نتایج جستجو برای: dynamic factor models

تعداد نتایج: 2034586  

Journal: :iranian journal of science and technology (sciences) 2006
h. sofiyev

in this study, the stability problem of a circular orthotropic cylindrical shell under the effect of anaxial compression varying with a power function of time is considered. at first, the modified donnell typedynamic stability and compatibility equations are obtained using love’s shell theory. applying the galerkinmethod and rayleigh-ritz variational techniques to these equations and taking the...

2008
Roberto Baragona Francesco Battaglia

Dynamic factor models have a wide range of applications in econometrics and applied economics. The basic motivation resides in their capability of reducing a large set of time series to only few indicators (factors). If the number of time series is large compared to the available number of observations then most information may be conveyed to the factors. This way low dimension models may be es...

Journal: :Computational Statistics & Data Analysis 2011
Hedibert Freitas Lopes Dani Gamerman Esther Salazar

This paper introduces a new class of spatio-temporal models for measurements belonging to the exponential family of distributions. In this new class, the spatial and temporal components are conditionally independently modeled via a latent factor analysis structure for the (canonical) transformation of the measurements mean function. The factor loadings matrix is responsible for modeling spatial...

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