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For finding a shortest path in a network the bidirectional A* algorithm is a widely known algorithm. An A* instance requires a heuristic estimate, a real-valued function on the set of nodes. The version of bidirectional~A* that is considered the most appropriate in literature hitherto, uses...
Persistent link: https://www.econbiz.de/10004972267
This paper demonstrates that the class of conditionally linear and Gaussian state-space models offers a general and convenient framework for simultaneously handling nonlinearity, structural change and outliers in time series. Many popular nonlinear time series models, including threshold, smooth...
Persistent link: https://www.econbiz.de/10004972268
A key application of long memory time series models concerns inflation. Long memory implies that shocks have a long-lasting effect. It may however be that empirical evidence for long memory is caused by neglecting one or more level shifts. Since such level shifts are not unlikely for inflation,...
Persistent link: https://www.econbiz.de/10004972269
We develop a framework for automated optimization of stochastic simulation models using Response Surface Methodology. The framework is especially intended for simulation models where the calculation of the corresponding stochastic response function is very expensive or time-consuming. Response...
Persistent link: https://www.econbiz.de/10004972270
We propose tests for hypotheses on the parameter for deterministic trends. The model framework assumes a multivarariat stucture for trend-stationary time series variables. We derive the asymptotic theory and provide some relevant critical values. Monte Carlo simulations suggest which tests are...
Persistent link: https://www.econbiz.de/10004972271
In this paper we verify the conditions under which the marginal cost approach of Berg (1980, 1995) holds. As observed by Aven and Dekker (1996) the validity of the marginal cost approach gives rise to a useful framework of single component maintenance optimization models which covers almost all...
Persistent link: https://www.econbiz.de/10004972272
This paper links judgemental adjustment of model-based forecasts with the potential presence of exceptional observations in time series. Specific attention is given to current and future additive outliers, as these require most consideration. A brief illustration to a quarterly real GDP series...
Persistent link: https://www.econbiz.de/10004972273
-Theory- Two theories about trends in left-right political orientations are juxtaposed: the persistence theory claiming that left-right orientations are highly resistant to change versus the irrelevance theory anticipating a move of mass publics towards the center of the left-right continuum....
Persistent link: https://www.econbiz.de/10004972274
Many papers on frequent itemsets have been published. Besides some contests in this field were held. In the majority of the papers the focus is on speed. Ad hoc algorithms and datastructures were introduced. In this paper we put most of the algorithms in one framework, using classical Operations...
Persistent link: https://www.econbiz.de/10004972275
The authors propose a statistical methodology to test changes in consumer confidence indicators. These indicators are surveyed monthly and each time concern di®erent individuals. This complicates a straightforward interpretation of changes in the values of the index. The proposed methodology...
Persistent link: https://www.econbiz.de/10004972276