time models
A reparametrization approach for dynamic space-time models
... and time. The space-time processes that are generally used in practice are often complicated in the sense that the auto-dependence structure across space and time is non-trivial, often non-separable ...
19
Volatility Proxies for Discrete Time Models
... continuous time extensions of discrete time, daily volatility models, taking into account intraday ...discrete time volatility ...discrete time models of ...
27
Travel-Time Models With and Without Homogeneity Over Time
... travel-time models (1)–(2) or ...these models can allow traffic cohorts to overtake or pass each other and in ways that can differ substantially from what happens in the real world and may not even ...
12
Power-Law Adjusted Failure-Time Models
... expression for the resulting power-law modified density. However it turns out to be possible to do so for a number of the more common failure-time distributions including the lognormal (Reed, 2011), exponential, ...
5
Addressing surprisal deficiencies in reading time models
... The present work uses half of the corpus (every other sentence) for exploratory analyses, while the rest of the corpus is set aside for significance testing. The corpus was parsed using the van Schijndel et al. (2013) ...
6
First-Passage Time Models with a Stochastic Time Change in Credit Risk
... Following on the heels of these asset price models, it is natural to extend structural credit models by using a time-changed geometric Brownian motion and other jump-diffusion process[r] ...
66
Semi Markov and delay time models of maintenance
... parametersof the pdf of the delay time h, Jh, regardlessof any distributions, are from the data of the real-world situation using the subjective or objective estimated estimation method,[r] ...
216
Robust estimation for structural time series models
... In the next chapter , we shall look at robust filtering or robust sequential estimation in time series . Various filters have been proposed by Masreliez (1975) , Martin and Masreliez (1977) , Ershov and Liptser ...
316
Non Gaussian structural time series models
... where the symbol + denotes the presence of explanatory variables/ structural components and h(-) is the link function or the inverse link function in the GLIM notation. Observe that it may be the case that the secondary ...
249
The estimation of parametric change in time-series models
... process models, and l a t e r (1974) in hydrological ...estimated time-varying response c h a r a c t e r i s t i c s in a r a i n f a l 1- r u n o f f ...
87
Geometrical Models of the Locally Anisotropic Space Time
... , ν (1) This metric depends on two constant parameters r and and generalizes the Minkowski metric, where r de- termines the spatial anisotropy, characterizing, thus, the degree of deviation of (1) from the Minkowski ...
22
Virtual sensor models for real-time applications
... Abstract. Increased complexity and severity of future driver assistance systems demand extensive testing and validation. As supplement to road tests, driving simulations offer vari- ous benefits. For driver assistance ...
7
Estimation for vector linear time series models
... special models (principally vector ARMA models) are available in the literature but a discussion of these treatments will be postponed until Chapter 3 where a complete discussion of the ARMA case is ...
214
Forecasting Models. Time Series Models
... First, we'll dispose of the Cyclical component. While cycles are probably real (there is room for debate on the subject), they are hard to measure and harder to predict. Usually there are several cycles operating. Each ...
19
Poisson qmle of count time series models
... torily close to their theoretical values, especially for large sample sizes. Moreover the first three estimations of the standard deviations, the ESE, ASE and TSE, are very similar. The ASE and TSE are close because Σ is ...
33
Information Worth of MinMaxEnt Models for Time Series
... of time series, we intro- duce a measure that quantifies information worth of a set of ...of time se- ries constructed by considering one or several values as ...stationary time series is equal to ...
8
Unobserved heterogeneity in panel time series models
... of time-varying heterogeneity that arises from unob- served factors, which are possibly I(1) processes, and the relative e¤ectiveness of various approaches in dealing with this ...
27
Univariate Time Series Models For Fuel Price
... of Time series more essential in various fields of research, such as business, economics, medicine… ...classical time series ...traditional time series along with fuzzy time ...fuzzy ...
5
Hierarchical Shrinkage in Time-varying Parameter Models
... In this sub-section, we present results for a few additional specifications to show that the results in the body of the paper are robust. Results are presented in the same format as in Tables 4 through 7. That is ...
33
Hierarchical shrinkage in time varying parameter models
... using time-varying parameter models. The facts that time-varying parameter mod- els are parameter-rich and the time span of our data is relatively short mo- tivate a desire for ...regression ...
29