### Table 1 Processing times with varying resolutions for LOD simplification

"... In PAGE 9: ...030 line segments with origin resolution (0.0), 0.5, 1.0, 1.5, 2.0, 2.5 metre to simplify DEM. Table1 illustrates the effect on processing time with respective to the resolution, the number of DEM vertices and the number of triangles. Figures 5 and 9 illustrate the resulting CDTs after DEM simplification at 0.... ..."

### Table A2: Selected Results for Unemployment Regression Models with Time-Varying Institutions

2001

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### Table 3. Econometric estimates from time-varying advertising parameter models. Variable Parameter Fluid Milk Cheese

"... In PAGE 13: ...9 and BCGW and GCGW are the brand and generic cheese advertising goodwill variables, respectively. Estimation and Testing Results Estimation results are displayed in Table3 . Before discussing those results, we need to evaluate the heteroskedastic nature of the residuals.... In PAGE 14: ... Estimation results reveal both models demonstrate reasonable explanatory power with adjusted R-square values at or above 0.94 ( Table3 ). Wald tests were constructed to test the structural heterogeneity of the advertising parameters.... In PAGE 15: ... The shorter lag-distribution for cheese relative to fluid milk is consistent with the empirical results in Kaiser that applied five-quarter lags to generic fluid milk advertising and three-quarter lags to generic cheese advertising using a polynomial distributed lag structure. Demand Elasticities Given the nonlinear specification of the time-varying parameter models, the regression results of Table3 are most usefully evaluated in terms of calculated elasticities. Table 4 provides selected elasticities for the time-varying models evaluated at the sample means.... ..."

### Table 3: Execution Time for Varying Number of Producer Nodes

2004

"... In PAGE 9: ...5 Table 2: Estimated Task Execution Times for Varying Task Sizes For our experiments conducted, we selected a task size of 50 million keys per task and a problem size of 36-bit keys for Cluster I and 32-bit keys for Cluster II. Table3 shows the results for 4 to 32 producer nodes. The execution time for key search reduces significantly with increasing number of nodes, resulting in greater speedup.... ..."

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### TABLE 2. Model Time-Varying Inputs

2007

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

### Table 4. Configuration of switch connections for the system shown in Fig. 4 required for measurement of the various conditional and unconditional amplitude or total charge distributions for a periodic time-varying excitation process

"... In PAGE 16: ... The diagram in Fig. 7 corresponds to the first set of switch connec- tions for this distribution listed in Table4 . The second set of switch connections are required for measurement of p2(q IO 1,Q+) if i 32.... In PAGE 17: ...cceptable to the MCA, e.g., so that the maximum pulse amplitude is below 8 V. The distinction between the distributions pI(q fIA: apos;:) and pI(q l+, ) in Table4 is that A++ is an arbitrary fixed phase window selected by DDG1 whereas 4, is a fixed phase associated with the occurrence of ith pulse. The measurement of pi(qf 1+, ) is like that forp2(q, l+, ,Q+) except that Q is not specified.... In PAGE 48: ... The mismatch term, discussed earlier, is given by MM = I1 -1 GEr 12 71-FGEFXI2 apos; (17) The uncertainty of the mismatch term requires the knowledge of the uncertainties in measuring rx, rs, and the couplers apos; scattering coefficients. These uncertainties are given in Table4 . The un- certainty of EGE, which is almost entirely due to the uncertainty of S2, is + 0.... ..."

### 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.... ..."

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### 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.... ..."

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