نتایج جستجو برای: trend cycle estimation
تعداد نتایج: 647655 فیلتر نتایج به سال:
The trend-renewal-process (TRP) is defined to be a time-transformed renewal process, where the time transformation is given by a trend function λ(·) which is similar to the intensity of a nonhomogeneous Poisson process (NHPP). A nonparametric maximum likelihood estimator of the trend function of a TRP can be obtained much in the same manner as for the NHPP using kernel smoothing. But for a TRP ...
Emission reductions were mandated in the Clean Air Act Amendments of 1990 with the expectation of concomitant reductions in ambient concentrations of atmospherically-transported pollutants. To evaluate the effectiveness of the legislated emission reductions using monitoring data, this paper proposes a two-stage approach for the estimation of regional trends and their standard errors. In the fir...
This paper reconciles two widely used decompositions of GDP into trend and cycle that yield starkly different results. The BeveridgeNelson (BN) decomposition implies that a stochastic trend accounts for most of the variation in output, whereas the unobserved-components (UC) implies cyclical variation is dominant. Which is correct has broad implications for the relative importance of real versus...
Extracting the trend from the pattern of observations is always difficult, especially when the trend is obscured by correlated errors. Often, prior knowledge of the trend does not include a parametric family, and instead the valid assumption are vague, such as “smooth” or “monotone increasing.” Incorrectly specifying the trend as some simple parametric form can lead to overestimation of the cor...
Fretting fatigue process have many features such as early stage crack initiation at contact edge, very slow crack propagation and fatigue failure after very long life operation. In this paper at first we present fretting fatigue model in high cycle region, which is considering the wear process near contact edge. And then we present fretting fatigue life estimation method in low cycle fatigue re...
Net ecosystem productivity (NEP) plays an important role in understanding function and the global carbon cycle. In this paper, key parameters of Carnegie Ames Stanford Approach (CASA) model, maximum light use efficiency (εmax), was optimized by using vegetation classification data. Then, NEP estimated coupling CASA geostatistical model soil respiration (GSMSR) respiration–soil heterotrophic (Rs...
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