The emergence of the recent financial crisis, during which markets frequently underwent changes in their statistical structure over a short period of time, illustrates the importance of non-stationary modelling in financial time series. Motivated by this observation, we propose a fast, well performing and theoretically tractable method for detecting multiple change points in the structure of an...

In this paper, modeling of doubly fed induction generator (DFIG) based wind energy conversion system (WECS) and speed controller are presented. The System Identification Toolbox MatLab is used to develop the linear model WECS by considering as input output. Two models, namely Auto Regressive with eXogenous Input (ARX) Auto-Regressive Moving Average (ARMAX), estimated. We ARX221 structure best f...

foreign trade of any country is considered as one of the major economic sectors of that society as far as some refer to trade as the “engine of growth”. foreign exchange rate and its volatilities is one of the effective factors determining foreign trade. the present paper deals with the impact of real exchange rate uncertainty on imports in iran during 1979-2009. in this respect, first, among v...

It is important to understand the dynamics of malaria vectors in implementing malaria control strategies. Six villages were selected from different sections in the Three Gorges Reservoir for exploring the relationship between the climatic factors and its malaria vector density from 1997 to 2007 using the auto-regressive linear model regression method. The result indicated that both temperature ...

The human figure exhibits complex and rich dynamic behavior that is both nonlinear and time-varying. To automate the process of motion modeling we consider a class of learned dynamic models cast in the framework of dynamic Bayesian networks (DBNs) applied to analysis and tracking of the human figure. While direct learning of DBN parameters is possible, Bayesian learning formalism suggests that ...

abstract the present research accomplished to determination of the trade liberalization effects on import function of iran’s wheat crop using time series data from 1357 to 1387 that earn from sources such as agricultural and aerology statistics annual letter, customhouse and iran central bank website.in this investigation, at first, wheat liberalization index was measured by using level of inte...

We introduce a novel texture description scheme and demonstrate it with our fast similarity search technique for content-based retrieval and navigation applications. The texture representation uses a combination of edge and region statistics. It is compared with the Multi-Resolution Simultaneous Auto-Regressive Model and Statistical Geometrical Features techniques using the entire Brodatz textu...

In Internet audio applications, delay and delay jitter affect applications' quality of service mostly. Since packet delays are different and changing over time, the receiver needs to buffer some amount of packets before playout. Therefore, the amount of buffered packets and timing of playout are very important for the performance of the applications. Here we adopt an auto-regressive (AR) model ...