نتایج جستجو برای: dynamic factor models
تعداد نتایج: 2034586 فیلتر نتایج به سال:
In this paper, we first define longitudinal-dynamic heteroscedastic hierarchical normal models. These models can be used to fit longitudinal data in which the dependency structure is constructed through a dynamic model rather than observations. We discuss different methods for estimating the hyper-parameters. Then the corresponding estimates for the hyper-parameter that causes the association...
We discuss the development of dynamic factor models for multivariate nancial time series, and the incorporation of stochastic volatility components for latent factor processes. Bayesian inference and computation is developed and explored in a study of the dynamic factor structure of daily spot exchange rates for a selection of international currencies. The models are direct gen-eralisations of ...
Drought is a natural feature of the climate condition, and its recurrence is inevitable. The main purpose of this research is to evaluate the effects of climatic factors on prediction of drought in different areas of Yazd based on artificial neural networks technique. In most of the meteorological stations located in Yazd area, precipitation is the only measured factor while generally in synopt...
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