In this paper, the dynamical behaviour of forced LSTAR model with delay is considered for different levels of noise intensity. The existence and stability of the equilibria of the deterministic system are studied. Numerical simulations are employed to show the model’s complex dynamics by means of the largest Lyapunov exponents, bifurcations, time series diagrams and phase portraits. The phenome...

In this paper, we propose a Nonlinear Dickey-Fuller test for unit root against first order Logistic Smooth Transition Autoregressive LSTAR (1) model with time as the transition variable. The Nonlinear Dickey-Fuller test statistic is established under the null hypothesis of random walk without drift and the alternative model is a nonlinear LSTAR (1) model. The asymptotic distribution of the test...

Angluin showed that the class of regular languages could be learned from a Minimally Adequate Teacher (mat) providing membership and equivalence queries. Clark and Eyraud (2007) showed that some context free grammars can be identified in the limit from positive data alone by identifying the congruence classes of the language. In this paper we consider learnability of context free languages usin...

Many algorithms for grammatical inference can be viewed as instances of a more general algorithm which maintains a set of primitive elements, which distributionally define sets of strings, and a set of features or tests that constrain various inference rules. Using this general framework, which we cast as a process of logical inference, we re-analyse Angluin’s famous lstar algorithm and several...

این پژوهش با الهام گرفتن از نتایج یک طرح مطالعاتی کاربردی، رویکرد سلسله­‌مراتبی جهت پیگیری فرایند توسعه تأمین‌کنندگان و حمایت تصمیمات موجود در هر مراحل آن ارائه‌ می‌کند. ابتدا، زمینه‌های تأمین نیازمند سپس واجد شرایط هریک زمینه‌ها به کمک تصمیم‌گیری چندشاخصه بهترین-بدترین مشخص می‌گردند. معیارهای شناسایی نیز مرور مطالعات پیشین بهره‌گیری نظرات خبرگان حوزه‌ی خرید استخراج‌شده‌اند. درنهایت، مدل ریاضی ...

non-linear time series models have become fashionable tools to describe and forecast stock market returns in recent years. a significant amount of evidence supports a negative relationship between volume and future returns. this suggests that volume could act as a suitable threshold variable in lstar and tar models. in this research, we compared the forecasting ability of lsatr and tar models w...

در این مقاله یک مدل ریاضی برای مسئله سیستم تولیدی همکارانه ساخت بر اساس سفارش با رعایت انصاف تخصیص بار‌های تولید طراحی شده است. اهداف اصلی مدل، کمینه‌سازی هزینه‌‌های کل و حداکثر استفاده از منابع به‌منظور عادلانه شرایط عدم­قطعیت کنترل پارامتر‌های غیرقطعی روش برنامه‌ریزی فازی ‌شده نتایج نشان می‌دهد افزایش نرخ عدم‌قطعیت، می­یابد. ازآنجاکه ظرفیت کارخانه‌ها ثابت است، مقدار تقاضا، هر کارخانه نیز می­ی...

Logistic smooth transition and Markov switching autoregressive models of a logistic transform of the monthly US unemployment rate are estimated by Markov chain Monte Carlo methods. The Markov switching model is identified by constraining the first autoregression coefficient to differ across regimes. The transition variable in the LSTAR model is the lagged seasonal difference of the unemployment...

we propose a Bayesian Logistic Smooth Transition Autoregressive (LSTAR) model with stochastic volatility (SV) to inflation dynamics in nonlinear fashion. Inflationary regimes are determined by smoothed money growth which serves as transition variable that governs the between regimes. We apply this approach quarterly data from US, UK and Canada able identify well-known, high periods samples. Mor...