Relevant bibliographies by topics / Time-Varying Integration

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  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Time-Varying Integration'

Author: Grafiati
Published: 4 June 2021
Last updated: 3 February 2022

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Journal articles on the topic "Time-Varying Integration"

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BEKAERT, GEERT, and CAMPBELL R. HARVEY. "Time-Varying World Market Integration." Journal of Finance 50, no. 2 (June 1995): 403–44. http://dx.doi.org/10.1111/j.1540-6261.1995.tb04790.x.

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BATTEN, JONATHAN A., PETER MORGAN, and PETER G. SZILAGYI. "TIME VARYING ASIAN STOCK MARKET INTEGRATION." Singapore Economic Review 60, no. 01 (March 2015): 1550006. http://dx.doi.org/10.1142/s021759081550006x.

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We employ an asset pricing framework with varying estimation lengths to show that there has been an increasing degree of integration between Asian and international stock markets, but very little with Japan. This finding is consistent with prior studies and highlights the impact of recent regulatory and economic reform undertaken throughout the region. Our results show that instability in the asset variance structure underpins the observed varying degrees of financial market integration. In particular, modeling integration using shorter estimation periods helps explain the time varying nature of financial market integration and the benefits that may accrue to international and domestic investors.
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Baele, Lieven, and Koen Inghelbrecht. "Time-varying integration, interdependence and contagion." Journal of International Money and Finance 29, no. 5 (September 2010): 791–818. http://dx.doi.org/10.1016/j.jimonfin.2009.12.008.

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Gupta, Priyanshi, Sanjay Sehgal, and Florent Deisting. "Time-Varying Bond Market Integration in EMU." Journal of Economic Integration 30, no. 4 (December 15, 2015): 708–60. http://dx.doi.org/10.11130/jei.2015.30.4.708.

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Baele, Lieven, and Koen Inghelbrecht. "Time-varying Integration and International diversification strategies." Journal of Empirical Finance 16, no. 3 (June 2009): 368–87. http://dx.doi.org/10.1016/j.jempfin.2008.11.001.

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Abad, Pilar, Helena Chuliá, and Marta Gómez-Puig. "Time-varying Integration in European Government Bond Markets." European Financial Management 20, no. 2 (March 2014): 270–90. http://dx.doi.org/10.1111/j.1468-036x.2011.00633.x.

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Birg, Gregory, and Brian M. Lucey. "Integration of smaller European equity markets: a time-varying integration score analysis." Applied Financial Economics Letters 2, no. 6 (November 2006): 395–400. http://dx.doi.org/10.1080/17446540600749379.

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Barari, Mahua. "Equity market integration in Latin America: A time-varying integration score analysis." International Review of Financial Analysis 13, no. 5 (January 2004): 649–68. http://dx.doi.org/10.1016/j.irfa.2004.02.019.

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Alotaibi, Abdullah R., and Anil V. Mishra. "Time varying international financial integration for GCC stock markets." Quarterly Review of Economics and Finance 63 (February 2017): 66–78. http://dx.doi.org/10.1016/j.qref.2016.03.001.

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Caldwell, Timothy M., and Todd D. Murphey. "Single Integration Optimization of Linear Time-Varying Switched Systems." IEEE Transactions on Automatic Control 57, no. 6 (June 2012): 1592–97. http://dx.doi.org/10.1109/tac.2011.2174694.

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Dissertations / Theses on the topic "Time-Varying Integration"

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Fei, Zhaoqi. "Time-varying financial integration and contagion." Thesis, Durham University, 2009. http://etheses.dur.ac.uk/2166/.

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This thesis examines the evolution of the financial integration and contagion of international stock and bond markets. We focus on integration at the portfolio level, which is constructed by the stock market value, BE/ME ratio, and the bond maturity respectively, in addition to those at the aggregate national market level. The aim is to examine whether these asset characteristics (size effect, BE/ME, and bond maturities) are conductive to the systematic discrepancies in integration between these portfolios with the world market respectively. For financial contagion, this study attempts to investigate whether there exists any financial variables that are competent for identifying the crisis period, whether the contagion coefficient can be expressed as a function of these variables, and whether the contagion level is constant over time. To examine these issues, we model the time variation of integration within the Kalman filter framework extended to allow for GARCH effects in the innovations. The likelihood ratio test shows that our GARCH-filter model, which combines the Kalman filter and GARCH effect, is indeed more efficient than the traditional Kalman filter system. The main results show that large (/growth) stock portfolios are more integrated with the world than small (/value) portfolios. They also show bond portfolios with longer maturities are always more integrated with the world than short-term bonds. For testing contagion, focusing on the transmission of price shocks at times of financial crisis, we find that the conditional variance of assets returns and the increased level of integration are excellent variables for identifying the crisis period. Furthermore, the contagion levels based on these two variables vary dramatically all the time, but are significantly different from zero over time for most cases in our sample. Thus, this study offers more opportunities for investors and portfolio managers, who can benefit from new insight into the co-movements among different asset portfolios in different international markets. The study also provides a consistent platform for measuring financial contagion.
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Violaris, Antonis M. "Tests of capital market integration/segmentation : the case of the European equity markets." Thesis, Durham University, 1999. http://etheses.dur.ac.uk/1439/.

