نتایج جستجو برای: مدل varma

تعداد نتایج: 120396  

2016
Peter A. Zadrozny

Chen and Zadrozny (1998) developed the linear extended Yule-Walker (XYW) method for determining the parameters of a vector autoregressive (VAR) model with available covariances of mixed-frequency observations on the variables of the model. If the parameters are determined uniquely for available population covariances, then, the VAR model is identified. The present paper extends the original XYW...

2011
Johan Rhodin Malte Lenz André Carvalho Bittencourt Torkel Glad

Functionality for efficient computation of properties of system lifetimes was developed, based on the Mathematica framework. The model of these systems consists of a system structure and the component’s independent lifetime distributions. The components are assumed to be non-repairable. In this work a very general implementation was created, allowing a large number of lifetime distributions fro...

2015
Sangxia Huang

We show that it is quasi-NP-hard to color 2-colorable 8-uniform hypergraphs with 2(logN) 1/10−o(1) colors, where N is the number of vertices. There has been much focus on hardness of hypergraph coloring recently. In [17], Guruswami, H̊astad, Harsha, Srinivasan and Varma showed that it is quasi-NP-hard to color 2-colorable 8-uniform hypergraphs with 22Ω( √ log logN) colors. Their result is obtain...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه الزهراء - دانشکده علوم اجتماعی و اقتصادی 1390

رابطه متقابل بین تورم و رشد تولید واقعی یکی از مسائل اساسی محققین و سیاستگزاران هم از لحاظ نظری و هم از لحاظ کاربردی است. این مطالعه رابطه علّی تورم و رشد را در دوره 1387:4-1351:1 برای ایران با مدل varma(2,2)-asy-mgarch(1,1) in mean مورد بررسی قرار می دهد. این رویکرد می تواند به طور همزمان میانگین و واریانس های شرطی تورم و رشد تولید را برآورد کند؛ و همچنین می‎تواند بین اثر مثبت و منفی تکانه‎های...

2003
Dietmar Bauer Martin Wagner

This paper presents a simulation study that assesses the finite sample performance of the subspace algorithm cointegration analysis developed in Bauer and Wagner (2002b). The method is formulated in the state space framework, which is equivalent to the VARMA framework, in a sense made precise in the paper. This implies applicability to VARMA processes. The paper proposes and compares six differ...

Journal: :Electronic Colloquium on Computational Complexity (ECCC) 2015
Sangxia Huang

We show that it is quasi-NP-hard to color 2-colorable 8-uniform hypergraphs with 2 1/8−o(1) colors, where N is the number of vertices. There has been much focus on hardness of hypergraph coloring recently. In [17], Guruswami, H̊astad, Harsha, Srinivasan and Varma showed that it is quasi-NP-hard to color 2-colorable 8-uniform hypergraphs with 2 Ω( √ log log N) colors. Their result is obtained by ...

2015
Sangxia Huang

We show that it is quasi-NP-hard to color 2-colorable 8-uniform hypergraphs with 2(logN) colors, where N is the number of vertices. There has been much focus on hardness of hypergraph coloring recently. In [17], Guruswami, Håstad, Harsha, Srinivasan and Varma showed that it is quasi-NP-hard to color 2-colorable 8-uniform hypergraphs with 22 √ log logN) colors. Their result is obtained by compos...

Journal: : 2022

سابقه و هدف: ورود گونه­­ های ماهی مهاجم دراکوسیستم ­های آبی، سبب بروز انواع اثرات منفی اکولوژیکی اقتصادی-اجتماعی می ­­شود. اولین گام در تجزیه تحلیل مخاطرات ناشی از گونه­ غیر­بومی، شناسایی خطر است بر این اساس ابزارهای متعددی برای ارزیابی خطرات تهاجمی غیربومی به منظور پشتیبانی تصمیم گیرندگان گونه ­­ها ایجاد شده است. هدف پژوهش قدرت تیلاپیای شکم قرمز (Coptodon zillii) حوضه آبریز تالاب شادگان (حوضه‌...

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