This paper develops a procedure for uncovering the common cyclical factors that drive a mix of stationary and nonstationary variables. The method does not require knowing which variables are ...

The primary purpose of this paper is the improved detection of a nonstationary target signal embedded in a nonstationary background. Accordingly, the first part of the paper is devoted to a detailed ...

Discover the transformative potential of quantum computing in revolutionizing AI applications for sustainable, efficient, and ...

Abstract: A theory of nonstationary nonlinear wave phenomena occurring in the field of ultrashort high-intensity light pulses is developed (harmonic generation and parametric amplification stimulated ...

This repository contains the implementation for the paper "Reinforcement Learning in Possibly Nonstationary Environments" in Python (and R for plotting). We consider reinforcement learning (RL) ...

Description: Functions for defining and conducting a time series prediction process including pre(post)processing, decomposition, modeling, prediction, and accuracy ...

The reference water levels are used on inland waterways to define a range of water levels allowing the full use of the waterway for navigation. [1] Ship passage can be limited by the water levels that ...

The Extended Sample Autocorrelation Function (ESACF) method can tentatively identify the orders of a stationary or nonstationary ARMA process based on iterated least squares estimates of the ...

Additionally, the SIACF may be useful for detecting over-differencing. If the data come from a nonstationary or nearly nonstationary model, the SIACF has the characteristics of a noninvertible moving ...

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Serguei Maliar joined the Leavey School of Business in the Fall of 2013 as an Associate Professor of Economics. Professor Maliar’s specialization is in macroeconomics, economic theory, game theory, ...

Our method also makes it possible to estimate rich nonstationary job search models in a simple and tractable way, without having to solve any differential equations. We apply our framework to rich ...