutualised Self-Listed Stock Exchanges: An International Analysis of Selected Time-Varying Betas [PDF]

This paper examines market risk in four demutualised and self-listed stock exchanges: the Australian Stock Exchange, the Deutsche Börse, the London Stock Exchange and the Singapore Stock Exchange.
Andrew Worthington, Helen Higgs
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The Kalman Foundations of Adaptive Least Squares: Applications to Unemployment and Inflation [PDF]

Adaptive Least Squares (ALS), i.e. recursive regression with asymptotically constant gain, as proposed by Ljung (1992), Sargent (1993, 1999), and Evans and Honkapohja (2001), is an increasingly widely-used method of estimating time-varying relationships ...
J. Huston McCulloch
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On the Identification of Time Varying Structures [PDF]

The identifiability of reduced form econometric models with variable coefficients is investigated using the control theoretic concepts of uniform complete observability and uniform complete controllability.
Thomas F. Cooley, Kent D. Wall
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Adaptive time-varying detrended fluctuations analysis: a new method for characterizing time-varying scaling parameters in physiological time series

BMC Neuroscience, 2011
Berthouze Luc, Farmer Simon F
doaj   +1 more source

Panel Data Models with Multiple Time-Varying Individual Effects [PDF]

This paper considers a panel data model with time-varying individual effects. The data are assumed to contain a large number of cross-sectional units repeatedly observed over a fixed number of time periods.
Young H. Lee, Peter Schmidt, Seung C. Ahn   +2 more
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