Temat: state space models - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Autocovariance and Linear Transformations of Markov Switching VARMA Processes
Autorzy:: Cavicchioli, Maddalena
Powiązania:: https://bibliotekanauki.pl/articles/2076570.pdf
Data publikacji:: 2014
Wydawca:: Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:: time series
multivariate ARMA
state-space models
Markovchains
changes in regime
autocovariance
linear representations
Opis:: We study the autocovariance structure of a general Markov switching second-order stationary VARMA model. Then we give stable finite order VARMA(p∗, q∗) representations for those M-state Markov switching VARMA(p, q) processes where the observables are uncorrelated with the regime variables. This allows us to obtain sharper bounds for p∗and q∗ with respect to the ones existing in literature. Our results provide new insights into stochastic properties and facilitate statistical inference about the orders of MS-VARMA models and the underlying number of hidden states
Źródło:: Central European Journal of Economic Modelling and Econometrics; 2014, 4; 275-289
2080-0886
2080-119X
Pojawia się w:: Central European Journal of Economic Modelling and Econometrics
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: LABOUR MARKET FLEXIBILITY OF POLISH PROVINCES IN TERMS OF JOB-FINDING AND JOB-SEPARATION RATES
Autorzy:: Jaworski, Stanisław
Powiązania:: https://bibliotekanauki.pl/articles/453249.pdf
Data publikacji:: 2016
Wydawca:: Szkoła Główna Gospodarstwa Wiejskiego w Warszawie. Katedra Ekonometrii i Statystyki
Tematy:: unemployment rate
Poisson process
local polynomial fitting
state-space models
stock-flow model of unemployment
Opis:: The purpose of this paper is to examine labour market flexibility for a set of Polish provinces. Particularly, labour market inequalities among Polish provinces are analysed indirectly in terms of labour force flows. The text is based on the results conducted with a structural time series model and a stock-flow model of unemployment.
Źródło:: Metody Ilościowe w Badaniach Ekonomicznych; 2016, 17, 4; 59-68
2082-792X
Pojawia się w:: Metody Ilościowe w Badaniach Ekonomicznych
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 3.

Tytuł:: Reliable robust path planning with application to mobile robots
Autorzy:: Pepy, R.
Kieffer, M.
Walter, E.
Powiązania:: https://bibliotekanauki.pl/articles/930096.pdf
Data publikacji:: 2009
Wydawca:: Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:: analiza interwałowa
planowanie trajektorii
sterowanie odporne
interval analysis
path planning
robust control
state-space models
Opis:: This paper is devoted to path planning when the safety of the system considered has to be guaranteed in the presence of bounded uncertainty affecting its model. A new path planner addresses this problem by combining Rapidly-exploring Random Trees (RRT) and a set representation of uncertain states. An idealized algorithm is presented first, before a description of one of its possible implementations, where compact sets are wrapped into boxes. The resulting path planner is then used for nonholonomic path planning in robotics.
Źródło:: International Journal of Applied Mathematics and Computer Science; 2009, 19, 3; 413-424
1641-876X
2083-8492
Pojawia się w:: International Journal of Applied Mathematics and Computer Science
Dostawca treści:: Biblioteka Nauki

Artykuł

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