SETAR (model)

In statistics, Self-Exciting Threshold AutoRegressive (SETAR) models are typically applied to time series data as an extension of autoregressive models, in order to allow for higher degree of flexibility in model parameters through a regime switching behaviour.

Given a time series of data x_t, the SETAR model is a tool for understanding and, perhaps, predicting future values in this series, assuming that the behaviour of the series changes once the series enters a different regime. The switch from one regime to another depends on the past values of the x series (hence the Self-Exciting portion of the name).

The model consists of k autoregressive (AR) parts, each for a different regime. The model is usually referred to as the SETAR(k, p) model where k is the number of regimes and p is the order of the autoregressive part (since those can differ between regimes, the p portion is sometimes dropped and models are denoted simply as SETAR(k).

Definition

Autoregressive Models

Consider a simple AR(p) model for a time series y_t

Setar (disambiguation)

Setar is an Iranian musical instrument.

Setar may also refer to:

See also

Lee So-young (artist)

Lee So-young (born 31 August 1973) is South Korean manhwa artist. Her works including Model and Arcana are licensed by Tokyopop.

Works

References

Mimicry

In evolutionary biology, mimicry is a similarity of one species to another that protects one or both. In the case of prey species, it is a class of antipredator adaptation. This similarity can be in appearance, behaviour, sound or scent. Mimics occur in the same areas as their models.

Mimicry occurs when a group of organisms, the mimics, evolve to share perceived characteristics with another group, the models. The evolution is driven by the selective action of a signal-receiver or dupe. Birds, for example, use sight to identify palatable insects (the mimics), whilst avoiding the noxious models.

The model is usually another species, except in cases of automimicry. The deceived signal-receiver is typically another organism, such as the common predator of two species. As an interaction, mimicry is in most cases advantageous to the mimic and harmful to the receiver, but may increase, reduce or have no effect on the fitness of the model depending on the situation. The model may be hard to identify: for example, eye spots may not resemble any specific organism's eyes, and camouflage often cannot be attributed to a particular model.

Model (band)

Model is a Turkish rock band based in İzmir, Turkey.

History

The Group was founded with name "A due Carmen" in 2005 by Okan Işık, Aşkın Çolak and Can Temiz. This trio attended Fatma Turgut and Serkan Gürüzümcü in 2007. The group's name was changed to "Model" in 2008. The group's first album name "Perili Sirk" in 2009.

Awards

2010 Digital Age Awards - Most Innovative Music / Sound Design winner song composed for Efes Pilsen. The band also won the Billboard Special Jury Award in Roxy Music Days under the name "A due Carmen"

Discography

References