In this paper, a dynamic factor model is proposed to extract the dynamic factors from time series data. In order to deal with the problem of scaling, the cross-correlation matrices (CCM) are first employed to cluster the time series data. Then, the dynamic factors are extracted using the revised independent component analysis (ICA). In addition, a numerical study is used to demonstrate the prop...

The genesis of human movement involves a complex series of events that depend on the integrated physiology of the neural, muscular, skeletal, metabolic, respiratory and cardiovascular systems. Since each of us has a unique set of physical attributes, such as muscle strength, aerobic capacity, and skeletal structure, our movement patterns serve as another set of “fingerprints”. For instance, we ...

In this paper we present a new approach to the specification of dynamic factor models. Our model has three advantages over existing work. Firstly, it is based on a minimal-dimension state-space representation giving some gain in computational efficiency over existing methods. Secondly, it easily accommodates hypothesis tests about the order of the factor-filter. Thirdly, by allowing the factor-...

We propose a dynamic factor model appropriate for panel datasets and develop an estimation algorithm which can handle datasets with large number of subjects and short temporal information. The algorithm uses a two cycle iterative approach for model estimation in such a large dataset. Each iteration consists of two distinct cycles, both following an EM algorithm approach. This iterative process ...

the nonlinear static procedures (nsps) proposed by design codes do not lead to reliable results especially for tall buildings. they generally provide inconsistent estimates of inelastic seismic demands, especially for the top floors due to their inabilities in considering the higher modes effects. in this paper, a new enhanced pushover procedure is proposed which is based on the envelope of the...

Response modification factor (R factor) is one of the seismic design parameters to be considered in evaluating the performance of buildings during strong motions. This paper has tried to evaluate the response modification factor of concrete coupled shear wall structures with various length/depth ratios of spandrel beams. The effect of diagonal reinforcement of spandrel beam was also evaluated o...

In the present study, the time series encompassing the years 1950-2011 of commercial landings from the Caspian Sea were analyzed using min/max autocorrelation factor analysis (MAFA) and dynamic factor analysis (DFA). These aim was to identify trends and explore the relationships between the response variables (annual landings of 10 species/groups such as kilkas, kutum, common carp, pike perch, ...

in this paper, the dynamic simulation for a high pressure regulator is performed to obtain the regulator behavior. to analyze the regulator performance, the equation of motion for inner parts, the continuity equation for diverse chambers and the equation for mass flow rate were derived. because of nonlinearity and coupling, these equations are solved using numerical methods and the results are ...