Time-varying Parameters

Time-Varying Parameters is a modeling construct in dynamic systems and statistical forecasting that belongs to the class of parameters in mathematical models and is distinguished by its explicit dependence on time, allowing its value to evolve over time according to an underlying stochastic or deterministic process.

1.7K

Publications

79.8K

Citations

4.2K

Authors

1.5K

Institutions

Publications per year

2017–2026

527

Authors

4.2K

  1. PL
    Pedro L. D. Peres

    Universidade Estadual de Campinas (UNICAMP), Brazil

    19 publications · 744 citations

    15

    h-index

  2. RC
    Ricardo C. L. F. Oliveira

    Universidade Estadual de Campinas (UNICAMP), Brazil

    17 publications · 722 citations

    14

    h-index

  3. SJ
    Siem Jan Koopman

    Vrije Universiteit Amsterdam, Netherlands

    11 publications · 1.5K citations

    11

    h-index

  4. VF
    Vinícius F. Montagner

    Universidade Federal de Santa Maria, Brazil

    11 publications · 355 citations

    11

    h-index

  5. AL
    André Lucas

    Tinbergen Institute, Netherlands

    9 publications · 1.3K citations

    9

    h-index

1–5 of 4.2K

Venues

  1. IEEE Transactions on Automatic Control

    71 publications · 7.1K citations

    42

    h-index

  2. SSRN Electronic Journal

    Repository · 42 publications · 1.6K citations

    21

    h-index

  3. IEEE Transactions on Industrial Electronics

    19 publications · 1K citations

    18

    h-index

  4. International Journal of Control

    26 publications · 1.5K citations

    18

    h-index

  5. IEEE Transactions on Signal Processing

    18 publications · 761 citations

    16

    h-index

1–5