Detecting anomalies in datasets, where each data object is a multivariate time series (MTS), possibly of different length for each data object, is emerging as a key problem in certain domains. We consider the problem in the context of aviation safety, where data objects are flights of various durations, and the MTS corresponds to sensor readings. The goal then is to detect anomalous flight segm...

Subspace identification for closed loop systems has been recently studied by several authors. A class of new and consistent closed-loop subspace algorithms is based on identification of a predictor model, in a way similar as prediction error methods (PEM) do. Experimental evidence suggests that these methods have a behavior which is very close to PEM in certain examples. The asymptotical statis...

A VAR framework with exogenous variable is considered to analyse the exchange rate pass-through dynamics in Kenya. Monthly time series data from January 2006 December 2022 used. Six endogenous variables namely; US dollar rate, broad money supply, total import, 20 Nairobi stock share index, consumer price index and 91 days treasury bond sourced central bank of Kenya were considered. Global food ...

This paper provides a synthesis and further development of a global modelling approach introduced in Pesaran, Schuermann and Weiner (2004), where country specific models in the form of VARX* structures are estimated relating a vector of domestic variables, xit, to their foreign counterparts, x*it, and then consistently combined to form a Global VAR (GVAR). It is shown that the VARX* models can ...

Tall structures, during their service lifetime, face many scenarios and are often prone to damages. Generally, static or dynamic measurements from the entire structure used while formulating Structural Health Monitoring (SHM) techniques for damage diagnosis. In this paper, an output-only diagnostic technique using decentralized concept (subdomain-based) high-rise buildings, employing Vector for...

In the aftermath of COVID-19 pandemic, dramatic increase in maritime transport costs might potentially exert detrimental impacts on macroeconomy, especially for countries that heavily rely international trade their consumption and production activities. Our study employs a small open economy DSGE (Dynamic Stochastic General Equilibrium) model to analyze impact South Korean where are considered ...

این پژوهش با الهام گرفتن از نتایج یک طرح مطالعاتی کاربردی، رویکرد سلسله­‌مراتبی جهت پیگیری فرایند توسعه تأمین‌کنندگان و حمایت تصمیمات موجود در هر مراحل آن ارائه‌ می‌کند. ابتدا، زمینه‌های تأمین نیازمند سپس واجد شرایط هریک زمینه‌ها به کمک تصمیم‌گیری چندشاخصه بهترین-بدترین مشخص می‌گردند. معیارهای شناسایی نیز مرور مطالعات پیشین بهره‌گیری نظرات خبرگان حوزه‌ی خرید استخراج‌شده‌اند. درنهایت، مدل ریاضی ...

A time series model is presented that uses historical project information to predict the number of future defects, given the number of proposed features and improvements to be completed. This allows for hypothetical release plans to be compared by assessing their predicted impact on testing and defect-fixing time. We selected the VARX time series model as a reasonable approach. The accuracy of ...