Topology-informed information dynamics modeling in cyber–physical–social system networks

Author(s):  
Yan Wang

Abstract Cyber–physical–social systems (CPSS) are physical devices that are embedded in human society and possess highly integrated functionalities of sensing, computing, communication, and control. CPSS rely on their intense collaboration and information sharing through networks to be functioning. In this paper, topology-informed network information dynamics models are proposed to characterize the evolution of information processing capabilities of CPSS nodes in networks. The models are based on a mesoscale probabilistic graph model, where the sensing and computing capabilities of the nodes are captured as the probabilities of correct predictions. A topology-informed vector autoregression model and a latent variable vector autoregression model are proposed to model the correlations between prediction capabilities of nodes as linear functional relationships. A hybrid Gaussian process regression model is also developed to capture both the nonlinear spatial and temporal correlations between nodes. The new information dynamics models are demonstrated and tested with a simulator of CPSS networks. The results show that the topological information of networks can improve the efficiency in constructing the time series models. The network topology also has influences on the prediction capabilities of CPSS.

2020 ◽  
Vol 2 (1) ◽  
pp. 55
Author(s):  
Fadhliah Yuniwinsah ◽  
Ali Anis

This study examined the causality between expansionary fiscal policy, expansionary monetary policy and economic growth in Indonesia’s using a time series data with vector autoregression model (VAR) in the period of 1969-2018. The results of this study showed that are there is no causality between expansionary fiscal policy and expansionary monetary policy but there one-way relationship between them, it is the expansionary monetary policy gives influence to expansionary fiscal policy. There is no causality between expansionary fiscal policy and economic growth but there one-way relationship between them, It is economic growth gives influence to expansionary fiscal policy. And there is no causality between expansionary monetary policy and economic growth but there one-way relationship between them, it is economic growth gives influence to expansionary monetary policy.


2018 ◽  
Vol 63 (1) ◽  
pp. 1
Author(s):  
Ambar Galih ◽  
Sugiharso Safuan

Money (inflation) has played a vital role in economic growth. However, the nexus between them has always drawn mesmerizing debates. From the thoughts of Classical and Keynes which argued the existence of money neutrality, to the level of empirical studies which find either positive or negative correlation between inflation and economic growth. Recent studies concerning the debatable relationship have evolved it into a hypothesis whether the relation is nonlinear with a threshold or a point where the link switches. This study aims to re-examine the causality between inflation and economic growth in ASEAN-5 countries period 2000Q1–2016Q4. The results based on Threshold Vector Autoregression model indicate the presence of a nonlinear relationship between the two variables.


Author(s):  
Idah Zuhroh ◽  
Hendra Kusuma ◽  
Syela Kurniawati

A control of the inflation rate caused by the fluctuations in foreign exchange reserves, money supply, and exchange rate is required to create the stability of the country's economy. This study aims to analyze the dynamic impact of disturbance factors contained in the variables of foreign exchange reserves, the money supply, and the exchange rate. This research used monthly data from June 2009 to November 2016. It used a method used of Vector Autoregression. The result shows that a foreign exchange reserve has a negative relationship nut not significant effect on inflation, money supply has positive relationship and significant effect on inflation, and exchange rate of rupiah to US dollar has negative relationship and significant effect on inflation. The responce of inflation from shocking occurs to supply, foreign exchange reserves and exchange rate tend to be convergent and the biggest contribution that influences inflation the most is exchange rate beside inflation itself.


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