This paper introduces a signal classification framework that can be used for brain–computer interface design. The actual classification is performed on sparse autoregressive features. It can use any wellknown classification algorithm, such as discriminant analysis, linear logistic regression and support vector machines. The autoregressive coefficients of all signals and channels are simultaneou...

This work investigates the effects of using independent Jeffreys prior for degrees freedom parameter a t-student model in asymmetric generalised autoregressive conditional heteroskedasticity (GARCH) model. To capture asymmetry reaction to past shocks, smooth transition models are assumed variance. We adopt fully Bayesian approach inference, prediction and selection discuss problems related esti...

In this paper we derive an accurate composite friction factor vs. Reynolds number correlation formula for laminar, transition and turbulent flow in smooth pipes. The correlation is given as a rational fraction of rational fractions of power laws which is systematically generated by smoothly connecting linear splines in log-log coordinates with a logistic dose curve algorithm. This kind of corre...

regarding the important role of health in economic growth and development, the purpose of the present paper is to investigate the impact of life expectancy, as the most important indicator of health, on economic growth in iran during 1965-2009. the estimated smooth transition regression (str) model supports a nonlinear threshold behavior in the relationship between life expectancy and economic ...

Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era Christopher F. Baum Department of Economics Boston College John T. Barkoulas Department of Economics and Finance Louisiana Tech University Mustafa Caglayan Department of Economics and Finance University of Durham, UK This paper models the dynamics of adjustment to long-run PPP over the post-Bretton Woods period in a n...

Evidence of smooth transition autoregressive (STAR) representations is found in two, out of three, time series of different measures of annual inflation in Colombia during this decade for monthly data. The STAR-type nonlinearities are asymmetric for inflation computed as the variation of CPI while for (a measure of ) core inflation are symmetric. Thus, LSTAR and ESTAR models were, respectively,...