Abstract In this paper, we study a plate equation as model for suspension bridge with time-varying delay and weights. Under some conditions on the weight functions, establish stability result associated energy functional. The present work extends generalizes similar results in case of wave or equations.

Time varying parameter (TVP) models have enjoyed an increasing popularity in empirical macroeconomics. However, TVP models are parameter-rich and risk over-…tting unless the dimension of the model is small. Motivated by this worry, this paper proposes several Time Varying dimension (TVD) models where the dimension of the model can change over time, allowing for the model to automatically choose...

Background Contractile function of the ex vivo, isolated left atrium (LA) has been described by a time-varying elastance, but this atrial chamber property has not been shown in vivo. Methods and Results Instantaneous LA pressure-volume (P-V) relations were studied in 12 anesthetized, autonomically blocked, atrially paced dogs. LA volume was calculated from orthogonal sonomicrometer pairs using ...

In generating textual summaries of data, the content determination problem is even more complicated when summarizing time-varying data, such as in weather or stockmarket report generation. As well as the maximum, minimum and mean, what is of interest is the behaviour of the variable over time; e.g. dramatic changes, trends and degree of variability in the data. For example, in the graph of temp...

We consider the problem of distributed state estimation of a linear time-invariant (LTI) system by a network of sensors. We develop a distributed observer that guarantees asymptotic reconstruction of the state for the most general class of LTI systems, sensor network topologies and sensor measurement structures. Our analysis builds upon the following key observation a given node can reconstruct...

We develop new methods for the estimation of time-varying risk-neutral jump tails in asset returns. In contrast to existing procedures based on tightly parameterized models, our approach imposes much fewer structural assumptions, relying on extreme-value theory approximations together with short-maturity options. The new estimation approach explicitly allows the parameters characterizing the sh...