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Benson, Galiya. "Time-varying equity market integration in South East Asia and tests of the ICAPM." Thesis, Loughborough University, 2007. https://dspace.lboro.ac.uk/2134/34100.

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I test the conditional international CAPM using 1990–2003 data for nine South-East Asian markets. Previous research has concluded that conditional ICAPM fails to explain expected returns in emerging markets. I argue that this is due to variations in the degree of integration among industry or size components of local equity portfolios. To test this hypothesis, I construct country, industry and market capitalisation portfolios and test the conditional ICAPM separately for each portfolio. The ICAPM is rejected more often for industries which produce mainly locally-traded outputs and for smaller market capitalisation portfolios.
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Liu, Yuna. "Essays on Stock Market Integration - On Stock Market Efficiency, Price Jumps and Stock Market Correlations." Doctoral thesis, Umeå universitet, Nationalekonomi, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-119873.

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This thesis consists of four self-contained papers related to the change of market structure and the quality of equity market. In Paper [I] we found, by using of a Flexible Dynamic Component Correlations (FDCC) model, that the creation of a common cross-border stock trading platform has increased the long-run trends in conditional correlations between foreign and domestic stock market returns. In Paper [II] we study whether the creation of a uniform Nordic and Baltic stock trading platform has affected weak-form information efficiency. The results indicate that the stock market consolidations have had a positive effect on the information efficiency and turnover for an average firm. The merger effects are, however, asymmetrically distributed in the sense that relatively large (small) firms located on relatively large (small) markets experience an improved (reduced) information efficiency and turnover. Although the results indicate that changes in the level of investor attention (measured by turnover) may explain part of the changes in information efficiency, they also lend support to the hypothesis that merger effects may partially be driven by changes in the composition of informed versus uninformed investors following a stock. Paper [III] analyzes whether the measured level of trust in different countries can explain bilateral stock market correlations. One finding is that generalized trust among nations is a robust predictor for stock market correlations. Another is that the trust effect is larger for countries which are close to each other. This indicates that distance mitigates the trust effect. Finally, we confirm the effect of trust upon stock market correlations, by using particular trust data (bilateral trust between country A and country B) as an alternative measurement of trust. In Paper [IV] we present the impact of the stock market mergers that took place in the Nordic countries during 2000 – 2007 on the probabilities for stock price jumps, i.e. for relatively extreme price movements. The main finding is that stock market mergers, on average, reduce the likelihood of observing stock price jumps. The effects are asymmetric in the sense that the probability of sudden price jumps is reduced for large and medium size firms whereas the effect is ambiguous for small size firms. The results also indicate that the market risk has been reduced after the stock market consolidations took place.
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Essaadi, Essahbi. "Integration and interdependency : identification of the ruptures in the case of East-Asian countries." Thesis, Lyon 2, 2011. http://www.theses.fr/2011LYO22022.

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Cette thèse analyse la faisabilité d'une union monétaire en Asie de l'Est dans une vision dynamique et utilise les outils appropriés qui correspondent à l'histoire de l'économie régionale de la région. A partir de la littérature de la ZMO, nous testons quatre critères où chaqu'un d'eux sera traiter dans un chapitre. Dans le premier chapitre, nous présentons un fait stylisé pour différents arrangements financiers régionaux. Suite à la littérature existence, nous testons la dynamique de l'intégration financière par le biais de l'interdépendance des marchés boursiers. Le deuxième chapitre présente des perspectives à long terme des taux de change en Asie de l'Est avec une recommandation de la politique de ciblage d'inflation comme une politique monétaire régionale. L'adoption de cette politique assure un équilibre interne et maintient la stabilité de la compétitivité par la stabilité du taux de change. Nous étudions la synchronisation des cycles à l'Asie de l'Est au troisième chapitre. Une nouvelle mesure de la synchronisation des cycles économiques fondés sur l'analyse spectrale a été introduite. Notre méthodologie empirique renforce ceux des chapitres précédents qui prouvent une intégration économique croissante dans la région essentiellement durant cette dernière décennie. Le dernier chapitre examine la réaction d'un choc externe et un choc monétaire aux différents dates pour certaines économies de l'Asie de l'Est
This thesis analyzes the feasibility of a monetary union in East Asia in a dynamic view and employ the appropriate tools which are close to the specific way of the regional economy trajectory in the region. Starting from OCA literature, we test four main criteria in four separate chapter. In the first chapter, we present a stylized fact for different regional financial arrangement. Following existence literature, we test dynamic of financial integration through stock market index interdependence proxy. The second Chapter presents long term perspective of exchange rate in East Asia with a recommendation of Inflation Targeting policy as a common regional monetary policy. The adoption of such policy insures an internal equilibrium and maintains stability of competitiveness through the stability of exchange rate. We investigate in the third Chapter business cycles synchronization in East Asia. A new measure of business cycle synchronization based on spectral analysis has been introduced. Our empirical methodology reinforces previous chapter finds of a clear economic integration in the region for the last decade. The last Chapter thoroughly investigates the reaction of an external shock and a monetary shock at different period for some East Asia economies
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Moshkina, Lilia V. "An integrative framework of time-varying affective robotic behavior." Diss., Georgia Institute of Technology, 2011. http://hdl.handle.net/1853/39568.

