Testing fundamentalist–momentum trader financial cycles: An empirical analysis via the Kalman filter

Traffic volume prediction has been an interesting topic for decades during which various prediction models have been proposed. In this paper, Kalman filtering (KF) model is applied to predict traffic volume because of its significance in continuously updating the state variable as new observations. In order to enhance the prediction accuracy, an improved KF model is developed based on the current and historical data. To validate the improved KF model, empirical analysis is conducted. The results show that the improved KF model has higher accuracy than the traditional one and is more reliable and powerful in traffic volume prediction.

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Dynamic estimation of an interest rate structure in Colombia. Empirical analysis using the Kalman filter

Journal of Economics Finance and Administrative Science ◽

10.1016/j.jefas.2014.07.001 ◽

2014 ◽

Vol 19 (37) ◽

pp. 70-77 ◽

Cited By ~ 1

Author(s):

Rogelio Maldonado Castaño ◽

Natalia Zapata Rueda ◽

Javier Orlando Pantoja Robayo

Keyword(s):

Kalman Filter ◽

Interest Rate ◽

Empirical Analysis ◽

Rate Structure ◽

Dynamic Estimation

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An extended version of the discrete Kalman filter applied to a nonlinear inverse heat conduction problemVersion étendue du filtre de Kalman discret appliquée à un problème inverse de conduction de chaleur non linéaire

Revue Générale de Thermique ◽

10.1016/s0035-3159(00)00239-7 ◽

2000 ◽

Vol 39 (2) ◽

pp. 191-212

Author(s):

N Daouas

Keyword(s):

Kalman Filter ◽

Heat Conduction ◽

Inverse Heat Conduction ◽

Extended Version ◽

Problème Inverse

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An Empirical Analysis of the Obtrusiveness of and Participants' Compliance with the Electronically Activated Recorder (EAR)

European Journal of Psychological Assessment ◽

10.1027/1015-5759.23.4.248 ◽

2007 ◽

Vol 23 (4) ◽

pp. 248-257 ◽

Cited By ~ 58

Author(s):

Matthias R. Mehl ◽

Shannon E. Holleran

Keyword(s):

Empirical Analysis ◽

Sampling Method ◽

Daily Life ◽

Assessment Method ◽

Data Confidentiality ◽

Short Term ◽

Naturally Occurring ◽

Two Samples ◽

Audio Recorder ◽

Term Monitoring

Abstract. In this article, the authors provide an empirical analysis of the obtrusiveness of and participants' compliance with a relatively new psychological ambulatory assessment method, called the electronically activated recorder or EAR. The EAR is a modified portable audio-recorder that periodically records snippets of ambient sounds from participants' daily environments. In tracking moment-to-moment ambient sounds, the EAR yields an acoustic log of a person's day as it unfolds. As a naturalistic observation sampling method, it provides an observer's account of daily life and is optimized for the assessment of audible aspects of participants' naturally-occurring social behaviors and interactions. Measures of self-reported and behaviorally-assessed EAR obtrusiveness and compliance were analyzed in two samples. After an initial 2-h period of relative obtrusiveness, participants habituated to wearing the EAR and perceived it as fairly unobtrusive both in a short-term (2 days, N = 96) and a longer-term (10-11 days, N = 11) monitoring. Compliance with the method was high both during the short-term and longer-term monitoring. Somewhat reduced compliance was identified over the weekend; this effect appears to be specific to student populations. Important privacy and data confidentiality considerations around the EAR method are discussed.

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