### Table 3 CPU time varying the anisotropic behavior on a 257 257 grid with a 8 8 decomposition

"... In PAGE 8: ... From an iteration point of view, it is apparent that the red/black probing is signi cantly better than the other techniques for quot; 10?3. In Table3 , it can be seen that the extra cost to obtain this probe approximation is easily o set for quot; 10?3. Although its convergence behavior is much poorer, the closest competitor is the ~ MFourier BPS because it requires signi cantly less time to construct the preconditioner.... ..."

### Table 7 CPU time varying the anisotropic behavior on a 257 257 grid with a 8 8 decomposition

"... In PAGE 14: ... This gives rise to a convergence peak as the anistropic stength is varied (see [10] for details). In Table7 , we display the CPU time required by the three fastest methods... ..."

### Table 3 Non-time varying independent variables to predict churn behavior

2005

"... In PAGE 14: ...14 3.3 Non-time Varying Independent Variables Besides the sequential dimension, several non-time varying covariates are created (see Table3 ). Two blocks of independent variables can be distinguished.... In PAGE 24: ...3 Defining the Best Subset of non-time varying Independent Variables Before we compare the predictive performance of the LogSeq model with that of the LogNonseq model, we first define a best subset of non-time varying independent variables to include in the logistic- regression models besides the sequential dimension relbalance. Employing the leap and bound algorithm [11] on the non-time varying independent variables in Table3 , we compared the best subsets having size 1 until 20 on their sums of squares. As expected the increase in the performance criterion is inversely proportional to the number of independent variables added.... ..."

### Table 2: This table presents the runtime behavior of javac when the application apos;s predicted execu- tion time varies.

### TABLE 2. Model Time-Varying Inputs

2007

"... In PAGE 33: ...TABLE2 . Model Time-Varying Inputs (cont.... ..."

### TABLE 2. Model Time-Varying Inputs (cont.)

2007

"... In PAGE 32: ...TABLE2 . Model Time-Varying Inputs Tax rates Openness Per US Relative Capita Foreign Year Dividends Pro ts ROW US Size US Debt Shares 1960 .... ..."

### Table 7: The encoded frame position for time-varying CBR channels.

1999

"... In PAGE 17: ...0817 0.3908 56 Also, we can see the encoded frame position for time-varying CBR channels in Table7 . Note that the proposed frame rate control algorithm avoids the abrupt encoded frame interval change, which can degrade the perceived qualityobviously.... ..."

Cited by 11

### Table 4 Time-Varying Market Price of Currency Risk

"... In PAGE 25: ... To the extent that #20 and #20 #03 are time-varying, or that the correlation #1A zz #03 is time-varying, the sign of the currency risk premium may also be time-varying. Table4 allows the market price of currency risk to depend on the level of the exchange rate #28#20 t = #20 0 + #20 1 e t , model B#29, the interest rate di#0Berential #28#20 t = #20 0 + #20 2 #28r t , r t #03 #29, model C#29, or the volatility of the exchange rate #28#20 t = #20 0 + #20 3 v t , model D#29. Each line in the table presents only estimates of #20 0 , #20 1 , and #20 2 , along with the resulting log likelihood of the model.... In PAGE 25: ... However, when we let the market price of currency risk depend on both the level and the volatility of the exchange rate #28model E#29, only the dependence on the volatility remains signi#0Ccant. Plot A of Figure 5 shows a decomposition of the exchange rate drift with a time-varying market price of currency risk #28model D in Table4 #29. The solid line is the interest rate di#0Berential, the dashed line is the currency risk premium, and the dotted line is the interest rate risk premium.... In PAGE 26: ... Studies by Baillie and Bollerslev #281989,1990#29, Bekaert and Hodrick #281993#29, and Domowitz and Hakkio #281985#29, #0Cnd only weak support for the inclusion of the conditional exchange rate volatility in the exchange rate drift. The evidence presented in Table4 and in Figure 5 is much stronger for two reasons. We impose an economic model, which implies a speci#0Cc functional form for the drift, and we observe the instantaneous volatility of the exchange rate, rather than infer it with error from observed changes in the exchange rate.... In PAGE 28: ... 4.3 Implications for Currency Markets With time-varying market price of currency risk #28model D in Table4 #29 and time-varying correlation between innovations to the log exchange rate and innovations to its volatility #28model B in Table 6#29, our estimated model is: dr t =0:240 , 0:034 , r t #01 dt +0:047 p r t dW t ; dr t #03 =1:069 , 0:070 , r t #03 #01 dt +0:093 p r t #03 dW t #03 ; #2842#29 de t = h , r t , r t #03 #01 + #10 , 4:063 , 29:817v t #01 + , , 0:230 #01, , 0:194 #01 p r t #11 v t , 1 2 v t 2 i dt + v t dX t ; dv t =4:073 , 0:102 , v t #01 dt +0:305 p v t dY t ; where Corr 2 6 6 6 6 4 dW t dW t #03 dX t dY t 3 7 7 7 7 5 = 2 6 6 6 6 4 1:000 ,0:205 1:000 ,0:230 0:056 1:000 0:059 ,0:006 #1A xy 1:000 3 7 7 7 7 5 #2843#29 and #1A xy =2 exp #08 1:573 , 3:217e t #09 1 + exp #08 1:573 , 3:217e t #09 , 1: #2844#29 This model has some interesting implications for the currency spot and options markets. 4.... ..."

### Table 1: Algebraic Laws of Time-Varying Relations

1995

"... In PAGE 13: ... In particular, lt; satis es all of the criteria (1) through (6) outlined in section 1 for temporal algebras, and some other criteria of McKenzie and Snodgrass [26]. Table1 brie y summarizes some of the algebraic laws involving pointwise and temporal operators [27]. The distributive laws reinforce the fact that operators like ~ \ are pointwise.... ..."

Cited by 1