this paper is about cointegration relation among price index in tehran stock exchange (tepix) and some of the macroeconomic variables, including consumer price index (cpi), exchange rate, housing starts and industrial utilization starts. we are looking for a relation and also the direction of the causal effects among above mentioned variables, using quarterly data from 1369 to 1377. avoiding sp...

This paper examines linkages among transportation intensity, the extent of urbanization, CO2 emissions, and economic growth. We use two measures of transportation intensity: (i) per-capita rates of utilization of air-passenger transport facilities and (ii) per-capita rates of utilization of air-freight transport facilities. By studying the G-20 countries over the period 1961e2012 and employing ...

While considerable advances have been made in estimating high-dimensional structured models from independent data using Lasso-type models, limited progress has been made for settings when the samples are dependent. We consider estimating structured VAR (vector auto-regressive model), where the structure can be captured by any suitable norm, e.g., Lasso, group Lasso, order weighted Lasso, etc. I...

In this paper, maximum a posteriori (MAP) detection is applied to a direct-sequence code-division multiple-access (DS-CDMA) system jointly with identification and estimation of time-selective fading channels. By sampling the outputs of the matched filter and combining antenna array elements, strong and time-varying multiple-access interference (MAI) is characterized and suppressed instantaneous...

This paper discusses the importance of absorptive capacity in improving a firm's innovation performance. Specifically, we examine firm interaction with the knowledge and capabilities of outside organizations and the effect on the firm's bottom line. We use the impulse-response function of the vector auto-regressive model to gain insight into this relationship by estimating the time required for...

Learning the dependency structure between spatially distributed observations of a spatio-temporal process is an important problem in many fields such as geology, geophysics, atmospheric sciences, oceanography, etc. . However, estimation of such systems is complicated by the fact that they exhibit dynamics at multiple scales of space and time arising due to a combination of diffusion and convect...

The control of prosthetic limb would be more effective if it is based on Surface Electromyogram (SEMG) signals from remnant muscles. The analysis of SEMG signals depend on a number of factors, such as amplitude as well as timeand frequency-domain properties. Time series analysis using Auto Regressive (AR) model and Mean frequency which is tolerant to white Gaussian noise are used as feature ext...

The motivation behind the study is continuous fluctuations in energy prices Pakistan, so this aims to investigate role of a twin deficit, urbanization, climate change, production from oil and gas, exchange rate inflation. This utilized electricity capture inflation using time series data 1972 2021, World Development Indicators (WDI) Census Electricity Establishment (CEE). vector auto-regressive...

This paper presents a self-organizing power system stabilizer (SOPSS) which use the fuzzy Auto-Regressive Moving Average (FARMA) model. The control rules and the membership functions of proposed the fuzzy logic controller are generated automatically without using any plant model. The generated rules are stored in the fuzzy rule space and updated on-line by a self-organizing procedure. To show t...