We are dealing with regression models for point processes having a multiplicative intensity process of the form (t) b t. The deterministic function describes the long-term trend of the process. The stochastic process b accounts for the short-term random variations and depends on a nite-dimensional parameter. The semiparametric estimation procedure is based on one single observation over a long ...

We provide a new way to filter US inflation into trend and cycle components, based on extracting long-run forecasts from the Survey of Professional Forecasters. We operate the Kalman filter in reverse, beginning with observed forecasts, then estimating parameters, and then extracting the stochastic trend in inflation. The trend-cycle model with unobserved components is consistent with numerous ...

An economic assessment of different geothermal power cycle configurations to generate cost models is conducted in this study. The thermodynamic and exergoeconomic modeling the cycles performed MATLAB coupled Refprop. were derived based on robust multivariable regression minimize residuals by using genetic algorithm. cross-validation approach applied determine a dataset examine model training ph...

It has been known since Phillips and Hansen (1990) that cointegrated systems can be consistently estimated using stochastic trend instruments that are independent of the system variables. A similar phenomenon occurs with deterministically trending instruments. The present work shows that such ‘‘irrelevant’’ deterministic trend instruments may be systematically used to produce asymptotically eff...

The identification and estimation of trends in hydroclimatic time series remains an important task applied climate research. statistical challenge arises from the inherent nonlinearity, complex dependence structure, heterogeneity resulting non-standard distributions underlying series. Quantile regressions are considered modeling technique for such analyses because their rich interpretation broa...

Most of gait recognition algorithms involve walking cycle estimation to accomplish signature matching. However, we may be plagued by two cycle-related issues when developing real-time gait-based walker recognition systems. One is accurate cycle evaluation, which is computation intensive, and the other is the inconvenient acquisition of long continuous sequences of gait patterns, which are essen...