Time-Varying Thresholds PDF Download

Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Time-Varying Thresholds PDF full book. Access full book title Time-Varying Thresholds by Serineh Najarian. Download full books in PDF and EPUB format.

Time-Varying Thresholds

Time-Varying Thresholds PDF Author: Serineh Najarian
Publisher: International Monetary Fund
ISBN: 145185921X
Category : Business & Economics
Languages : en
Pages : 33

Book Description
This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some developing countries, we do not reject the TVTAR with a unit root in the corridor regime. We calculate magnitudes, frequencies, and durations of the deviations of exchange rates from forecasted changes in exchange rates. A key result is asymmetric adjustment. In developing countries, the average cumulative deviation from forecasts during periods when exchange rates are below forecasts is twice the corresponding measure during periods when exchange rates are above forecasts.

Time-Varying Thresholds

Time-Varying Thresholds PDF Author: Serineh Najarian
Publisher: International Monetary Fund
ISBN: 145185921X
Category : Business & Economics
Languages : en
Pages : 33

Book Description
This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some developing countries, we do not reject the TVTAR with a unit root in the corridor regime. We calculate magnitudes, frequencies, and durations of the deviations of exchange rates from forecasted changes in exchange rates. A key result is asymmetric adjustment. In developing countries, the average cumulative deviation from forecasts during periods when exchange rates are below forecasts is twice the corresponding measure during periods when exchange rates are above forecasts.

Time-varying Thresholds

Time-varying Thresholds PDF Author: Hyginus Lambert Leon
Publisher:
ISBN:
Category : Foreign exchange rates
Languages : en
Pages : 36

Book Description


Effects of Time-Varying Magnetic Fields in the Frequency Range 1 KHz to 100 KHz Upon the Human Body

Effects of Time-Varying Magnetic Fields in the Frequency Range 1 KHz to 100 KHz Upon the Human Body PDF Author: Julia Bohnert
Publisher: KIT Scientific Publishing
ISBN: 3866447825
Category : Technology & Engineering
Languages : en
Pages : 203

Book Description
In this work, the physiological effects of time-varying magnetic fields up to 100 kHz have been investigated, namely magnetic stimulation and body warming. Simulation studies were based on numerical calculations on sophisticated cell and body models. In addition, magnetic stimulation thresholds have been determined experimentally.The project was carried out within the scope of the development of Magnetic Particle Imaging, a new imaging technology for medical diagnostics.

Threshold Models in Non-linear Time Series Analysis

Threshold Models in Non-linear Time Series Analysis PDF Author: H. Tong
Publisher: Springer Science & Business Media
ISBN: 1468478885
Category : Mathematics
Languages : en
Pages : 333

Book Description
In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. Despite my almost Confucian attitude of preferring talking (i.e. a transient record) to writing (i.e. a permanent record), the warm encouragement of friends has led to the ensuing notes. I am also only too conscious of the infancy of the methodology introduced in these notes. However, it is my sincere hope that exposure to a wider audience will accelerate its maturity. Readers are assumed to be familiar with the basic theory of time series analysis. The book by Professor M.B. Priestley (1981) may be used as a general reference. Chapter One is addressed to the general question: "why do we need non-linear time series models?" After describing some significant advantages of linear models, it singles out several major limitations of linearity. Of course, the selection reflects my personal view on the subject, which is only at its very beginning, although there does seem to be a general agreement in the literature that time irr'eversibility and limit cycles are among the most obvious.

Inflation Expectations

Inflation Expectations PDF Author: Peter J N Sinclair
Publisher: Routledge
ISBN: 1135179778
Category : Business & Economics
Languages : en
Pages : 240

Book Description
Inflation is regarded by the many as a menace that damages business and can only make life worse for households. Keeping it low depends critically on ensuring that firms and workers expect it to be low. So expectations of inflation are a key influence on national economic welfare. This collection pulls together a galaxy of world experts (including Roy Batchelor, Richard Curtin and Staffan Linden) on inflation expectations to debate different aspects of the issues involved. The main focus of the volume is on likely inflation developments. A number of factors have led practitioners and academic observers of monetary policy to place increasing emphasis recently on inflation expectations. One is the spread of inflation targeting, invented in New Zealand over 15 years ago, but now encompassing many important economies including Brazil, Canada, Israel and Great Britain. Even more significantly, the European Central Bank, the Bank of Japan and the United States Federal Bank are the leading members of another group of monetary institutions all considering or implementing moves in the same direction. A second is the large reduction in actual inflation that has been observed in most countries over the past decade or so. These considerations underscore the critical – and largely underrecognized - importance of inflation expectations. They emphasize the importance of the issues, and the great need for a volume that offers a clear, systematic treatment of them. This book, under the steely editorship of Peter Sinclair, should prove very important for policy makers and monetary economists alike.

