نتایج جستجو برای: bayesian vector auto regression bvar

تعداد نتایج: 601723  

Journal: :Biomedical and environmental sciences : BES 2014
Duo Quan Wang Zheng Cheng Gu Xiang Zheng Yun Guo Lin Hua Tang

It is important to understand the dynamics of malaria vectors in implementing malaria control strategies. Six villages were selected from different sections in the Three Gorges Reservoir for exploring the relationship between the climatic factors and its malaria vector density from 1997 to 2007 using the auto-regressive linear model regression method. The result indicated that both temperature ...

Journal: Money and Economy 2012
Ahmad. R. Jalali-Naini , Maryam Hemati,

Price stability has been the foremost task of monetary policy. The information relating to the response of prices to monetary policy shocks is essential for conducting monetary policy in general and for inflation targeting of central banks in particular. Most of the published empirical studies analyze the response of an aggregate price index like CPI or a consumption deflator and their r...

2015
Lorin Crawford Kris C. Wood Sayan Mukherjee

Nonlinear kernels are used extensively in regression models in statistics and machine learning since they often improve predictive accuracy. Variable selection is a challenge in the context of kernel based regression models. In linear regression the concept of an effect size for the regression coefficients is very useful for variable selection. In this paper we provide an analog for the effect ...

2002
Andrea Carriero George Kapetanios Massimiliano Marcellino M. Marcellino

Models based on economic theory have serious problems at forecasting exchange rates better than simple univariate driftless random walk models, especially at short horizons. Multivariate time series models suffer from the same problem. In this paper, we propose to forecast exchange rates with a large Bayesian VAR (BVAR), using a panel of 33 exchange rates vis-a-vis the US Dollar. Since exchange...

ژورنال: :پژوهش های اقتصادی ایران 0
حسن حیدری دانشیار اقتصاد دانشگاه ارومیه پریسا جوهری سلماسی دانشجوی دکتری اقتصاد دانشگاه ارومیه

داشتن تورمی پایین و رشد اقتصادی پایدار، هدف نخست سیاستگذاران اقتصادی است که برای رسیدن به این هدف طلایی، پیش بینی قابل اطمینان از متغیرهای کلان اقتصادی نقش مهمی ایفا می کند. در این مطالعه سعی شده است تا عملکرد مدل های خودرگرسیون برداری بیزی با اطلاعات (priors) متفاوت برای پیش بینی متغیرهای کلان در اقتصاد ایران ارزیابی شود. ویژگی منحصر به فرد این مقاله استفاده از الگوریتم گیبس برای تخمین مدل bva...

Journal: :CoRR 2015
Pouya Bashivan Irina Rish Steve Heisig

The increasing quality and affordability of consumer electroencephalogram (EEG) headsets make them attractive for situations where medical grade devices are impractical. Predicting and tracking cognitive states is possible for tasks that were previously not conducive to EEG monitoring. For instance, monitoring operators for states inappropriate to the task (e.g. drowsy drivers), tracking mental...

ژورنال: :پژوهش های اقتصادی ایران 0

این مقاله به ارزیابی عملکرد مدلهای bvar با اطلاعات (priors) متفاوت جهت بهبود پیش بینی تورم ایران در مقایسه با litterman prior  می پردازد. بدین منظور روش شبه بیزی با اطلاعات متعدد، برای یک مدل var از اقتصاد ایران در دوره زمانی 2007-1981 بکار گرفته شده است. ویژگی منحصر به فرد این مقاله استفاده از اطلاعات-g(g-prior) در مدلهای bvar جهت تقلیل تورش در تخمین پارامتر drift مدل bvar کلاسیک است. برخی نتا...

2004
Gavin C. Cawley Nicola L. C. Talbot

In this paper we present a simple hierarchical Bayesian treatment of the sparse kernel logistic regression (KLR) model based MacKay’s evidence approximation. The model is re-parameterised such that an isotropic Gaussian prior over parameters in the kernel induced feature space is replaced by an isotropic Gaussian prior over the transformed parameters, facilitating a Bayesian analysis using stan...

2007
Heri Ramampiaro Arild Brandrud Næss

Natural language processing is an interdisciplinary field of research which studies the problems and possibilities of automated generation and understanding of natural human languages. Text categorization is a central subfield of natural language processing. Automatically assigning categories to digital texts has a wide range of applications in today’s information society—from filtering spam to...

زایری, فرید, صالحی, مسعود, وهابی, نسیم, یاسری, مهدی,

Background: Diabetes is one of the most common chronic diseases of this century. Retinopathy and makulopati are two most important implications of diabetes. In this study, Bayesian logistic regression is used to assess the factors affected on diabetic- retinopathy. Methods: Study population of this cross-sectional study contains all diabetic patients in Tehran of which 623 of them were selec...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید