Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
نویسندگان
چکیده
منابع مشابه
Modeling and Forecasting Iranian Inflation with Time Varying BVAR Models
This paper investigates the forecasting performance of different time-varying BVAR models for Iranian inflation. Forecast accuracy of a BVAR model with Litterman’s prior compared with a time-varying BVAR model (a version introduced by Doan et al., 1984); and a modified time-varying BVAR model, where the autoregressive coefficients are held constant and only the deterministic components are allo...
متن کاملOptimal Control of an Infinite Order Hyperbolic System with Multiple Time-Varying Lags
Distributed parameter systems with delays can be used to describe many phenomena in the real world. As is well known, heat conduction, properties of elastic-plastic material, fluid dynamics, diffusion-reaction processes, transmission of the signals at the certain distance by using electric long lines, etc., all lie within this area. The object that we are studying (temperature, displacement, co...
متن کاملForecasting with time-varying vector autoregressive models
The purpose of this paper is to propose a time-varying vector autoregressive model (TV-VAR) for forecasting multivariate time series. The model is casted into a state-space form that allows flexible description and analysis. The volatility covariance matrix of the time series is modelled via inverted Wishart and singular multivariate beta distributions allowing a fully conjugate Bayesian infere...
متن کاملmodeling and forecasting iranian inflation with time varying bvar models
this paper investigates the forecasting performance of different time-varying bvar models for iranian inflation. forecast accuracy of a bvar model with litterman’s prior compared with a time-varying bvar model (a version introduced by doan et al., 1984); and a modified time-varying bvar model, where the autoregressive coefficients are held constant and only the deterministic components are allo...
متن کاملA novel approach to give more insides on anomalous diffusion processes: diffusion MR signal at varying of diffusion time versus signal at varying of gradient strength
Introduction: Experimental evidences reported in the last years demonstrate a deviation from the monoexponential decay (S(b)=S(0)exp(-bD), of the PFG (Pulse field gradient) signal as a function of b-value increasing in biological tissues. There are two ways for changing the b-value: i) to modify the gradient strength g, or ii) to modify the diffusion time Δ. Different approaches have been used ...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2014
ISSN: 1556-5068
DOI: 10.2139/ssrn.2500088