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As robots become more and more prevalent in our everyday life, making sure that our interactions with them are natural and satisfactory is of paramount importance. Given the propensity of humans to treat machines as social actors, and the integral role affect plays in human life, providing robots with affective responses is a step towards making our interaction with them more intuitive. To the end of promoting more natural, satisfying and effective human-robot interaction and enhancing robotic behavior in general, an integrative framework of time-varying affective robotic behavior was designed and implemented on a humanoid robot. This psychologically inspired framework (TAME) encompasses 4 different yet interrelated affective phenomena: personality Traits, affective Attitudes, Moods and Emotions. Traits determine consistent patterns of behavior across situations and environments and are generally time-invariant; attitudes are long-lasting and reflect likes or dislikes towards particular objects, persons, or situations; moods are subtle and relatively short in duration, biasing behavior according to favorable or unfavorable conditions; and emotions provide a fast yet short-lived response to environmental contingencies. The software architecture incorporating the TAME framework was designed as a stand-alone process to promote platform-independence and applicability to other domains. In this dissertation, the effectiveness of affective robotic behavior was explored and evaluated in a number of human-robot interaction studies with over 100 participants. In one of these studies, the impact of Negative Mood and emotion of Fear was assessed in a mock-up search-and-rescue scenario, where the participants found the robot expressing affect more compelling, sincere, convincing and "conscious" than its non-affective counterpart. Another study showed that different robotic personalities are better suited for different tasks: an extraverted robot was found to be more welcoming and fun for a task as a museum robot guide, where an engaging and gregarious demeanor was expected; whereas an introverted robot was rated as more appropriate for a problem solving task requiring concentration. To conclude, multi-faceted robotic affect can have far-reaching practical benefits for human-robot interaction, from making people feel more welcome where gregariousness is expected to making unobtrusive partners for problem solving tasks to saving people's lives in dangerous situations.
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Guesmi, Khaled. "Dynamique d'intégration des marchés boursiers émergents." Thesis, Paris 10, 2011. http://www.theses.fr/2011PA100169.

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Cette thèse tente d'évaluer l'intégration des marchés émergents dans une perspective régionale et intra-régionale. Elle contribue à la littérature existante en développant un modèle dynamique d’évaluation des actifs financiers à l’international (ICAPM) avec changement de régime. Spécifiquement, les rentabilités attendues peuvent passer du régime de segmentation parfaite au régime d’intégration parfaite ou inversement en fonction d’un certain nombre de facteurs nationaux, régionaux et internationaux qui sont susceptibles d’influencer le processus d’intégration financière. Le champ d’étude s’étend aux pays de l’Asie de Sud-est, d’Europe Sud-est, de l’Amérique Latine et du Moyen Orient sur la période 1996-2008. Nous développons le modèle de Bekaert et Harvey (1995) où la PPA n’est pas vérifiée, et les variances et covariances conditionnelles sont modélisées grâce à un processus GARCH multivarié. Cette approche permet de déterminer simultanément le niveau d’intégration au cours du temps de toutes les zones dans le marché mondial et le niveau d’intégration intra-régionale dans chaque région. Il permet aussi d’analyser la formation de la prime de risque totale. Nos résultats empiriques montrent que les marchés émergents restent encore très segmentés du marché mondial et des marchés régionaux. Ces résultats suggèrent que l’inclusion des actifs des marchés émergents continue à générer des gains de diversification substantiels, et que les règles d’évaluation devraient être conformes à un état d’intégration partielle
The purpose of this thesis is to study the dynamics of the global integration process of four emerging market regions into the world and the regional market, while taking into account the importance of exchange rate and local market risk. An international capital asset pricing model suitable for partially integrated markets and departure from purchasing power parity was developed in the spirit of Bekaert and Harvey (1995)’s regime-switching model in order to explain the time-variations in expected returns on regional emerging market indices. In its fully functional form, the model allows the market integration measure as well as the global and local risk premiums to vary through time. We mainly find that the integration degree in emerging market regions (Latin America, Asia, Southeastern Europe, and the Middle East) varied widely through time over the period 1996-2008 and is satisfactorily explained by global, regional and national factors. Even though it reaches fairly high values during several periods, and exhibit an upward trend towards the end of the estimation period, the emerging market regions under consideration still remain segmented from the world and regional market. These results thus suggest that diversification into emerging market assets continue to produce substantial profits and that the asset pricing rules should reflect a state of partial integration. Our investigation, which addresses the evolution and formation of total risk premiums, confirm this empirically
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Gbaguidi, David. "Modeles économétriques pour l'inflation : anticipations rationnelles et croyances adaptatives dans le cadre de la nouvelle courbe de philips keynesienne." Thesis, Aix-Marseille 2, 2011. http://www.theses.fr/2011AIX24014.

