標(biāo)題: Titlebook: Measuring Business Cycles in Economic Time Series; Regina Kaiser,Agustín Maravall Book 2001 Springer Science+Business Media New York 2001 [打印本頁] 作者: Traction 時間: 2025-3-21 19:06
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作者: 秘密會議 時間: 2025-3-21 21:13 作者: 攀登 時間: 2025-3-22 04:13
Regina Kaiser,Agustín Maravall structures. It, thus, deals with an intermediate hierarchical level that bridges aggregate production planning and detailed production scheduling characterized by complex product structures. Specifically, this chapter focuses on a typical problem arising in aggregate production planning and master 作者: tinnitus 時間: 2025-3-22 08:08
Regina Kaiser,Agustín Maravallg. It introduces a leading optimal flow control paradigm which results in efficient solutions for planning and scheduling problems. This book also introduces the reader to analytical and numerical methods of the maximum principle, used here as a mathematical instrument in modeling and solving produc作者: Chivalrous 時間: 2025-3-22 09:01 作者: GROSS 時間: 2025-3-22 16:44
Regina Kaiser,Agustín Maravallniques for addressing severalcomputational chemistry and biology problems. A tantalizing problemthat cuts across the fields of computational chemistry, biology,medicine, engineering and applied mathematics is how proteins fold.Global and local optimization provide a systematic framework ofconformati作者: infatuation 時間: 2025-3-22 17:33
Regina Kaiser,Agustín Maravallniques for addressing severalcomputational chemistry and biology problems. A tantalizing problemthat cuts across the fields of computational chemistry, biology,medicine, engineering and applied mathematics is how proteins fold.Global and local optimization provide a systematic framework ofconformati作者: 惡臭 時間: 2025-3-22 21:18
t becomes the more difficult it becomes to control the plant with a single controller. In this paper we consider the problem of finding a set of internally stabilizing controllers which is globally equivalent to a single internally stabilizing controller such that the state of the plant .(.) is driv作者: PHONE 時間: 2025-3-23 05:25
Introduction and Brief Summary,wed the Great Depression, economists developed an interest in the possible existence of (more or less systematic) cycles in the economy; see, for example, Haberler (1944) or Shumpeter (1939). It became apparent that in order to identify economic cycles, one had to remove from the series seasonal flu作者: 平常 時間: 2025-3-23 09:05
A Brief Review of Applied Time Series Analysis,g average (MA) filter, most often the HP filter, to a seasonally adjusted (SA) series, most often adjusted with the X11 filter. It was also mentioned that the procedure presents several drawbacks which, as shown, can be seriously reduced by incorporating some time series analysis tools, such as ARIM作者: 晚間 時間: 2025-3-23 11:42
ARIMA Models and Signal Extraction,because, in general, the polynomial Ψ(.) will contain an infinite number of parameters. Therefore we use a rational approximation of the type . where .(.) and .(.) are finite polynomials in . of order . and ., respectively. Then we can write 作者: Accommodation 時間: 2025-3-23 17:52
Detrending and the Hodrick-Prescott Filter, e.g., Otnes and Enochson (1978)). The filters are typically expressed by means of the sine or tangent functions. For the sine-type case, the filter is represented, in the frequency domain, by its gain function which, for the two-sided filter, is given by 作者: 幻影 時間: 2025-3-23 21:34
Some Basic Limitations of the Hodrick-Prescott Filter,of information that provides the final estimator, the latter cannot be less efficient. Besides, concurrent estimators, obtained with a one-sided filter, induce phase effects that distort the timing of events and harm early detection of turning points.作者: 圖表證明 時間: 2025-3-24 00:57
Improving the Hodrick-Prescott Filter,or for the last quarters implies, in turn, a poor performance in early detection of turning points. Furthermore, as was just mentioned, direct inspection of Figure 5.3 shows another limitation of the HP filter: the cyclical signal it provides seems rather uninformative. Seasonal variation has been r作者: 貴族 時間: 2025-3-24 03:03 作者: hypnotic 時間: 2025-3-24 09:38 作者: 情感脆弱 時間: 2025-3-24 13:22
https://doi.org/10.1007/978-1-4613-0129-5Stochastic Processes; calculus; correlation; time series; time series analysis作者: Offstage 時間: 2025-3-24 16:33
Hodrick-Prescott Filtering Within a Model-Based Approach,What we have suggested in the previous section is to estimate the cycle in steps. First, the AMB method is used to obtain the trend-cycle estimator . (i.e., the noise-free SA series). In a second step, the HP filter is applied to ..作者: 否認(rèn) 時間: 2025-3-24 19:01 作者: 上腭 時間: 2025-3-25 02:25
