Stochastic behavior of stock returns is very important for investors and policy makers in the stock market. In this paper, the stochastic behavior of the return index of Tehran Stock Exchange (TEDPIX) is examined using unobserved component Markov switching model (UC-MS) for the 3/27/2010 until 8/3/2015 period. In this model, stock returns are decomposed into two components; a permanent componen...

in this paper, an interactive model for individual normal behaviour of drivers is presented in which the mutual effect of vehicles has been incorporated. temporal features obtained from vehicles tracking and their motion history is utilized for generating a model of normal behaviour. because of non-stationarity of behaviour, hidden markov model has been used for interactive model. this model ha...

OBJECTIVE Persons with serious mental illness (SMI) may benefit from collocation of medical and mental health healthcare professionals and services in attending to their chronic comorbid medical conditions. We evaluated and compared glucose control and diabetes medication adherence among patients with SMI who received collocated care to those not receiving collocated care (which we call usual c...

analyzing the process of land use and cover changes during long periods of time and predicting the future changes is highly important and useful for the land use managers. in this study, the land use maps in the ardabil plain in north-west part of iran for four periods (1989, 1998, 2009 and 2013) are extracted and analyzed through remote sensing technique, using the land-sat satellite images. t...

A profile hidden Markov model (PHMM) is widely used in assigning protein sequences to protein families. In this model, the hidden states only depend on the previous hidden state and observations are independent given hidden states. In other words, in the PHMM, only the information of the left side of a hidden state is considered. However, it makes sense that considering the information of the b...

A lower limb assistive exoskeleton is designed to help operators walk or carry payloads. The exoskeleton is required to shadow human motion intent accurately and compliantly to prevent incoordination. If the user's intention is estimated accurately, a precise position control strategy will improve collaboration between the user and the exoskeleton. In this paper, a hybrid position control schem...

in this paper a simple and effective expert system to predict random data fluctuation in short-term period is established. evaluation process includes introducing fourier series, markov chain model prediction and comparison (gray) combined with the model prediction gray- fourier- markov that the mixed results, to create an expert system predicted with artificial intelligence, made this model to...

meteorological stations usually contain some missing data for different reasons.there are several traditional methods for completing data, among them bivariate and multivariate linear and non-linear correlation analysis, double mass curve, ratio and difference methods, moving average and probability density functions are commonly used. in this paper a blended model comprising the bivariate expo...

This article concentrates on the model-based fuzzy $l_{2}-l_{\infty }$ filtering problem of a discrete-time semi-Markov jump nonlinear system. The random jumps in studied system are governed by process. Therefore, storage characteristic...