Handbook of Human-Machine Systems

Handbook of Human-Machine Systems PDF Author: Giancarlo Fortino
Publisher: John Wiley & Sons
ISBN: 1119863651
Category : Computers
Languages : en
Pages : 532

Book Description
Handbook of Human-Machine Systems Insightful and cutting-edge discussions of recent developments in human-machine systems In Handbook of Human-Machine Systems, a team of distinguished researchers delivers a comprehensive exploration of human-machine systems (HMS) research and development from a variety of illuminating perspectives. The book offers a big picture look at state-of-the-art research and technology in the area of HMS. Contributing authors cover Brain-Machine Interfaces and Systems, including assistive technologies like devices used to improve locomotion. They also discuss advances in the scientific and engineering foundations of Collaborative Intelligent Systems and Applications. Companion technology, which combines trans-disciplinary research in fields like computer science, AI, and cognitive science, is explored alongside the applications of human cognition in intelligent and artificially intelligent system designs, human factors engineering, and various aspects of interactive and wearable computers and systems. The book also includes: A thorough introduction to human-machine systems via the use of emblematic use cases, as well as discussions of potential future research challenges Comprehensive explorations of hybrid technologies, which focus on transversal aspects of human-machine systems Practical discussions of human-machine cooperation principles and methods for the design and evaluation of a brain-computer interface Perfect for academic and technical researchers with an interest in HMS, Handbook of Human-Machine Systems will also earn a place in the libraries of technical professionals practicing in areas including computer science, artificial intelligence, cognitive science, engineering, psychology, and neurobiology.

Model-Based Control of Networked Systems

Model-Based Control of Networked Systems PDF Author: Eloy Garcia
Publisher: Springer
ISBN: 3319078038
Category : Science
Languages : en
Pages : 382

Book Description
This monograph introduces a class of networked control systems (NCS) called model-based networked control systems (MB-NCS) and presents various architectures and control strategies designed to improve the performance of NCS. The overall performance of NCS considers the appropriate use of network resources, particularly network bandwidth, in conjunction with the desired response of the system being controlled. The book begins with a detailed description of the basic MB-NCS architecture that provides stability conditions in terms of state feedback updates. It also covers typical problems in NCS such as network delays, network scheduling, and data quantization, as well as more general control problems such as output feedback control, nonlinear systems stabilization, and tracking control. Key features and topics include: Time-triggered and event-triggered feedback updates Stabilization of uncertain systems subject to time delays, quantization, and extended absence of feedback Optimal control analysis and design of model-based networked systems Parameter identification and adaptive stabilization of systems controlled over networks The MB-NCS approach to decentralized control of distributed systems Model-Based Control of Networked Systems will appeal to researchers, practitioners, and graduate students interested in the control of networked systems, distributed systems, and systems with limited feedback.

Smart Energy Management: A Computational Approach

Smart Energy Management: A Computational Approach PDF Author: Krithi Ramamritham
Publisher: World Scientific
ISBN: 9811252300
Category : Science
Languages : en
Pages : 312

Book Description
The focus of this book is smart energy management with the recurring theme being the use of computational and data-driven methods that use requirements/measurement/monitoring data to drive actuation/control, optimization, and resource management. The computational perspective is applied to manage energy, with an emphasis on smart buildings and the smart electric grids.The book also presents computational thinking and techniques such as inferencing and learning for energy management. To this end, this book is designed to help understand the recent research trends in energy management, focusing specifically on the efforts to increase energy efficiency of buildings, campuses, and cities.

Handbook of Experimental Game Theory

Handbook of Experimental Game Theory PDF Author: C. M. Capra
Publisher: Edward Elgar Publishing
ISBN: 1785363336
Category : Business & Economics
Languages : en
Pages : 448

Book Description
The aim of this Handbook is twofold: to educate and to inspire. It is meant for researchers and graduate students who are interested in taking a data-based and behavioral approach to the study of game theory. Educators and students of economics will find the Handbook useful as a companion book to conventional upper-level game theory textbooks, enabling them to compare and contrast actual behavior with theoretical predictions. Researchers and non-specialists will find valuable examples of laboratory and field experiments that test game theoretic propositions and suggest new ways of modeling strategic behavior. Chapters are organized into several sections; each section concludes with an inspirational chapter, offering suggestions on new directions and cutting-edge topics of research in experimental game theory.

Network Psychometrics with R

Network Psychometrics with R PDF Author: Adela-Maria Isvoranu
Publisher: Taylor & Francis
ISBN: 100054107X
Category : Psychology
Languages : en
Pages : 261

Book Description
A systematic, innovative introduction to the field of network analysis, Network Psychometrics with R: A Guide for Behavioral and Social Scientists provides a comprehensive overview of and guide to both the theoretical foundations of network psychometrics as well as modelling techniques developed from this perspective. Written by pioneers in the field, this textbook showcases cutting-edge methods in an easily accessible format, accompanied by problem sets and code. After working through this book, readers will be able to understand the theoretical foundations behind network modelling, infer network topology, and estimate network parameters from different sources of data. This book features an introduction on the statistical programming language R that guides readers on how to analyse network structures and their stability using R. While Network Psychometrics with R is written in the context of social and behavioral science, the methods introduced in this book are widely applicable to data sets from related fields of study. Additionally, while the text is written in a non-technical manner, technical content is highlighted in textboxes for the interested reader. Network Psychometrics with R is ideal for instructors and students of undergraduate and graduate level courses and workshops in the field of network psychometrics as well as established researchers looking to master new methods. This book is accompanied by a companion website with resources for both students and lecturers.