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Le premier chapitre consiste en une brève revue de littérature dont les éléments sont repris dans les différentes introductions des études empiriques proposées dans la suite de la thèse. L'objet de cet état des lieux est de fixer le cadre général des analyses macro-économétriques opérées dans la thèse. Ce cadre nous permet d'une part, d'envisager une adéquate intégration des anticipations des agents économiques dans le raisonnement ayant mené aux modèles keynésiens actuels et d'autre part, d'effectuer des estimations des principales versions de la courbe de Phillips introduites dans la littérature macro-économique post-seconde guerre mondiale. Dans cette optique, la thèse est constituée de trois études empiriques. Dans la première de ces études, nous nous plaçons au sein d'un cadre uni-varié et tentons de discriminer entre plusieurs spécifications, proposant différentes caractérisations économétriques de la dynamique du taux d'inflation U.S. Essentiellement, trois types de spécifications, théoriquement associés à trois évolutions possibles du taux d'inflation espéré (anticipé), sont mis à l'épreuve. Les résultats de cette première étude montrent que la dynamique du taux d'inflation peut être pertinemment décrite à l'aide d'un modèle à changements de (trois) régimes markoviens dans les dérives (Intercepts) d'un processus autorégressif (d'ordre deux), soit le modèle MSI(3)-AR(2). La deuxième étude s'opère dans le cadre multi-varié d'une Nouvelle Courbe de Phillips Keynésienne à Inflation tendancielle Positive (NKPC-PI). Au sein de ce cadre, la relation d'arbitrage Inflation/Activité réelle est estimée suivant une procédure en deux étapes. Dans la première, nous identifions des régimes distincts du taux d'inflation U.S. à l'aide d'un modèle à changements de (trois) régimes markoviens dans les dérives d'un processus vectoriel autorégressif (d'ordre deux), soit le modèle MSI(3)-VAR(2). Dans la seconde étape, nous estimons les paramètres structurels de cette économie keynésienne afin d'extraire la courbe de Phillips résultante des changements de régimes initialement identifiés. Les résultats de cette deuxième étude nous amènent à conclure à une non-négligeable instabilité de la courbe de Phillips au cours de la période post-seconde guerre mondiale. La troisième étude se présente comme un prolongement et/ou un approfondissement des deux premières. Aussi, dans sa première partie, nous revenons sur les dynamiques tendancielles individuelles des quatre variables intervenant dans le cadre de modélisation NKPC-PI. Les résultats issus de ces premières estimations en contextes uni-variés montrent que seule la dynamique du taux d'inflation et, dans une moindre mesure, celle du coût marginal réel semble obéir à des changements de régimes. La spécification retenue pour l'inflation est celle de la première étude (MSI(3)-AR(2)), tandis que la dynamique du coût marginal réel pourrait être approchée à l'aide d'un modèle à changements de (deux) régimes dans les dérives d'un processus autorégressif (d'ordre deux), soit le modèle MSI(2)-AR(2). Les dynamiques du taux d'actualisation nominal et du taux de croissance de l'output (les deux autres variables du modèle NKPC-PI) semblent, quant à elles, être assez bien caractérisées par des spécifications linéaires autorégressives à deux retards (AR(2)). Sur la base de ces premiers résultats, nous estimons, dans la deuxième partie de l'étude, la nouvelle courbe de Phillips keynésienne en considérant que les processus générateurs des quatre séries du modèle peuvent répondre à de possibles intégrations fractionnelles. Les résultats de ces dernières estimations montrent que la prise en compte simultanée des changements de régimes et de la longue mémoire dans les dynamiques des variables du modèle apporte certains éclairages sur l'évolution du débat mené autour de la relation d'arbitrage post-seconde guerre mondiale
This PhD thesis proposes, through her three articles, a macro-econometric framework of integrating, in the most adequate way to our sense, the expectations of the economic agents in the reasoning having led to current New-Keynesian models. Upon this specified frame of analysis, we evaluate the effectiveness of various versions of the Phillips curve introduced into the macroeconomic literature. The first study of this thesis takes place in a univariate context and we seek to determine an econometric model leading to best characterize the U.S inflation rate dynamic. In order to achieve this, three types of specifications, associated with three possible evolutions of the expected rate are considered. The first allows an overall instability of the trend or the expected inflation rate. The second considers an alternative specification in which the expected inflation rate is unstable in periodic segments of the sample. Finally, the last specification allows instability of a "mixed type" in which the trend inflation rate is assumed to be random or subject to a probability schema. The results of our study indicate that this last specification is the one that gives the most adequate characterization of the inflation rate dynamic. The inflation rate then appears generated by a second order autoregressive process with, on the one hand, unchanging lag coefficients and, on the other, an unconditional mean which switch between three global regimes of different frequencies of accession. Based on these first results, we extend the analysis in a multivariate framework. The main topics of the second paper are to challenge the rational nature of the agents expectations and the structural effectiveness of the behaviorally micro-based New Keynesian Phillips Curve with a Positive steady state Inflation (NKPC-PI). We then model the trade-off between the U.S inflation rate and a Unit Labor Cost-based measure of the real activity through Markov Switching - Vectorial AutoRegressive (MS-VAR) specifications. These specifications allow to adequately capturing the rationality in the agents expectations process as they underlie a finite number of expected inflation rate regimes, which highlight the agents adaptive beliefs on the achievements of these regimes. Moreover, the results confirm the structural stability of the NKPC-PI over the inflation rate regimes as its deep parameters seem to be unaffected by the regimes switching (Cogley & Sbordone (2005) and Groen & Mumtaz (2008)). In the third study, we extend the analysis of the Phillips curve trade-off. First, we look at determining econometrics models leading to characterize the dynamics of all the variables underlying the trade-off in univariate contexts. As a result, it appears that an adequate way to characterize the agents expectations regarding the dynamics of these variables is to consider a combination of some fixed levels (regimes) in the variables evolutions with an agents adaptive beliefs notion. Finally, based on the implied expectations values of the variables, we show that the Phillips curve seems to disappear when the impact of the expected inflation rate on its current value converges to its long-term value
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Lee, Sang Gu. "Integrating Data from Multiple Sources to Estimate Transit-Land Use Interactions and Time-Varying Transit Origin-Destination Demand." Diss., The University of Arizona, 2012. http://hdl.handle.net/10150/265832.

