scholarly journals Real-Time Forecasting Using Mixed-Frequency Vars with Time-Varying Parameters

2020 ◽  
Author(s):  
Markus Heinrich ◽  
Magnus Reif
Keyword(s):  
Real Time ◽  
Time Varying ◽  
Varying Parameters ◽  
Mixed Frequency ◽  
Time Varying Parameters

Real-Time Monitoring of Thermal Response and Life-Time Varying Parameters in Power Modules

2020 ◽  
Vol 56 (5) ◽  
pp. 5279-5291 ◽  
Author(s):  
Christoph H. van der Broeck ◽  
Timothy A. Polom ◽  
Robert D. Lorenz ◽  
Rik W. De Doncker
Keyword(s):  
Real Time ◽  
Thermal Response ◽  
Life Time ◽  
Time Varying ◽  
Real Time Monitoring ◽  
Varying Parameters ◽  
Power Modules ◽  
Time Varying Parameters

Real-Time Identification of Time-Varying ARMAX Systems Based on Recursive Update of Its Parameters

2014 ◽  
Vol 136 (3) ◽  
Author(s):  
Saied Reza Seydnejad
Keyword(s):  
Real Time ◽  
Basis Functions ◽  
New Method ◽  
Recursive Least Squares ◽  
Time Varying ◽  
Computationally Efficient ◽  
Algorithm Selection ◽  
Varying Parameters ◽  
Original Algorithm ◽  
Time Varying Parameters

A new method for identification of time-varying ARMAX systems is introduced. This method is based on expansion of time-varying parameters of the ARMAX model onto a set of basis functions. A recursive formulation for updating the coefficients of the basis functions of the time-varying parameters of the system is proposed. Similar to non-real-time basis-function methods, the proposed real-time method has the capability of tracking fast changes in the parameters of a time-varying system much better than the standard Kalman and recursive least-squares (RLS) methods. A computationally efficient version of the algorithm is also presented with a small degradation in tracking properties of the original algorithm. Selection of different types of basis functions makes the new method very flexible for different applications.

Synchronization of Chaotic Systems with Uncertain Time-Varying Parameters

2015 ◽  
Vol 9 (6) ◽  
pp. 568
Author(s):  
Ahmad Al-Jarrah ◽  
Mohammad Ababneh ◽  
Suleiman Bani Hani ◽  
Khalid Al-Widyan
Keyword(s):  
Chaotic Systems ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters ◽  
Uncertain Time

A perturbation analysis of Markov chains models with time-varying parameters

Bernoulli ◽  
2020 ◽  
Vol 26 (4) ◽  
pp. 2876-2906
Author(s):  
Lionel Truquet
Keyword(s):  
Markov Chains ◽  
Perturbation Analysis ◽  
Time Varying ◽  
Varying Parameters ◽  
Time Varying Parameters
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