Results 71 to 80 of about 2,865,465 (299)
Fractional trends in unobserved components models
, 2020 We develop a generalization of unobserved components models that allows for a wide range of long-run dynamics by modelling the permanent component as a fractionally integrated process. The model does not require stationarity and can be cast in state space form. In a multivariate setup, fractional trends may yield a cointegrated system.
Hartl, Tobias +2 more
openaire +2 more sources
Advanced Materials Interfaces, EarlyView.A pyrenylated donor–acceptor probe exhibits environment‐dependent fluorescence governed by intramolecular charge transfer, restricted molecular motion, and supramolecular organization. Nonlinear regression accurately reconstructs fluorescence responses to viscosity, temperature, concentration, and pH, while correlated parameter maps reveal hidden ...
Harshal V. Barkale +2 more
wiley +1 more source
Revisiting the Dollar-Euro Permanent Equilibrium Exchange Rate: Evidence from Multivariate Unobserved Components Models [PDF]
We propose an alterative approach to obtaining a permanent equilibrium exchange rate (PEER), based on an unobserved components (UC) model. This approach offers a number of advantages over the conventional cointegration-based PEER. Firstly, we do not rely
Ronald MacDonald, Xiaoshan Chen
core
Journal of Statistical SoftwareThis article presents the magi software package for the inference of dynamic systems. The focus of magi is on dynamics modeled by nonlinear ordinary differential equations with unknown parameters.
Samuel W. K. Wong +2 more
doaj +1 more source
Recent Advances of Slip Sensors for Smart Robotics
Advanced Materials Technologies, EarlyView.This review summarizes recent progress in robotic slip sensors across mechanical, electrical, thermal, optical, magnetic, and acoustic mechanisms, offering a comprehensive reference for the selection of slip sensors in robotic applications. In addition, current challenges and emerging trends are identified to advance the development of robust, adaptive,
Xingyu Zhang +8 more
wiley +1 more source
Fitting State Space Models with EViews
Journal of Statistical Software, 2011 This paper demonstrates how state space models can be fitted in EViews. We first briefly introduce EViews as an econometric software package. Next we fit a local level model to the Nile data.
Filip A. M. Van den Bossche
doaj
Advanced Materials Technologies, EarlyView.Dense tactile streams from across the humanoid body converge on collide in a central wiring and data bottleneck. By relocating computation closer to and then into the skin itself, near‐ and in‐sensor architectures, together with neuromorphic computing, chart a path toward perception‐native electronic skin, in which the conversion of stimulus into ...
Mijin Kim +6 more
wiley +1 more source
A Likelihood Ratio Test of Stationarity Based on a Correlated Unobserved Components Model [PDF]
We propose a likelihood ratio (LR) test of stationarity based on a widely-used correlated unobserved components model. We verify the asymptotic distribution and consistency of the LR test, while a bootstrap version of the test is at least first-order ...
Tara M. Sinclair +2 more
core
The STAMP Software for State Space Models
Journal of Statistical Software, 2011 This paper reviews the use of STAMP (Structural Time Series Analyser, Modeler and Predictor) for modeling time series data using state-space methods with unobserved components.
Roy Mendelssohn
doaj
Grounding Large Language Models for Robot Task Planning Using Closed‐Loop State Feedback
Advanced Robotics Research, EarlyView.BrainBody‐Large Language Model (LLM) introduces a hierarchical, feedback‐driven planning framework where two LLMs coordinate high‐level reasoning and low‐level control for robotic tasks. By grounding decisions in real‐time state feedback, it reduces hallucinations and improves task reliability.
Vineet Bhat +4 more
wiley +1 more source