We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain ...We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain of attraction of double exponential distribution. If in addition, for each and where denotes the convolution of the distribution function and we determine the tail behavior of the process and give the exact values of the coefficient.展开更多
This paper represented Autoregressive Neural Network (ARNN) and meant threshold methods for recognizing eye movements for control of an electrical wheelchair using EEG technology. The eye movements such as eyes open, ...This paper represented Autoregressive Neural Network (ARNN) and meant threshold methods for recognizing eye movements for control of an electrical wheelchair using EEG technology. The eye movements such as eyes open, eyes blinks, glancing left and glancing right related to a few areas of human brain were investigated. A Hamming low pass filter was applied to remove noise and artifacts of the eye signals and to extract the frequency range of the measured signals. An autoregressive model was employed to produce coefficients containing features of the EEG eye signals. The coefficients obtained were inserted the input layer of a neural network model to classify the eye activities. In addition, a mean threshold algorithm was employed for classifying eye movements. Two methods were compared to find the better one for applying in the wheelchair control to follow users to reach the desired direction. Experimental results of controlling the wheelchair in the indoor environment illustrated the effectiveness of the proposed approaches.展开更多
The development of Ivorian public debt in recent years has raised concerns.Is its current level capable of boosting the economy or,on the contrary,being at the source of a recession?This paper analyzes the effect of t...The development of Ivorian public debt in recent years has raised concerns.Is its current level capable of boosting the economy or,on the contrary,being at the source of a recession?This paper analyzes the effect of the level of indebtedness on economic growth in Côte d’Ivoire using the Threshold Autoregressive(TAR)model over the period 1970-2018.The results obtained in the short run shed light on the no relationship between public debt and economic growth.In the long run,on the other hand,there is a bi-directional granger causality between public debt and the sustainability of economic growth.The non-linearity between the variables of interest has been studied and the results show the presence of a threshold effect:beyond 48.03 percent of GDP,any increase in public debt by 1%should reduce economic growth by 0.28%.Thus,the study questions the relevance of the criterion set by the WAEMU:public debt<70%of GDP.展开更多
The exchange rate plays a significant role in an economy and also the purpose of this study is to examine the impact of exchange rate threshold level on the capital market performance.The study used a Threshold Autore...The exchange rate plays a significant role in an economy and also the purpose of this study is to examine the impact of exchange rate threshold level on the capital market performance.The study used a Threshold Autoregressive model introduced by[24]and[12].The study used quarter-time series data for thirty years from 1990 to 2019.The capital market performance was measured by the value of shares traded;market turnover;market capitalization and all-shares index.However,the results unconcealed the subsequently estimated threshold level of exchange rate for every performance indicator:7.94%;25.33%;25.33%,and 7.80%respectively.In all,the threshold level of the exchange rate estimated was 8 and 25 percent.The findings suggest that a low rate is performance-enhancing.Additionally,the exchange rate above the threshold level is harmful to the capital market performance.The findings of this investigation may be helpful to the government of Ghana and policymakers as they decide on an exchange rate target to implement to avoid the prejudicious effects of high exchange rates whereas getting the growth advantages of the low exchange rate.The finding of the study shows that the exchange rate impacts the economy more than inflation however,not many works in the subject area have been done in Sub-Saharan Africa.Therefore,I suggest that more threshold studies ought to be meted out on the exchange rate in the other sectors of the economy to determine its impact on the economy.展开更多
A new prediction method based on the nonlinear autoregressive model is proposed to improve the accuracy of medium-term and long-term predictions of Satellite Clock Bias(SCB).Forecast experiments for three time periods...A new prediction method based on the nonlinear autoregressive model is proposed to improve the accuracy of medium-term and long-term predictions of Satellite Clock Bias(SCB).Forecast experiments for three time periods were implemented based on the precision SCB published on the International GNSS Server(IGS)server.The results show that the medium-term and long-term prediction accuracy of the proposed approach is significantly better compared to other traditional models,with the training time being much shorter than the wavelet neural network model.展开更多
文摘We consider a two-regime threshold autoregressive model where the driving noises are sequences of independent and identically distributed random variables with common distribution function which belongs to the domain of attraction of double exponential distribution. If in addition, for each and where denotes the convolution of the distribution function and we determine the tail behavior of the process and give the exact values of the coefficient.
文摘This paper represented Autoregressive Neural Network (ARNN) and meant threshold methods for recognizing eye movements for control of an electrical wheelchair using EEG technology. The eye movements such as eyes open, eyes blinks, glancing left and glancing right related to a few areas of human brain were investigated. A Hamming low pass filter was applied to remove noise and artifacts of the eye signals and to extract the frequency range of the measured signals. An autoregressive model was employed to produce coefficients containing features of the EEG eye signals. The coefficients obtained were inserted the input layer of a neural network model to classify the eye activities. In addition, a mean threshold algorithm was employed for classifying eye movements. Two methods were compared to find the better one for applying in the wheelchair control to follow users to reach the desired direction. Experimental results of controlling the wheelchair in the indoor environment illustrated the effectiveness of the proposed approaches.
文摘The development of Ivorian public debt in recent years has raised concerns.Is its current level capable of boosting the economy or,on the contrary,being at the source of a recession?This paper analyzes the effect of the level of indebtedness on economic growth in Côte d’Ivoire using the Threshold Autoregressive(TAR)model over the period 1970-2018.The results obtained in the short run shed light on the no relationship between public debt and economic growth.In the long run,on the other hand,there is a bi-directional granger causality between public debt and the sustainability of economic growth.The non-linearity between the variables of interest has been studied and the results show the presence of a threshold effect:beyond 48.03 percent of GDP,any increase in public debt by 1%should reduce economic growth by 0.28%.Thus,the study questions the relevance of the criterion set by the WAEMU:public debt<70%of GDP.
文摘The exchange rate plays a significant role in an economy and also the purpose of this study is to examine the impact of exchange rate threshold level on the capital market performance.The study used a Threshold Autoregressive model introduced by[24]and[12].The study used quarter-time series data for thirty years from 1990 to 2019.The capital market performance was measured by the value of shares traded;market turnover;market capitalization and all-shares index.However,the results unconcealed the subsequently estimated threshold level of exchange rate for every performance indicator:7.94%;25.33%;25.33%,and 7.80%respectively.In all,the threshold level of the exchange rate estimated was 8 and 25 percent.The findings suggest that a low rate is performance-enhancing.Additionally,the exchange rate above the threshold level is harmful to the capital market performance.The findings of this investigation may be helpful to the government of Ghana and policymakers as they decide on an exchange rate target to implement to avoid the prejudicious effects of high exchange rates whereas getting the growth advantages of the low exchange rate.The finding of the study shows that the exchange rate impacts the economy more than inflation however,not many works in the subject area have been done in Sub-Saharan Africa.Therefore,I suggest that more threshold studies ought to be meted out on the exchange rate in the other sectors of the economy to determine its impact on the economy.
基金2022 Basic Scientific Research Project supported by Liaoning Provincial Education Department(No.LJKMZ20221686)。
文摘A new prediction method based on the nonlinear autoregressive model is proposed to improve the accuracy of medium-term and long-term predictions of Satellite Clock Bias(SCB).Forecast experiments for three time periods were implemented based on the precision SCB published on the International GNSS Server(IGS)server.The results show that the medium-term and long-term prediction accuracy of the proposed approach is significantly better compared to other traditional models,with the training time being much shorter than the wavelet neural network model.