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This research contributes to a very active body of literature on the application of Automated Data Collection Systems (ADCS) and openly shared data to public transportation planning. It also addresses the interaction between transit demand and land use patterns, a key component of generating time-varying origin-destination (O-D) matrices at a route level. An origin-destination (O-D) matrix describes the travel demand between two different locations and is indispensable information for most transportation applications, from strategic planning to traffic control and management. A transit passenger's O-D pair at the route level simply indicates the origin and destination stop along the considered route. Observing existing land use types (e.g., residential, commercial, institutional) within the catchment area of each stop can help in identifying existing transit demand at any given time or over time. The proposed research addresses incorporation of an alighting probability matrix (APM) - tabulating the probabilities that a passenger alights at stops downstream of the boarding at a specified stop - into a time-varying O-D estimation process, based on the passenger's trip purpose or activity locations represented by the interactions between transit demand and land use patterns. In order to examine these interactions, this research also uses a much larger dataset that has been automatically collected from various electronic technologies: Automated Fare Collection (AFC) systems and Automated Passenger Counter (APC) systems, in conjunction with other readily available data such as Google's General Transit Feed Specification (GTFS) and parcel-level land use data. The large and highly detailed datasets have the capability of rectifying limitations of manual data collection (e.g., on-board survey) as well as enhancing any existing decision-making tools. This research proposes use of Google's GTFS for a bus stop aggregation model (SAM) based on distance between individual stops, textual similarity, and common service areas. By measuring land use types within a specified service area based on SAM, this research helps in advancing our understanding of transit demand in the vicinity of bus stops. In addition, a systematic matching technique for aggregating stops (SAM) allows us to analyze the symmetry of boarding and alightings, which can observe a considerable passenger flow between specific time periods and symmetry by time period pairs (e.g., between AM and PM peaks) on an individual day. This research explores the potential generation of a time-varying O-D matrix from APC data, in conjunction with integrated land use and transportation models. This research aims at incorporating all valuable information - the time-varying alighting probability matrix (TAPM) that represents on-board passengers' trip purpose - into the O-D estimation process. A practical application is based on APC data on a specific transit route in the Minneapolis - St. Paul metropolitan area. This research can also provide other practical implications. It can help transit agencies and policy makers to develop decision-making tools to support transit planning, using improved databases with transit-related ADCS and parcel-level land use data. As a result, this work not only has direct implications for the design and operation of future urban public transport systems (e.g., more precise bus scheduling, improve service to public transport users), but also for urban planning (e.g., for transit oriented urban development) and travel forecasting.
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Bayat, Alipasha. "Integrating Capacitated Lot-Sizing and Lot Streaming in Flowshop Schedules with Time Varying Demand." Thesis, 2008. http://spectrum.library.concordia.ca/976443/1/MR63294.pdf.

