Hi to everyone,
I am starting to work with a model that is not familiar to me.
The model would be like that:
y = . - a*max(Q(i) - Q(0), 0) + .
where Q(i) is the accumulated effect of a variable at time i and Q(0) a
threshold above it there is effect on y. The value of Q(i) could be
estimated as:
Q(i+1) = Q(i) + b*max(s(i) - s(0), 0) + c*min(s(i) - s(0), 0) + .
Where s would be the effect that produces the accumulate effect of Q, s(i)
would be this effect at time i and s(0) another threshold above it the
accumulative effect is produced. The coefficient b would be the rate of
accumulation and c the rate of decay.
What kind of model is it? Is it somewhat similar to time series?
I appreciate your help.
Manuel Ramon
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