Detrending and the Hodrick-Prescott Filter, e.g., Otnes and Enochson (1978)). The filters are typically expressed by means of the sine or tangent functions. For the sine-type case, the filter is represented, in the frequency domain, by its gain function which, for the two-sided filter, is given by 作者: 破譯 時間: 2025-3-25 06:07 作者: 令人作嘔 時間: 2025-3-25 08:57 作者: magnate 時間: 2025-3-25 13:46
Introduction and Brief Summary,ring the variation of the series within a range of frequencies, after the series has been seasonally adjusted and detrended. (Burns and Mitchell suggested a range of frequencies associated with cycles with a period between, roughly, two and eight years.)作者: 樹膠 時間: 2025-3-25 19:49 作者: 過濾 時間: 2025-3-25 23:46
A Brief Review of Applied Time Series Analysis,that the procedure presents several drawbacks which, as shown, can be seriously reduced by incorporating some time series analysis tools, such as ARIMA models and signal extraction techniques. Before proceeding further, it will prove convenient to review some concepts and tools of applied time series analysis.作者: Modicum 時間: 2025-3-26 01:44
Book 2001Moore (1991), Stock and Watson (1993), and Hamilton (1994) and (1989). Although the first approach is known to present serious limitations,the new and more sophisticated methods developed in the second approach (most notably, multivariate and nonlinear extensions) are at an early stage, and have pro作者: 兇猛 時間: 2025-3-26 05:45
Improving the Hodrick-Prescott Filter,emoved, but a large amount of noise remains in the signal, making its reading and the dating of turning points difficult. In the next two sections, we proceed to show how these two shortcomings can be reduced with some relatively simple modifications.作者: 服從 時間: 2025-3-26 11:17
0930-0325 rom slowly evolving secular trends, and rapidly varying seasonal or irregular components?" Be that as it may, it is a fact that measuring (in some way) the busi978-0-387-95112-6978-1-4613-0129-5Series ISSN 0930-0325 Series E-ISSN 2197-7186 作者: 任意 時間: 2025-3-26 14:56 作者: Cupping 時間: 2025-3-26 19:46 作者: Intersect 時間: 2025-3-26 23:03 作者: SOB 時間: 2025-3-27 01:58
Regina Kaiser,Agustín Maravallol the production, subject to given constraints, in such a way that the demands are tracked as closely as possible. The book considers a wide variety of problems encountered in actual production planning and scheduling. Among the problems are production flow sequencing and timing, capacity expansion作者: acrophobia 時間: 2025-3-27 07:48
Regina Kaiser,Agustín Maravallin and drug design, and molecular and peptidedocking. ..Audience:. The book is addressed not only to researchers inmathematical programming, but to all scientists in various disciplineswho use optimization methods in solving problems in computationalchemistry and biology.978-1-4419-4826-7978-1-4757-3218-4Series ISSN 1571-568X 作者: tooth-decay 時間: 2025-3-27 09:28
Regina Kaiser,Agustín Maravallin and drug design, and molecular and peptidedocking. ..Audience:. The book is addressed not only to researchers inmathematical programming, but to all scientists in various disciplineswho use optimization methods in solving problems in computationalchemistry and biology.978-1-4419-4826-7978-1-4757-3218-4Series ISSN 1571-568X 作者: 袖章 時間: 2025-3-27 15:07
s. For the more general system which includes the system does not satisfy the solvability condition of the decoupling problem of a Linear Quadratic Regulator, we will introduce a set of internally stabilizing controller which is almost equivalent to a single internally stabilizing controller via int作者: Assignment 時間: 2025-3-27 20:05
Book 2001how should one isolate the cyclical component of an eco- nomic time series? In particular, how should one separate business-cycle elements from slowly evolving secular trends, and rapidly varying seasonal or irregular components?" Be that as it may, it is a fact that measuring (in some way) the busi作者: 釘牢 時間: 2025-3-28 00:22
Regina Kaiser,Agustín Maravalle variety of problems encountered in actual production planning and scheduling. Among the problems are production flow sequencing and timing, capacity expansion978-1-4419-4799-4978-1-4757-2834-7Series ISSN 1384-6485 作者: 蛙鳴聲 時間: 2025-3-28 04:48
Jimmy L. SpearowBuch umrei?t der Autor eine solche Theorie, basierend auf der integrierten Informationstheorie. Koch beschreibt, wie die Theorie viele Fakten zur Neurologie des Bewusstseins erkl?rt und wie man mit ihrer Hilfe 978-3-662-61731-1978-3-662-61732-8作者: Affection 時間: 2025-3-28 10:12
2192-2179 touch), animals can receive environmental stimuli and respond to them. Changes in these sensitivities might cause changes in aspects of animals’ lives such as habitat, activity timing, and diet—and vice versa. Recent advances in genome and molecular analysis enable us to investigate certain changes 作者: 包庇 時間: 2025-3-28 10:46 作者: 的闡明 時間: 2025-3-28 17:22