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Any reasonable production planning contains three important decisions on lot size, lead time, and capacity. The common approach in the literature is to divide the planning problem into lot sizing, lot sequencing, and lot splitting sub-problems. Very few studies, to the best of our knowledge, have been conducted on the interdependencies and three- way interaction of lead-time, lot size, and actual capacity usage. A particular lot size calculated by the sub-problem method, however, will likely yield an infeasible solution or at least result in schedule instability (nervousness). This is just because in most capacitated lot sizing models, the capacity constraints in the model only take into consideration the available time on each work station, ignoring the sequencing of lots, sublot sizes, and their effect on makespan and lead times. In this thesis we bridge the gap between lot sizing and scheduling in flowshops, and examine the use of the lot splitting and sequencing techniques to reduce schedule instability. A mixed integer programming formulation is presented, which enables us to simultaneously find the optimal lot sizes as well as the corresponding sublot sizes and sequence of jobs. With this model, small size problems can be solved within a reasonable time. The computational results confirm that this model can be advantageous in dampening the scheduling nervousness. For larger size instances, a Genetic algorithm is proposed.
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Books on the topic "Time-Varying Integration"

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Geert, Bekaert. Time-varying world market integration. Cambridge, MA: National Bureau of Economic Research, 1994.

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Ferraty, Frédéric, and Yves Romain, eds. The Oxford Handbook of Functional Data Analysis. Oxford University Press, 2018. http://dx.doi.org/10.1093/oxfordhb/9780199568444.001.0001.

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This handbook presents the state-of-the-art of the statistics dealing with functional data analysis. With contributions from international experts in the field, it discusses a wide range of the most important statistical topics (classification, inference, factor-based analysis, regression modeling, resampling methods, time series, random processes) while also taking into account practical, methodological, and theoretical aspects of the problems. The book is organised into three sections. Part I deals with regression modeling and covers various statistical methods for functional data such as linear/nonparametric functional regression, varying coefficient models, and linear/nonparametric functional processes (i.e. functional time series). Part II considers related benchmark methods/tools for functional data analysis, including curve registration methods for preprocessing functional data, functional principal component analysis, and resampling/bootstrap methods. Finally, Part III examines some of the fundamental mathematical aspects of the infinite-dimensional setting, with a focus on the stochastic background and operatorial statistics: vector-valued function integration, spectral and random measures linked to stationary processes, operator geometry, vector integration and stochastic integration in Banach spaces, and operatorial statistics linked to quantum statistics.
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Book chapters on the topic "Time-Varying Integration"

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Lu, Xinjiang, and Minghui Huang. "Intelligent Integration Control for Time-Varying Forging Processes." In Modeling, Analysis and Control of Hydraulic Actuator for Forging, 211–24. Singapore: Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-5583-6_11.

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Deb, Anish, Srimanti Roychoudhury, and Gautam Sarkar. "One-Shot Operational Matrices for Integration." In Analysis and Identification of Time-Invariant Systems, Time-Varying Systems, and Multi-Delay Systems using Orthogonal Hybrid Functions, 115–40. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-26684-8_5.

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Meurer, Thomas. "Formal Integration Approach for Time Varying Systems with Parallelepiped Spatial Domain." In Communications and Control Engineering, 189–219. Berlin, Heidelberg: Springer Berlin Heidelberg, 2013. http://dx.doi.org/10.1007/978-3-642-30015-8_7.

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Deb, Anish, Srimanti Roychoudhury, and Gautam Sarkar. "Integration and Differentiation Using HF Domain Operational Matrices." In Analysis and Identification of Time-Invariant Systems, Time-Varying Systems, and Multi-Delay Systems using Orthogonal Hybrid Functions, 87–114. Cham: Springer International Publishing, 2016. http://dx.doi.org/10.1007/978-3-319-26684-8_4.

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Lucey, Seán. "On the brink of universalism: the Emergency Hospital Services in Second World War Northern Ireland." In Medicine, Health and Irish Experiences of Conflict, 1914-45. Manchester University Press, 2016. http://dx.doi.org/10.7228/manchester/9780719097850.003.0012.

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This chapter examines the medical responses to the outbreak of the Second World War in Northern Ireland with an emphasis on Belfast. It focuses on the emergence of the Emergency Medical Service (EMS), established throughout the United Kingdom in response to the anticipation of likely air-raid casualties. Pre- Second World War hospital services in Belfast were piecemeal, lacking integration and provided by varying independent bodies including voluntary, municipal and poor law authorities. This chapter argues that the EMS brought a degree of integration previously unknown in Northern Irish health organisation and administration. This new found integration of war time medical services greatly influenced the ‘post war reconstruction’ and ‘planning’ of health. The chapter examines Northern Irish contexts and suggests that Irish and Northern Irish health care systems began to dramatically diverge during wartime. It also examines the relationship between Belfast and London’s Ministry of Health, and the challenges of devolved healthcare. In addition, the chapter examines the public health responses to the 1941 Belfast Blitz, and the overall effectiveness of wartime health services.
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Ali, Abid, Nursyarizal Mohd Nor, Taib Ibrahim, Mohd Fakhizan Romlie, and Kishore Bingi. "Big Data Storage for the Modeling of Historical Time Series Solar Irradiations." In Advances in Data Mining and Database Management, 433–63. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-3142-5.ch016.

