The motivation of this study has been to identify the effects multidimensional perspectives macroeconomic volatility on growth external debt in Nigeria from 1970 2018. Methodologically, Auto-Regressive Distributed Lag (ARDL) model and TodaYamamoto causality approach were adopted. For purpose understanding perspective volatility, was disaggregated into three different which are: outcomes, domes...

In this paper, a new method for obtaining a time-frequency representation of instantaneous frequency is introduced. A Kalman filter serves for dissociation of signal into modes with well defined instantaneous frequency. A second order resonator model is used as a model of signal components – ‘monocomponent functions’. Simultaneously, the Kalman filter estimates the time-varying signal component...

The use of digital predistortion for linearizing a millimeter-wave power amplifier (PA) is investigated. A PA operating at 38 GHz is designed using an accurate non-quasi-static transistor model, taking into account both shortand long-term memory effects. A realistic test signal is then used for the identification of a nonlinear auto-regressive moving average (NARMA) behavioral model of the PA. ...

A number of recent scientific and engineering problems require signals to be decomposed into a product of a slowly varying positive envelope and a quickly varying carrier whose instantaneous frequency also varies slowly over time. Although signal processing provides algorithms for so-called amplitudeand frequencydemodulation (AFD), there are well known problems with all of the existing methods....

This paper investigates the relationship between electricity consumption, economic classification and household income, by means of comparing Brazilian Census Micro-Data with the customer database of AES Eletropaulo, a large Brazilian electric distribution company, using traditional statistics and spatial auto-regressive models. Income and economic classification are recognized as efficient pro...

The modelling of wind speed is a traditional topic in meteorological research, where the main interest is on the short-term forecast of wind speed intensity and direction. More recently, this theme has received some interest in the quantitative finance literature for its relationship with electricity production by wind farms. In fact, electricity producers are interested in long-range forecasts...

In this paper, an auto-regressive (AR) model is proposed to generate the side information for low-delay distributed video coding (DVC). The side information generation of current Wyner-Ziv (WZ) frame t consists of two forward AR interpolations. First, each pixel within the rebuilt frame 1 t − is approximated as a linear combination of pixels within a spatial neighborhood along the motion trajec...

Abstract—The article presents an application of Fractional Model Predictive Control (FMPC) to a fractional order thermal system using Controlled Auto Regressive Integrated Moving Average (CARIMA) model obtained by discretization of a continuous fractional differential equation. Moreover, the output deviation approach is exploited to design the K -step ahead output predictor, and the correspondi...