Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms
Sign Up to like & getrecommendations! Published in 2020 at "Journal of Forecasting"
DOI: 10.1002/for.2648
Abstract: This study introduces volatility impulse response functions (VIRF) for dynamic conditional correlation–generalized autoregressive conditional heteroskedasticity (DCC‐GARCH) models. In addition, the implications with respect to network analysis—using the connectedness approach of Diebold and Y ιlmaz (Journal… read more here.
Keywords: impulse response; volatility impulse; volatility; analysis ... See more keywords
Analog Circuit Fault Detection by Impulse Response-Based Signature Analysis
Sign Up to like & getrecommendations! Published in 2020 at "Circuits, Systems, and Signal Processing"
DOI: 10.1007/s00034-020-01375-0
Abstract: This paper presents a method for the detection of parametric faults in linear filters with the help of impulse response which is studied on the basis of cross-correlation, a statistical metric. Impulse input is generated… read more here.
Keywords: impulse response; analog circuit; detection; fault detection ... See more keywords
Integrity Testing of Cast In Situ Concrete Piles Based on an Impulse Response Function Method Using Sine-Sweep Excitation by a Shaker
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Nondestructive Evaluation"
DOI: 10.1007/s10921-019-0595-4
Abstract: In this study, an Impulse Response Function analysis of pile response to sine-sweep excitation by a low cost, portable shaker was used to identify defects in piles. In straightforward impact-echo methods, echoes from the pile… read more here.
Keywords: response; impulse response; response function; sweep excitation ... See more keywords
High order stable infinite impulse response filter design using cuckoo search algorithm
Sign Up to like & getrecommendations! Published in 2017 at "International Journal of Automation and Computing"
DOI: 10.1007/s11633-017-1091-x
Abstract: In this paper, an efficient technique for optimal design of digital infinite impulse response (IIR) filter with minimum passband error (ep), minimum stopband error (es), high stopband attenuation (As), and also free from limit cycle… read more here.
Keywords: impulse response; search; infinite impulse; filter ... See more keywords
Infinite impulse response systems modeling by artificial intelligent optimization methods
Sign Up to like & getrecommendations! Published in 2019 at "Evolving Systems"
DOI: 10.1007/s12530-018-9218-z
Abstract: Artificial Intelligent Optimization (AIO) algorithms learn from the past searches via using a group of individuals or agents. These Artificial Intelligence-based optimizing techniques are able to solve complex optimization problems with complicated constraints. They find… read more here.
Keywords: optimization; infinite impulse; intelligent optimization; impulse response ... See more keywords
Development of an Impulse Response Method for Assessing Knee Osteoarthritis at the Femorotibial Joint: Comparison Between Healthy Young Adults and Older Women with Clinical Knee Osteoarthritis
Sign Up to like & getrecommendations! Published in 2019 at "Journal of Medical and Biological Engineering"
DOI: 10.1007/s40846-019-00484-9
Abstract: Purpose Because in patients with knee osteoarthritis (OA), the knee joint properties such as cartilage, meniscus, soft tissue and bone formation are assumed to degeneration change, the shock absorb might also decrease. The transmission of… read more here.
Keywords: impulse response; joint; group; method ... See more keywords
Reverberation time measurements of a neonatal incubator
Sign Up to like & getrecommendations! Published in 2020 at "Applied Acoustics"
DOI: 10.1016/j.apacoust.2020.107374
Abstract: Abstract New-borns are exposed to high noise levels inside infant incubators. Some authors suggest that these noise levels are amplified by the reverberant nature of the materials that compose incubators. In this paper, the impulse… read more here.
Keywords: reverberation time; impulse response; time; incubator ... See more keywords
A parameter quantifying radiation damping of bay oscillations excited by incident tsunamis
Sign Up to like & getrecommendations! Published in 2018 at "Continental Shelf Research"
DOI: 10.1016/j.csr.2018.02.007
Abstract: Abstract The transient response of a bay with a narrow mouth to incident tsunamis is interpreted as the convolution of the input signal with the impulse response obtained by an inverse Fourier transform of the… read more here.
Keywords: impulse response; response; incident tsunamis; radiation damping ... See more keywords
Positive FIR System Identification using Maximum Entropy Prior
Sign Up to like & getrecommendations! Published in 2018 at "IFAC-PapersOnLine"
DOI: 10.1016/j.ifacol.2018.09.082
Abstract: Abstract Bayesian nonparametric methods have been introduced in a linear system identification paradigm to avoid the model and order selection problem. In this framework, a finite impulse response (FIR) model is considered, and the impulse… read more here.
Keywords: impulse response; positive fir; system; entropy prior ... See more keywords
Exploiting MIT Shocks in Heterogeneous-Agent Economies: The Impulse Response as a Numerical Derivative
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Economic Dynamics and Control"
DOI: 10.1016/j.jedc.2018.01.002
Abstract: We propose a new method for computing equilibria in heterogeneous-agent models with aggregate uncertainty. The idea relies on an assumption that linearization offers a good approximation; we share this assumption with existing linearization methods. However,… read more here.
Keywords: impulse response; numerical derivative; response; linearization ... See more keywords
Impulse response timing differences in BOLD and CBV weighted fMRI
Sign Up to like & getrecommendations! Published in 2018 at "NeuroImage"
DOI: 10.1016/j.neuroimage.2018.07.011
Abstract: ABSTRACT Recent advances in BOLD fMRI scan techniques have substantially improved spatial and temporal resolution, currently reaching to sub‐millimeter and sub‐second levels respectively. Unfortunately, there remain physiological barriers that prevent achieving this resolution in practice.… read more here.
Keywords: impulse response; resolution; response; cbv ... See more keywords