An electrical network with varying parameters

Exponential-Family Random Graph Models with Time Varying Network Parameters

Dynamic networks are a general language for describing time-evolving complex systems, and have long been an interesting research area. It is a fundamental research question to model time varying network parameters. However, due to difficulties in modeling functional network parameters, there is little progress in the current literature to effectively model time varying network parameters. In th...

Monitoring Time-Varying Parameters in an Autoregression

Tracking time-varying parameters with local regression

This paper shows that the recursive least-squares (RLS) algorithm with forgetting factor is a special case of a varying-coe$cient model, and a model which can easily be estimated via simple local regression. This observation allows us to formulate a new method which retains the RLS algorithm, but extends the algorithm by including polynomial approximations. Simulation results are provided, whic...

Kuramoto model with time-varying parameters.

We analyze the Kuramoto model generalized by explicit consideration of deterministically time-varying parameters. The oscillators' natural frequencies and/or couplings are influenced by external forces with constant or distributed strengths. A dynamics of the collective rhythms is observed, consisting of the external system superimposed on the autonomous one, a characteristic feature of many th...

Statistical Learning with Time - varying Parameters ∗

In their landmark paper [1], Bray and Savin note that the constant parameters model used by their agents to form expectations is misspecified and that, using standard econometric techniques, agents may be able to determine the time-varying nature of the model’s parameters. Here, we consider the same type of model as employed by Bray and Savin except that our agents form expectations using a per...