Journal of Business & Economic Statistics, Vol. 35, No. 2, Special Issue on Regime Switching and Threshold Models (April 2017), pp. 306-317 (12 pages) This article proposes a mixture double ...

This paper extends the classical two-regime threshold autoregressive model by introducing hysteresis to its regime-switching structure, which leads to a new model: the hysteretic autoregressive model.

The embedded Python Processing Engine in InfluxDB 3 allows developers to write Python code that analyzes and acts on time series data in real time.