For this purpose, the rotor hub constraint $$\\varOmega ={ext {const.}}$$ is dropped and a drivetrain model, consisting of discrete inertia elements and intermediate flexible elements, is connected to the hub. By use of the multibody-software SIMPACK, the coupled rotor–drivetrain system is...
前者analysts coverage导致lead-lag effect减弱时generally,但是后者只会对industrial factor有影响(如果假设这样的former & latter调整模型:Model:Earnings = Industry factor+ Location Factor+ Firm-specific Factor, the industry & location factors of the former can predict the latter announcement separately)。 逻辑...
In this paper we examine the lead–lag interaction between the futures and spot markets of the S&P500 using the threshold regression model on intraday data. The use of threshold variables to model the changes in the regression structure with respect to different market conditions enables us to ...
Here,stability of a wind turbine blade nonlinear aeroelastic system during dynamic stall was investigated. The structural model consisted of a typing blade section subjected to flap/lead-lag motion.The aerodynamic loads during dynamic stall were computed using a semi-empirical and nonlinear Onera model...
In this paper, we applied the topic modeling algorithm (the LDA model) and the time series analysis to conduct the lead-lag analysis and identify different topic evolution patterns for preprints from arXiv and papers from Web of Science (WOS) in astrophysics during the last twenty years (1992...
Econometric inference on such model provides: (i) a unified statistical test for the presence of lead-lag correlations in the latent price process and for the existence of a multi-asset price formation mechanism; (ii) separate estimation of contemporaneous and lagged dependencies; (iii) an ...
Controlling the solar panels to extract maximum solar energy is an important concern of control engineers these days. An approximate second order model of a sun seeker control system is controlled using lead, lag, and lead-lag controller. The response of these controllers is compared with the pro...
Abstract: We propose a simple continuous time model for modeling the lead-lag effect between two financial assets. A two-dimensional process (Xt, Yt) reproduces a lead-lag effect if, for some time shift ϑ ∈ R, the process (Xt, Yt+ϑ) is a semi-martingale with respect to a ...
This example has been tested on a Speedgoat Performance real-time target machine with an Intel® 3.5 GHz i7 multi-core CPU. This model can run in real time with a step size of 50 microseconds. See Also DC Motor|Four-Quadrant Chopper ...
The first methodology, a time domain analysis based on vector error correction model, provides evidence about the existence of long-run equilibrium of the time-series and the short-run lead-lag behaviors. The second methodology, a time-frequency concept based on the phase difference of the cross...