Time-Varying Thresholds
Title | Time-Varying Thresholds PDF eBook |
Author | Serineh Najarian |
Publisher | International Monetary Fund |
Pages | 33 |
Release | 2003-09-01 |
Genre | Business & Economics |
ISBN | 145185921X |
This paper introduces a time-varying threshold autoregressive model (TVTAR), which is used to examine the persistence of deviations from PPP. We find support for the stationary TVTAR against the unit root hypothesis; however, for some developing countries, we do not reject the TVTAR with a unit root in the corridor regime. We calculate magnitudes, frequencies, and durations of the deviations of exchange rates from forecasted changes in exchange rates. A key result is asymmetric adjustment. In developing countries, the average cumulative deviation from forecasts during periods when exchange rates are below forecasts is twice the corresponding measure during periods when exchange rates are above forecasts.
Effects of Time-Varying Magnetic Fields in the Frequency Range 1 KHz to 100 KHz Upon the Human Body
Title | Effects of Time-Varying Magnetic Fields in the Frequency Range 1 KHz to 100 KHz Upon the Human Body PDF eBook |
Author | Julia Bohnert |
Publisher | KIT Scientific Publishing |
Pages | 203 |
Release | 2014-05-12 |
Genre | Technology & Engineering |
ISBN | 3866447825 |
In this work, the physiological effects of time-varying magnetic fields up to 100 kHz have been investigated, namely magnetic stimulation and body warming. Simulation studies were based on numerical calculations on sophisticated cell and body models. In addition, magnetic stimulation thresholds have been determined experimentally.The project was carried out within the scope of the development of Magnetic Particle Imaging, a new imaging technology for medical diagnostics.
Threshold Models in Non-linear Time Series Analysis
Title | Threshold Models in Non-linear Time Series Analysis PDF eBook |
Author | H. Tong |
Publisher | Springer Science & Business Media |
Pages | 333 |
Release | 2012-12-06 |
Genre | Mathematics |
ISBN | 1468478885 |
In the last two years or so, I was most fortunate in being given opportunities of lecturing on a new methodology to a variety of audiences in Britain, China, Finland, France and Spain. Despite my almost Confucian attitude of preferring talking (i.e. a transient record) to writing (i.e. a permanent record), the warm encouragement of friends has led to the ensuing notes. I am also only too conscious of the infancy of the methodology introduced in these notes. However, it is my sincere hope that exposure to a wider audience will accelerate its maturity. Readers are assumed to be familiar with the basic theory of time series analysis. The book by Professor M.B. Priestley (1981) may be used as a general reference. Chapter One is addressed to the general question: "why do we need non-linear time series models?" After describing some significant advantages of linear models, it singles out several major limitations of linearity. Of course, the selection reflects my personal view on the subject, which is only at its very beginning, although there does seem to be a general agreement in the literature that time irr'eversibility and limit cycles are among the most obvious.
A Study of Time-varying Threshold Learning
Title | A Study of Time-varying Threshold Learning PDF eBook |
Author | Jack Sklansky |
Publisher | |
Pages | 118 |
Release | 1968 |
Genre | Cybernetics |
ISBN |
The Dynamics of Time-varying Threshold Learning
Title | The Dynamics of Time-varying Threshold Learning PDF eBook |
Author | Jack Sklansky |
Publisher | |
Pages | 64 |
Release | 1969 |
Genre | Cybernetics |
ISBN |
Dynamic Behavior of Time-varying Threshold Learning Processes
Title | Dynamic Behavior of Time-varying Threshold Learning Processes PDF eBook |
Author | Dexter Vanc Smith |
Publisher | |
Pages | 268 |
Release | 1968 |
Genre | Cybernetics |
ISBN |
Time-varying Thresholds
Title | Time-varying Thresholds PDF eBook |
Author | Hyginus Lambert Leon |
Publisher | |
Pages | 36 |
Release | 2003 |
Genre | Foreign exchange rates |
ISBN |