A novel modelling scheme that can be used to estimate and track time-varying properties of nonstationary signals is investigated. This scheme is based on a class of time-varying AutoRegressive with an eXogenous input (TVARX) models where the associated time-varying parameters are represented by multi-wavelet basis functions. The orthogonal least square (OLS) algorithm is then applied to refine ...

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...

In the last decades, one of the main challenges in the study of heart rate variability (HRV) signals has been the quantification of the low-frequency (LF) and high-frequency (HF) components of the HRV spectrum during non-stationary events. At this regard, different time–frequency and time-varying approaches have been proposed with the aim to track the modification of the HRV spectra during isch...