Results 231 to 240 of about 808,221 (264)

Time‐Varying Parameter Realized Volatility Models

Journal of Forecasting, 2016
In this paper, we introduce the functional coefficient to heterogeneous autoregressive realized volatility (HAR‐RV) models to make the parameters change over time. A nonparametric statistic is developed to perform a specification test. The simulation results show that our test displays reliable size and good power.
Wang, Yudong, Pan, Zhiyuan, Wu, Chongfeng   +2 more
openaire   +2 more sources

Stochastic Learning of Time-Varying Parameters in Random Environment

IEEE Transactions on Systems Science and Cybernetics, 1969
Summary: The problem of learning in nonstationary environment is formulated as that of estimating time-varying parameters of a probability distribution which characterizes the process under study. Dynamic stochastic approximation algorithms are proposed to estimate the unknown time-varying parameters in a recursive fashion.
Yi-Tzuu Chien, King-Sun Fu
openaire   +2 more sources

Adaptive Control in the Presence of Time-Varying Parameters

Journal of Economic Dynamics and Control, 1997
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +4 more sources

Queues with Time Varying Parameters

2016
Most queueing systems discussed in the literature are those with input parameters that are stationary or static. However as most people will find, these parameters in real life are usually time-varying, especially the arrival parameters. For example, the arrival probability of a packet may depend on the time of the day.
openaire   +1 more source

The synchronized dynamics of time-varying networks

Physics Reports, 2022
Dibakar Ghosh, Mattia Frasca, Alessandro Rizzo   +2 more
exaly  

Cointegration and time-varying parameters

European Economic Review, 1993
G. Canarella, S. Pollard, K. Lai
openaire   +2 more sources

An identification algorithm of generalized time-varying systems based on the Taylor series expansion and applied to a pH process

Journal of Process Control, 2023
Yan Ji, Haibo Liu
exaly  

Time-varying IBLFs-based adaptive control of uncertain nonlinear systems with full state constraints

Automatica, 2021
Yan-Jun Liu, Shaocheng Tong, C L Philip Chen   +2 more
exaly  

Sampled-Data Consensus of Linear Time-Varying Multiagent Networks With Time-Varying Topologies

IEEE Transactions on Cybernetics, 2022
Wenbing Zhang, Yang Tang, Qing-Long Han   +2 more
exaly  

Intermittent Control Strategy for Synchronization Analysis of Time-Varying Complex Dynamical Networks

IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2021
Yongbao Wu, Wenxue Li
exaly