Varying dynamic parameters in two-state model
Dynamic causal modelling for fmri: A two-state model
... In this section, we will describe a stability analysis of the two- state system, which informs the specification of the prior distributions of the parameters. Network models like ours can display a ...
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Analyzing the Term Structure of Interest Rates using the Dynamic Nelson-Siegel Model with Time-Varying Parameters
... the Dynamic Nelson-Siegel Model with Time-Varying Parameters Abstract In this paper we introduce time-varying parameters in the dynamic Nelson-Siegel yield curve ...
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The Global Analysis of a Stochastic Two Scale Network Epidemic Dynamic Model with Varying Immunity Period
... Moreover, the disease dynamics is subject to random environmental perturba- tions at the disease transmission stage of the disease. Furthermore, the SIR epidemic confers varying time temporary acquired immunity to ...
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On the identification of model error through observations of time-varying parameters
... of model discrepancy can (1) aid the identification of a system’s ‘true’ parameter values and (2) aid ...the model discrepancy is available and that, even if realistic prior information is available, ...
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Estimation of Uniform Static Regression Model with Abruptly Varying Parameters
... a state of each component of a complex system is described by its binomial opinion, these opinions can be composed by the logical operations mentioned above according to the logical composition of the ...system ...
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Microsecond State Monitoring of Nonlinear Time-Varying Dynamic Systems
... observer state estimates on this time-varying mechanical system illustrate a few issues with high rate state estimation that will need to be addressed in estimators for more complex ...of ...
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Dynamic conditional score models with time-varying location, scale and shape parameters
... shape parameters are used to model financial returns, then both parameters influence ...is dynamic and the shape parameter (if it is specified) is constant over ...shape parameters of ...
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Closed-form solution for generalized Vasicek dynamic term structure model with time-varying parameters and exponential yield curves
... curve model is an exponential function of the short ...for two cases by function analysis technique, with the classical Vasicek equation used as a special ...
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Further Promotion of Quadratic Time-Varying Parameters Discrete Grey Model
... the two are connected, and the positive real order weakening buffer sequence is transformed by gamma ...prediction model (QTDGM) is established by using the constructed positive real order weakening buffer ...
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Pedestrian Evacuation with Obstacles Based on Dynamic Parameters Model
... Abstract: Dynamic Parameters Model with obstacles is presented in this paper, pedestrian moving rules are established according to two-dimensional cellular automaton Moore ...The ...
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Dynamic Performance Analysis of Hysteresis Motors by a Linear Time-Varying Model
... the dynamic performance of ...the parameters of the equivalent circuit are necessary to be taken into consideration ...circuit parameters vary significantly with input voltage variation and other ...
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A State-Space Model for the Dynamic Random Subgraph Model
... rithm. However, such an algorithm connot be derived here since p(Z|X, θ) is in- tractable. Therefore, we propose to use a variational EM-type algorithm (VEM), which locally optimizes the model parameters ...
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Empirical likelihood for a varying coefficient partially linear model with diverging number of parameters
... is two-fold as ...single-index model. It is worth mentioning that for the model under study, although our bias correction is a constructive method, it is similar to that with the profile empirical ...
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A two dimensional non equilibrium dynamic model
... developed model, equilibrium will not necessarily exist in the long-term, ...steady state where despite the coincidence between output and demand, there is systematic under or ...
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Forecasting Time Varying Correlation using the Dynamic Conditional Correlation (DCC) Model
... The dynamic conditional correlation model was used to estimate the correlation between these two ...DCC model, the results in this paper show that the correlation between the two ...
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Varying the parameters of the Slovenian pension system: an analysis with an overlapping generations general equilibrium model
... Early 1990s represent the beginning of Slovenia’s economic transformation from the workers’ self-management to a market economy through the process of restructuring. This process, which has led to recession as a result ...
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Time-Varying Parameters in Continuous and Discrete Time
... consider two forms of parameter change in the continuous time model we ...time model, while in the second we let the autoregressive parameter itself follow a continuous time first-order ...analogue ...
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Combined experimental and numerical approach for identification of dynamic material model parameters
... a dynamic tensile or shear experiment is not ...material model parameters used in these simulations are improved during an iterative procedure which combines the experimental results and the ...
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Optimal contracts in a dynamic costly state verification model
... These two properties of optimal contracts mean that in any period and any state, the principal either claims all the project’s revenues today, or promises to claim nothing in the ...
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Infinite state model checking of propositional dynamic logics
... also model-checking problems for modal logics became a central research topic, and consequently model-checking problems for PDL attracted attention ...investigate model-checking problems for PDL over ...
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