نتایج جستجو برای: time varying coefficient
تعداد نتایج: 2117486 فیلتر نتایج به سال:
In this paper, the varying-coefficient single-indexmodel (VCSIM) is proposed. It can be seen as a generalization of the semivaryingcoefficient model by changing its constant coefficient part to a nonparametric component, or a generalization of the partially linear single-indexmodel by replacing the constant coefficients of its linear part with varying coefficients. Based on the local linear met...
NCSU, Princeton University, and UC-Davis Abstract: Functional linear regression analysis aims to model regression relations which include a functional predictor. The analogue to the regression parameter vector or matrix in conventional multivariate or multiple-response linear regression models is a regression parameter function in one or two arguments. If in addition one has scalar predictors, ...
Many exist studies always use Markov decision processes (MDPs) in modeling optimal route choice in stochastic, time-varying networks. However, taking many variable traffic data and transforming them into optimal route decision is a computational challenge by employing MDPs in real transportation networks. In this paper we model finite horizon MDPs using directed hypergraphs. It is shown that th...
abstract: in the paper of black and scholes (1973) a closed form solution for the price of a european option is derived . as extension to the black and scholes model with constant volatility, option pricing model with time varying volatility have been suggested within the frame work of generalized autoregressive conditional heteroskedasticity (garch) . these processes can explain a number of em...
Varying coefficient Models are among the most important tools for discovering the dynamic patterns when a fixed pattern does not fit adequately well on the data, due to existing diverse temporal or local patterns. These models are natural extensions of classical parametric models that have achieved great popularity in data analysis with good interpretability.The high flexibility and interpretab...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید