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Two standard assumptions of the classical blind source separation (BSS) theory are frequently violated by modern data sets. First, the majority of the existing methodology assumes vector-valued signals while data exhibiting a natural tensor structure is frequently observed. Second, many typical BSS applications exhibit serial dependence which is usually modeled using second order stationarity assumptions,...
Studies the issue of forecasting the parameter values that describe production-and-economic systems and the projects that are realized in such systems; it examines the preparation of statistical data with gaps and suggests the advantage of using different time slots of the collected data for their further joint use in prognostic models. The article reviews the applicability of the existing forecasting...
Increasing the innovativeness of a country is a known way to uplift its people, but how to increase the innovativeness of a country is not well understood. In this paper, we develop such an understanding by analyzing time series of global competitiveness index data and of development indicators data. Specifically, we estimate causative factors of innovation that countries can invest in or otherwise...
This paper selects the time series dates in 1995–2013 about total output value of the high technology industry and the sum of the import and export trade in Jiangxi province. By ADF test, Johansen test and Granger causality test, we studied the relationship between the high-tech industry and the import and export trade. Studies have show that in Jiangxi province the high technology industry has a...
In this paper, we extend a method of estimation of parameters of the fractional autoregressive integrated moving average (FARIMA) process with stable noise to the case of negative memory parameter . We construct an estimator that is a modification of that of Kokoszka and Taqqu and prove its consistency for . We show that the estimator is accurate and possesses a low variance for FARIMA time...
Owing to the weakness of the existing method of the regional technological innovative capacity, this paper adopts the method of time multi-dimension dynamic comprehensive evaluation. In view of the characteristics of the evaluation index system of the regional technological innovative capacity, the traditional method of time multi-dimension dynamic comprehensive evaluation has been improved with the...
This paper assesses the effectiveness of public policy for innovation — the case of Shanghai and evaluation model and methods of those policies is discussed. Many publicities have been implemented by Shanghai government for promoting innovation in the past few years. The evaluation of those policies is really important when making policy for the next step. This paper is based on the data of main index...
With the rapid development of Human Resource Management, especially the application of performance assessment, how to develop a practical evaluation model is a vital subject. However, the issue of performance evaluation in the practice of electric power enterprise performance management based of indicators system is not only an evaluation of current value, but also a dynamics evaluation problem based...
Through establishing a driving model that considering the entrepreneurial activity as a determinant and conducting time series analysis of the effect of the entrepreneurial activity on economic growth in China, this paper showed that there was an obviously positive correlation between regional entrepreneurial activities and economic development, and got the corresponding contribution rate of entrepreneurial...
In highly volatile market conditions it's always difficult to predict returns using heteroscedastic Garch models. This paper tries to investigate the impact of sample data inputs over forecast using nested conditional mean ARMAX(2, 2, 0) and conditional variance Garch(1, 1), Gjr-garch(1, 1) and Egarch(1, 1) models. Research also tries to indentify relationship between outcome of formal hypothesis...
The paper is to investigate features of fluctuation of international dry bulk shipping market using Baltic dry bulk freight index. After fundamental statistical analysis on data, R/S and GPH tests are employed to model long memory of volatility of the indices, which interprets the existence of long memory and then leverage effect in the market subdivided by ship types including Handymax, Panamax,...
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