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This chapter proposes Big Data Analytics for the sizing and locating of solar photovoltaic farms to reduce the total energy loss in distribution networks. The Big Data Analytics, which uses the advance statistical and computational tools for the handling of large data sets, has been adopted for modeling the 15 years of solar weather data. Total Power Loss Index (TPLI) is formulated as the main objective function for the optimization problem and meanwhile bus voltage deviations and penetrations of the PV farms are calculated. To solve the optimization problem, this study adopts the Mixed Integer Optimization using Genetic Algorithm (MIOGA) technique. By considering different time varying voltage dependent load models, the proposed algorithm is applied on IEEE 33 bus and IEEE 69 bus test distribution networks and optimum results are acquired. From the results, it is revealed that compared to single PV farm, the integration of two PV farms reduced more energy loss and reduced the total size of PV farms. Big Data Analytics is found very effective for the storing, handling, processing and the visualizing of the weather Big Data.
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Debbarma, Shyama, Parthasarathi Choudhury, Parthajit Roy, and Ram Kumar. "Analysis of Precipitation Variability using Memory Based Artificial Neural Networks." In Research Anthology on Artificial Neural Network Applications, 955–70. IGI Global, 2022. http://dx.doi.org/10.4018/978-1-6684-2408-7.ch044.

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This article analyzes the variability in precipitation of the Barak river basin using memory-based ANN models called Gamma Memory Neural Network(GMNN) and genetically optimized GMNN called GMNN-GA for precipitation downscaling precipitation. GMNN having adaptive memory depth is capable techniques in modeling time varying inputs with unknown input characteristics, while an integration of the model with GA can further improve its performances. NCEP reanalysis and HadCM3A2 (a) scenario data are used for downscaling and forecasting precipitation series for Barak river basin. Model performances are analyzed by using statistical criteria, RMSE and mean error and are compared with the standard SDSM model. Results obtained by using 24 years of daily data sets show that GMNN-GA is efficient in downscaling daily precipitation series with maximum daily annual mean error of 6.78%. The outcomes of the study demonstrate that execution of the GMNN-GA model is superior to the GMNN and similar with that of the standard SDSM.
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Ali, Abid, Nursyarizal Mohd Nor, Taib Ibrahim, Mohd Fakhizan Romlie, and Kishore Bingi. "Sizing and Placement of Battery-Sourced Solar Photovoltaic (B-SSPV) Plants in Distribution Networks." In Advances in Computer and Electrical Engineering, 220–51. IGI Global, 2018. http://dx.doi.org/10.4018/978-1-5225-3531-7.ch011.

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This chapter proposes a mixed-integer optimization using genetic algorithm (MIOGA) for determining the optimum sizes and placements of battery-sourced solar photovoltaic (B-SSPV) plants to reduce the total energy losses in distribution networks. Total energy loss index (TELI) is formulated as the main objective function and meanwhile bus voltage deviations and PV penetrations of B-SSPV plants are calculated. To deal the stochastic behavior of solar irradiance, 15 years of weather data is modeled by using beta probability density function (Beta-PDF). The proposed algorithm is applied on IEEE 33 bus and IEEE 69 bus test distribution networks and optimum results are acquired for different time varying voltage dependent load models. From the results, it is known that, compared to PV only, the integration of B-SSPV plants in the distribution networks resulted in higher penetration levels in distribution networks. The proposed algorithm was very effective in terms of determining the sizes of the PV plant and the battery storage, and for the charging and discharging of the battery storage.
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Ali, Abid, Nursyarizal Mohd Nor, Taib Ibrahim, Mohd Fakhizan Romlie, and Kishore Bingi. "Sizing and Placement of Battery-Sourced Solar Photovoltaic (B-SSPV) Plants in Distribution Networks." In Research Anthology on Clean Energy Management and Solutions, 1123–54. IGI Global, 2021. http://dx.doi.org/10.4018/978-1-7998-9152-9.ch048.

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This chapter proposes a mixed-integer optimization using genetic algorithm (MIOGA) for determining the optimum sizes and placements of battery-sourced solar photovoltaic (B-SSPV) plants to reduce the total energy losses in distribution networks. Total energy loss index (TELI) is formulated as the main objective function and meanwhile bus voltage deviations and PV penetrations of B-SSPV plants are calculated. To deal the stochastic behavior of solar irradiance, 15 years of weather data is modeled by using beta probability density function (Beta-PDF). The proposed algorithm is applied on IEEE 33 bus and IEEE 69 bus test distribution networks and optimum results are acquired for different time varying voltage dependent load models. From the results, it is known that, compared to PV only, the integration of B-SSPV plants in the distribution networks resulted in higher penetration levels in distribution networks. The proposed algorithm was very effective in terms of determining the sizes of the PV plant and the battery storage, and for the charging and discharging of the battery storage.
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Velázquez-Medina, Sergio, and Ulises Portero-Ajenjo. "Optimization of the ANNs Models Performance in the Short-Term Forecasting of the Wind Power of Wind Farms." In Theory of Complexity - Definitions, Models, and Applications [Working Title]. IntechOpen, 2021. http://dx.doi.org/10.5772/intechopen.97190.

