Stochastic behavior of stock returns is very important for investors and policy makers in the stock market. In this paper, the stochastic behavior of the return index of Tehran Stock Exchange (TEDPIX) is examined using unobserved component Markov switching model (UC-MS) for the 3/27/2010 until 8/3/2015 period. In this model, stock returns are decomposed into two components; a permanent componen...

Previous studies have demonstrated that individuals with major depressive disorder have difficulties switching attention from one task set to another. In the current study we examined whether ruminative thinking drives the switching deficits of depressed individuals. A secondary, more exploratory, goal of this study was to examine whether state rumination would impair depressed individuals' abi...

Low duty-cycle pulsed d.c. switching experiments have been performedon a variety of thin film Te-based semiconducting glasses. No premonitoryeffects are observed in the current-time profile of the non-switching OFFstate. If, however, the threshold voltage is exceeded, a continuouscurrent increase with time throughout the normal delay-time regime(pre-switching OFF state) is a...

In this study, two-state Markov switching count data models are proposed as an alternative to zero-inflated models, in order to account for preponderance of zeros typically observed in accident frequency data. Similar to zero-inflated models, two-state Markov switching models assume an existence of two states of roadway safety. One of the states is a zero-accident state, which is safe. The othe...

This paper presents a new supervisory control scheme, which is based on a control-relevant switching logic. Unlike most of the existing switching methods considering only estimator performance, the proposed scheme takes both estimator and controller performance into account. As an index to the controller performance, an iISS (integral-Input-to-State Stability) Lyapunov function is employed; it ...

We present switching current measurements in niobium-aluminum oxideniobium underdamped Josephson rings. Underdamped Josephson rings display hysteretic current-voltage curves which can be characterized by their switching current, the value of applied current at which the junctions switch to the energy-gap voltage. The value of the switching current is strongly affected by temperature and by the ...

Title of thesis: COMPARING REGIME-SWITCHING MODELS IN TIME SERIES: LOGISTIC MIXTURES: vs. MARKOV SWITCHING Dimitrios V. Paliouras Master of Science, 2007 Thesis directed by: Professor Benjamin Kedem Department of Mathematics The purpose of this thesis is to review several related regime-switching time series models. Specifically, we use simulated data to compare models where the unobserved stat...

This paper presents to obtain the state estimations in low speed induction motor using Sensorless Constant Switching Frequency Controller (CSFC) technique. The state estimations referred to flux and torque. Therefore the CSFC enabling Induction motor with Direct Torque Control is built using the MATLAB/SIMULINK. The switching frequency is maintained constant in order to improve its state estima...

In modern design ows low power aspects should be considered as early as possible to minimize power dissipation in the resulting circuit. A new BDD-based design style that considers switching activity optimization using temporal correlation information is presented. The technique is developed as an approximation method for switching activity estimation. Experimental results on a set of MCNC and ...