نتایج جستجو برای: switching model

تعداد نتایج: 2162287  

The main purpose of this article is to investigate the asymmetric effects of the real exchange rate shocks on the non-oil exports of Iran in the period of 1974-2007. For this purpose, using nonlinear Markov-Switching approach, positive and negative shocks of the real exchange rate have been extracted. Based on the results of the Log Likelihood Function and Akaike Information Criterion, the best...

Hamideh Shekari,

Introduction: If the patients are not satisfied with the hospital, this results in switching behavior of patients. In this situation, among different hospitals, the patients choose the hospital with higher level of service quality. So, the main aim of this paper is investigating the effect of hospital's service quality on switching behavior of inpatients in Shahid Sadoughi Hospital of Yazd. Me...

2012
Baochen Yang Yunpeng Su

In the light of regime switching and volatility clustering in the dynamics of SHIBOR, regime-switching CIR model (RSCIR) and regime-switching GARCH CIR model (RSCIR-GARCH) are established by introducing regime-switching and GARCH specifications into CIR model successively. Then, a contrast study among CIR, RSCIR and RSCIR-GARCH models is performed based on SHIBOR sample data, which indicates th...

2000
Daniel R. Smith

This paper empirically compares the Markov-switching and stochastic volatility diffusion models of the short rate. The evidence supports the Markov-switching diffusion model. Estimates of the elasticity of volatility parameter for single regime models unanimously indicate an explosive volatility process, while the Markov-switching models estimates are reasonable. We find that either Markov-swit...

2008
Yanqin Fan Jisong Wu Bo Honore

In this paper, we establish sharp bounds on the joint distribution of potential outcomes and the distribution of treatment effects in parametric switching regimes models with generalized hyperbolic errors and in the semiparametric switching regimes models of Heckman (1990). Our results for parametric switching regimes models with generalized hyperbolic errors extend some existing results for Ga...

H. Farzanehfard, S. R. Motahari and M.M. Tavasoulkhamseh,

One of the difficulties with PWM switching converters is high switching loss and electromagnetic interference due to switching at non-zero voltage and current, which limits the operating frequency. In order to reduce the converter volume and weight (by increasing the frequency) and reducing switching losses, zero voltage and current switching methods are recommended. In this paper, four main ze...

H. Farzanehfard, S. R. Motahari and M.M. Tavasoulkhamseh,

One of the difficulties with PWM switching converters is high switching loss and electromagnetic interference due to switching at non-zero voltage and current, which limits the operating frequency. In order to reduce the converter volume and weight (by increasing the frequency) and reducing switching losses, zero voltage and current switching methods are recommended. In this paper, four main ze...

Journal: :Computational Statistics & Data Analysis 2010
Thomas Lux Leonardo Morales-Arias

We examine the performance of volatility models that incorporate features such as long (short) memory, regime-switching and multifractality along with two competing distributional assumptions of the error component, i.e. Normal vs Student-t. Our precise contribution is twofold. First, we introduce a new model to the family of Markov-Switching Multifractal models of asset returns (MSM), namely, ...

2004
Kenny Johansson Oscar Gustafsson Lars Wanhammar

In this work modelling of the power consumption for ripple-carry adders implemented in CMOS is considered. Based on the switching activity of each input bit, two switching models, one full and one simplified, are derived. These switching models can be used to derive the average energy consumed for one computation. This work extends previous results by introducing a data dependent power model, i...

2005
Jingsong Wang Michal Grochowski Mietek A. Brdys

This paper presents a new approach to soft switching between two model predictive controllers. The motivation for this work comes from the control of large scale hierarchical systems where different operating scenario asking for different control objective makes a single model predictive controller (MPC) unsuitable. The proposed soft switching approach shows much better switching performance bo...

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