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Due to the low dispatchability of wind power, the massive integration of this energy source in electrical systems requires short-term and very short-term wind farm power output forecasting models to be as efficient and stable as possible. A study is conducted in the present paper of potential improvements to the performance of artificial neural network (ANN) models in terms of efficiency and stability. Generally, current ANN models have been developed by considering exclusively the meteorological information of the wind farm reference station, in addition to selecting a fixed number of time periods prior to the forecasting. In this respect, new ANN models are proposed in this paper, which are developed by: varying the number of prior 1-h periods (periods prior to the prediction hour) chosen for the input layer parameters; and/or incorporating in the input layers data from a second weather station in addition to the wind farm reference station. It has been found that the model performance is always improved when data from a second weather station are incorporated. The mean absolute relative error (MARE) of the new models is reduced by up to 7.5%. Furthermore, the longer the forecast horizon, the greater the degree of improvement.
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Conference papers on the topic "Time-Varying Integration"

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Caldwell, T. M., and T. D. Murphey. "Single integration optimization of linear time-varying switched systems." In 2011 American Control Conference. IEEE, 2011. http://dx.doi.org/10.1109/acc.2011.5990889.

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Mavrommati, Anastasia, and Todd D. Murphey. "Single-integration mode scheduling for linear time-varying switched systems." In 2014 American Control Conference - ACC 2014. IEEE, 2014. http://dx.doi.org/10.1109/acc.2014.6859289.

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Mizoshiri, Taichi, and Yasuchika Mori. "Sliding Mode Control with a Time-Varying Ellipsoidal Sliding Surface." In 2019 IEEE/SICE International Symposium on System Integration (SII). IEEE, 2019. http://dx.doi.org/10.1109/sii.2019.8700396.

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Kogiso, Kiminao, and Kenji Hirata. "Reference Governor for Constrained Systems with Time-varying References." In 2006 IEEE International Conference on Multisensor Fusion and Integration for Intelligent Systems. IEEE, 2006. http://dx.doi.org/10.1109/mfi.2006.265603.

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Dutta, Parikshit, Sang Gyun Park, and P. K. Menon. "A Near-Optimal Methodology for Synthesizing Trajectory Option Sets under Time Varying Constraints." In 2018 Aviation Technology, Integration, and Operations Conference. Reston, Virginia: American Institute of Aeronautics and Astronautics, 2018. http://dx.doi.org/10.2514/6.2018-3048.

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Weiss, A., I. Kolmanovsky, and D. S. Bernstein. "Forward-integration Riccati-based output-feedback control of linear time-varying systems." In 2012 American Control Conference - ACC 2012. IEEE, 2012. http://dx.doi.org/10.1109/acc.2012.6315010.

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Holl, H., and H. Irschik. "Integration of nonlinear dynamic systems with time-varying mass using a boundary element formulation in time." In Dynamics Specialists Conference. Reston, Virigina: American Institute of Aeronautics and Astronautics, 1996. http://dx.doi.org/10.2514/6.1996-1240.

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Torng, Tony Yi, Jeong-beom Ihn, Keith Halbert, Christopher Davis, and LeRoy M. Fitzwater. "Integration of a Time Varying Probability of Detection (POD) Model for Structural Integrity." In 54th AIAA/ASME/ASCE/AHS/ASC Structures, Structural Dynamics, and Materials Conference. Reston, Virginia: American Institute of Aeronautics and Astronautics, 2013. http://dx.doi.org/10.2514/6.2013-1943.

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Aviyente, Selin, Westley S. Evans, EdwardM Bernat, and Scott Sponheim. "A Time-Varying Phase Coherence Measure for Quantifying Functional Integration in the Brain." In 2007 IEEE International Conference on Acoustics, Speech, and Signal Processing. IEEE, 2007. http://dx.doi.org/10.1109/icassp.2007.367283.

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Watanabe, Naoki, Taichi Mizoshiri, and Yasuchika Mori. "Reduction of the reaching mode by the sliding mode control with time-varying sliding surface." In 2015 IEEE/SICE International Symposium on System Integration (SII). IEEE, 2015. http://dx.doi.org/10.1109/sii.2015.7404994.

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Reports on the topic "Time-Varying Integration"

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Bekaert, Geert, and Campbell Harvey. Time-Varying World Market Integration. Cambridge, MA: National Bureau of Economic Research, August 1994. http://dx.doi.org/10.3386/w4843.

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