Both theoretical and empirical findings have suggested that combining different models can be an effective way to improve the predictive performance of each individual model. It is especially occurred when the models in the ensemble are quite different. Hybrid techniques that decompose a time series into its linear and nonlinear components are one of the most important kinds of the hybrid model...

Accurate models of Overcurrent (OC) with inverse time relay characteristics play an important role for coordination of power system protection schemes. This paper proposes a new method for modeling OC relays curves. The model is based on fuzzy logic and artificial neural networks. The feed forward multilayer perceptron neural network is used to calculate operating times of OC relays for various...

The prototypical use of “classical” connectionist models (including the multilayer perceptron (MLP), the Hopfield network and the Kohonen self-organizing map) concerns static data processing. These classical models are not well suited to working with data varying over time. In response to this, temporal connectionist models have appeared and constitute a continuously growing research field. The...

2. Abstract space-time. We need first an axiomatic foundation strong enough to support both our mathematical considerations and their applications to physics. DEFINITION. An n+1 dimensional space-time (n*tl) consists of (A) An n+1 dimensional vector space V over the real numbers plus a symmetric bilinear real form A »B (inner product) such that: (1) There exists a vector A with A -A <0 . (2) An...

Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-…tting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose...

1 Trend and Cycle Decomposition y t = t + t where y t is an n 1 vector and t and t represent trend and cycle components respectively. This decomposition into components is not unique. Beveridge and Nelson (1981) and Stock and Watson (1988) derive the following decomposition: y t = C(L)" t = C(1)" t + (1 L)C (L)" t Integrating up gives: y t = C(1) 1 X i=0 " ti | {z } + C (L)" t | {z } trend cycl...

Modeling and analysis of future prices has been hot topic for economic analysts in recent years. Traditionally, the complex movements in the prices are usually taken as random or stochastic process. However, they may be produced by a deterministic nonlinear process. Accuracy and efficiency of economic models in the short period forecasting is strategic and crucial for business world. Nonlinear ...

This article focuses on signal detection and information-processing models for time perception. The pseudologistic model and the scalar timingmodel are presented as exemplars of these two classes of models. For bothmodels Weber’s law describes the relationship between variability in perceived time andmean perceived time, and a power function with an exponent close to 1.0 describes the relations...