Abstract This paper proposes an alternative estimation method for cointegration, which allows variation in the leads and lags cointegration relation. The is more powerful than a standard method. Illustrations to annual inflation rates Japan USA seasonal quarterly consumption income shows its ease of use empirical merits.

Structural changes often occur in economics and finance due to preferences, technologies, institutional arrangements, policies, crises, etc. Improving forecast accuracy of economic time series with structural is a long-standing problem. Model averaging aims at providing an insurance against selecting poor model. All existing model approaches the literature are designed constant (non-time-varyin...

Known coherent metasurfaces control the interference of waves a given frequency with other at same frequency, either illuminating from different direction or created as intermodulation products. In this paper, we introduce class that are modulated in time coherently radiation. Such modulation opens possibility to reflection, absorption, and transmission multiple frequencies, including illuminat...

Bearings and other revolute pairs in gear drives will form clearances due to wear after working for a long time, which aggravate the vibration noise of gear. Therefore, taking with pair clearance as research object, calculation formulas backlash contact ratio is derived, time-varying mesh stiffness model considering presented this work. Then, nonlinear dynamic proposed by combining backlash, st...

Traditional machine learning sequence models, such as RNN and LSTM, can solve sequential data problems with the use of internal memory states. However, neuron units weights are shared at each time step to reduce computational costs, limiting their ability learn time-varying relationships between model inputs outputs. In this context, paper proposes two methods characterize dynamic in real-world...

New generation robots, meant for physical human robot interactions, are no longer rigid; it has become soft in terms of introduction of considerable flexibility at the actuated joints, flexibility of the links and in terms of compliant coverings. Safety requirement becomes primary in situations where physical interactions occur, calling for compliance; but accuracy and control bandwidth get com...