Results 51 to 60 of about 29,182 (301)
Bayesian analysis of output gap in Barbados
Latin American Journal of Central Banking, 2020 This article contributes to understanding the performance of various unobserved components (UC) models in fitting Barbados’ real GDP. Relying on recent UC models techniques, it finds support for the UC model that captures correlated disturbances, but not
Terence D. Agbeyegbe
doaj +1 more source
Fad Models with Markov Switching Hetroskedasticity: Decomposing Tehran Stock Exchange Return into Permanent and Transitory Components [PDF]
فصلنامه پژوهشهای اقتصادی ایران, 2018 In this paper, the stochastic behavior of Tehran stock exchange return index (TEDPIX) is examined by using unobserved component Markov switching model (UC-MS) during the period 3/27/2010 - 8/3/2015.
Teimour Mohammadi +3 more
doaj +1 more source
Martingale unobserved component models [PDF]
, 2015 AbstractThis chapter generalizes the familiar linear Gaussian unobserved component models or structural time series models to martingale unobserved component models. This generates forecasts whose rate of discounting of data is time-varying or local.
openaire +3 more sources
Advanced Engineering Materials, EarlyView.This study applies machine learning regression to predict chromium layer thickness in decorative trivalent chromium electroplating, using 441 experiments from laboratory‐scale (1L) and pilot‐scale (14L) setups. Tree‐based models, particularly CatBoost, outperformed linear regression by capturing nonlinear parameter interactions (R2$R^2$ up to 0.77 ...
Christoph Baumer +4 more
wiley +1 more source
A Bayesian Analysis of Unobserved Component Models Using Ox
Journal of Statistical Software, 2011 This article details a Bayesian analysis of the Nile river flow data, using a similar state space model as other articles in this volume. For this data set, Metropolis-Hastings and Gibbs sampling algorithms are implemented in the programming language Ox.
Charles S. Bos
doaj
Univariate unobserved-component model with a nonrandom-walk permanent component [PDF]
Applied Economics, 2013 In this note, we revisit the univariate unobserved-component (UC) model of US GDP by relaxing the traditional random-walk assumption of the permanent component. Since our general UC model is unidentified, we investigate the upper bound of the contribution of the transitory component, and find it is dominated by the permanent component.
openaire +4 more sources
Machine Learning‐Assisted Inverse Design of Soft and Multifunctional Hybrid Liquid Metal Composites
Advanced Functional Materials, EarlyView.A machine learning framework is presented for inverse design of synthesizable multifunctional composites containing both liquid metal and solid inclusions. By integrating physics‐based modeling, data‐driven prediction, and Bayesian optimization, the approach enables intelligent design of experiments to identify optimal compositions and realize these ...
Lijun Zhou +5 more
wiley +1 more source
, 2011 Several recent studies have used multivariate unobserved components models to identify the output gap and the non-accelerating inflation rate of unemployment.
Terence C. Mills +5 more
core +1 more source
Journal of Statistical Software, 2011 We give an overview of some of the software tools available in R, either as built- in functions or contributed packages, for the analysis of state space models.
Giovanni Petris, Sonia Petrone
doaj
Detection of unobserved heterogeneity with growth mixture models
Revista de Matemática: Teoría y Aplicaciones, 2009 Latent growth curve models as structural equation models are extensively discussed in various research fields (Duncan et al., 2006). Recent methodological and statistical extension are focused on the consideration of unobserved heterogeneity in ...
Jost Reinecke, Luca Mariotti
doaj +1 more source