With the coefficient matrices of the polynomial matrices replacing the scalar coefficients in the standard Sylvester matrix, common factors exist if and only if this (generalized) Sylvester matrix is singular and the coefficient matrices commute. If the coefficient matrices do not commute, a...

We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large scale-models and the implicit loss of information of...

We present a medium-scale dynamic factor model to estimate and forecast the rate of growth of the Spanish economy in the very short term. The intermediate size of the model overcomes the serious specification problems associated with large-scale models and the implicit loss of information of...

One-dimensional indexed bilinear (BL) models are widely used for modeling non Gaussian time series. Extending BL models to multidimensional indexed (spatial) SBL one, yields a novel class of models which are capable of taking into account the important characteristic of non Gaussianity and...

In view of system efficiency and environmental protection, it is of primary importance to harvest solar energy better and better for example by means of developing solar collectors. Mathematical modelling is the theoretically established tool for it, for example with using the collector transfer...

A calculation method of radiant time factors is presented and the method is used to calculate radiant cooling load. Based on experimental data of total heat gain and total cooling loads collected within 24-h, radiant heat gain and radiant cooling load can be calculated through convection and...

In this paper a class of nonparametric transfer function models is proposed to model nonlinear relationships between 'input' and 'output' time series. The transfer function is smooth with unknown functional forms, and the noise is assumed to be a stationary autoregressive-moving average (ARMA)...

Sales forecasting is becoming increasingly complex, due to a range of factors, such as the shortening of product life cycles, increasingly competitive markets, and aggressive marketing. Often, forecasts are produced using a Forecasting Support System that integrates univariate statistical...

Dynamic programming techniques are often used in economy due to the recursive structure that many dynamic economic optimization problems have. These problems, usually having a complex form, are disintegrated into smaller sub-problems whose optimal solutions lead to the optimal solution of the...