We discuss dynamic factor modeling of financial time series using a latent threshold approach to factor volatility. This approach models time-varying patterns of occurrence of zero elements in factor loadings matrices, providing adaptation to changing relationships over time and dynamic model selection. We summarize Bayesian methods for model fitting and discuss analyses of several FX, commodit...

This study aims to validate, using finite element analysis (FEA), the design concept by comparing the fatigue behavior of hip implant stems coated with composite (carbon/PEEK) and polymeric (PEEK) coating materials corresponding to different human activities: standing up, normal walking and climbing stairs under dynamic loadings to find out which of all these models have a better performance in...

in this study, 3 models of time-varying parameters (tvp), dynamic model selection (dms) and dynamic model averaging (dma) and a comparison with the ordinary least squares (ols) method in matlab in the time period 2003-2013 (with data on a monthly basis) are discussed. in the present study, the variables of unofficial exchange rate changes, interest rate changes and inflation in oil price foreca...

Germany's economic composition is heterogenous across regions, which makes regional projections based on German gross domestic product (GDP) growth unreliable. In this paper, we develop forecasting models for Baden-Württemberg's growth, a economy that dominated by small- and medium-sized enterprises with strong focus foreign trade. For purpose, evaluate the backcasting nowcasting performance of...

In vessel performance analysis, reliable information about speed-through-water (STW) is key for realistic modeling of the single ship’s fuel efficiency. It paramount that STW measurements are such they can be adopted as input in consumption forecast models. This paper presents a study where three variations Dynamic Factor Model used to estimate STW. A simulation presented demonstrate estimation...

High-Dimensional Dynamic Factor Models are presented in detail: The main assumptions and their motivation, results, illustrations by means of elementary examples. In particular, the role singular ARMA models theory applications is discussed. emphasis on model classes structure theory, rather than estimation narrow sense. survey not comprehensive. Its aim to point out promising lines research th...