Time Varying Thresholds
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Author | : Serineh Najarian |
Publisher | : International Monetary Fund |
Total Pages | : 33 |
Release | : 2003-09-01 |
Genre | : Business & Economics |
ISBN | : 145185921X |
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.
Author | : Julia Bohnert |
Publisher | : KIT Scientific Publishing |
Total Pages | : 203 |
Release | : 2014-05-12 |
Genre | : Technology & Engineering |
ISBN | : 3866447825 |
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.
Author | : H. Tong |
Publisher | : Springer Science & Business Media |
Total Pages | : 333 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1468478885 |
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.
Author | : Wulfram Gerstner |
Publisher | : Cambridge University Press |
Total Pages | : 591 |
Release | : 2014-07-24 |
Genre | : Computers |
ISBN | : 1107060834 |
This solid introduction uses the principles of physics and the tools of mathematics to approach fundamental questions of neuroscience.
Author | : Andrzej Stefa?ski |
Publisher | : World Scientific |
Total Pages | : 225 |
Release | : 2009 |
Genre | : Mathematics |
ISBN | : 9812837663 |
This book is devoted to the phenomenon of synchronization and its application for determining the values of Lyapunov exponents. In recent years, the idea of synchronization has become an object of great interest in many areas of science, e.g., biology and communication or laser physics. Over the last decade, a number of new types of synchronization have been identified and some interesting new ideas concerning the synchronization have also appeared.This book presents the complete synchronization problem rather than just results from the research. The problem is demonstrated in relation to a kind of coupling applied between dynamical systems, whereby a unique classification of possible couplings is introduced. Another novel feature is the connection presented between synchronization and the problem of determining the Lyapunov exponents, especially for non-differentiable systems. A detailed proposal of such an estimation method and examples of its application are included.
Author | : Jan Beirlant |
Publisher | : John Wiley & Sons |
Total Pages | : 522 |
Release | : 2006-03-17 |
Genre | : Mathematics |
ISBN | : 0470012374 |
Research in the statistical analysis of extreme values has flourished over the past decade: new probability models, inference and data analysis techniques have been introduced; and new application areas have been explored. Statistics of Extremes comprehensively covers a wide range of models and application areas, including risk and insurance: a major area of interest and relevance to extreme value theory. Case studies are introduced providing a good balance of theory and application of each model discussed, incorporating many illustrated examples and plots of data. The last part of the book covers some interesting advanced topics, including time series, regression, multivariate and Bayesian modelling of extremes, the use of which has huge potential.
Author | : Eugenijus Kaniusas |
Publisher | : Springer |
Total Pages | : 624 |
Release | : 2019-08-14 |
Genre | : Science |
ISBN | : 331974917X |
As the third volume in the author’s series on “Biomedical Signals and Sensors,” this book explains in a highly instructive way how electric, magnetic and electromagnetic fields propagate and interact with biological tissues. The series provides a bridge between physiological mechanisms and theranostic human engineering. The first volume focuses on the interface between physiological mechanisms and the resultant biosignals that are commonplace in clinical practice. The physiologic mechanisms determining biosignals are described from the cellular level up to the mutual coordination at the organ level. In turn, the second volume considers the genesis of acoustic and optic biosignals and the associated sensing technology from a strategic point of view. This third volume addresses the interface between electric biosignals and biomedical sensors. Electric biosignals are considered, starting with the biosignal formation path to biosignal propagation in the body and finally to the biosignal sensing path and the recording of the signal. The series also emphasizes the common features of acoustic, optic and electric biosignals, which are ostensibly entirely different in terms of their physical nature. Readers will learn how these electric, magnetic and electromagnetic fields propagate and interact with biological tissues, are influenced by inhomogeneity effects, cause neuromuscular stimulation and thermal effects, and finally pass the electrode/tissue boundary to be recorded. As such, the book helps them manage the challenges posed by the highly interdisciplinary nature of biosignals and biomedical sensors by presenting the basics of electrical engineering, physics, biology and physiology that are needed to understand the relevant phenomena.
Author | : Lutz Bellmann |
Publisher | : Walter de Gruyter GmbH & Co KG |
Total Pages | : 248 |
Release | : 2016-11-21 |
Genre | : Business & Economics |
ISBN | : 3110511681 |
Author | : Nima Yazdanpanah |
Publisher | : Royal Society of Chemistry |
Total Pages | : 579 |
Release | : 2020-02-04 |
Genre | : Technology & Engineering |
ISBN | : 1839161310 |
Continuous crystallization is an area of intense research, with particular respect to the pharmaceutical industry and fine chemicals. Improvements in continuous crystallization technologies offer chemical industries significant financial gains, through reduced expenditure and operational costs, and consistent product quality. Written by well-known leaders in the field, The Handbook of Continuous Crystallization presents fundamental and applied knowledge, with attention paid to application and scaling up, and the burgeoning area of process intensification. Beginning with concepts around crystallization techniques and control strategies, the reader will learn about experimental methods and computational tools. Case studies spanning fine and bulk chemicals, the pharmaceutical industry, and employing new mathematical tools, put theory into context.
Author | : Richard M. Burton |
Publisher | : Springer Science & Business Media |
Total Pages | : 286 |
Release | : 2012-12-06 |
Genre | : Business & Economics |
ISBN | : 1461522854 |
Design Models for Hierarchical Organizations: Computation, Information, and Decentralization provides state-of-the-art research on organizational design models, and in particular on mathematical models. Each chapter views the organization as an information processing entity. Thus, mathematical models are used to examine information flow and decision procedures, which in turn, form the basis for evaluating organization designs. Each chapters stands alone as a contribution to organization design and the modeling approach to design. Moreover, the chapters fit together and that totality gives us a good understanding of where we are with this approach to organizational design issues and where we should focus our research efforts in the future.