Results 11 to 20 of about 383,160 (312)
A model selection test for an AR (1) versus an MA (1) model [PDF]
Statistics & Probability Letters, 1992 This paper proposes a model selection test statistic for the choice between an AR(1) and an MA(1) model. It is a function of the first two sample autocorrelations of a time series. This establishes that it can be compared directly with a statistic given in Burke, Godfrey and Tremayne (1990).
Franses, Ph.H.B.F. (Philip Hans)
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Research on Hot Deformation Behavior of F92 Steel Based on Stress Correction
Metals, 2022 In order to systematically study the stress correction method and hot deformation behavior of F92 stainless steel, the hot compression test was performed using a Gleeble-3500 (DSI USA, Connecticut, CT, USA) at strain rates of 0.01–10 s−1 and deformation ...
Jinghui Li +6 more
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Interpolation based on stationary and adaptive AR(1) modeling [PDF]
2011 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP), 2011 In this paper, we describe a minimal mean square error (MMSE) optimal interpolation filter for discrete random signals. We explicitly derive the interpolation filter for a first-order autoregressive process (AR(1)), and show that the filter depends only on the two adjacent points.
Eija Johansson +3 more
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PENGUATAN MODEL PEMBELAJARAN TAHFIZH ALQUR’AN PADA DAYAH AR-RAUDHAH TAHFIZH AL-QUR’AN
, 2022 This study aims to analyze the Strengthening of the Tahfizh Al-Qur'an Learning Model at Dayah Ar Raudhah Tahfiz Al-Qur'an, Blang mangat District, Lhokseumawe City.
Diauddin Diauddin, Fitriani Agustina
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IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2022 One approach to improve advection methods is the short-term ensemble prediction system (STEPS). STEPS decomposes precipitation fields into different spatial scales and filters those having a short lifetime.
Ricardo Reinoso-Rondinel +3 more
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A seasonal Integer-Valued AR(1) model with delaporte marginal distribution [PDF]
مدلسازی پیشرفته ریاضیReal-count data time series often show the phenomenon of over-dispersion. In this paper, we introduce the first-order integer-valued autoregressive process with seasonal structure.
Maryam Shalbaf +2 more
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Note on AR(1)-characterisation of stationary processes and model fitting
Modern Stochastics: Theory and Applications, 2019 It was recently proved that any strictly stationary stochastic process can be viewed as an autoregressive process of order one with coloured noise. Furthermore, it was proved that, using this characterisation, one can define closed form estimators for ...
Marko Voutilainen +2 more
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Distribution of noise for spatial AR(1) model.
, 2022 Density histograms of the error terms for the spatial AR(1) model. (TIFF)
Kwun Chuen Gary Chan (3641947) +3 more
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The Linear Combination of ARIMA Models in Constructing the Areal Rainfall Using Thiessen Polygon Weighted Method [PDF]
ITM Web of ConferencesThe construction of areal rainfall is crucial aspects in water resource management and disaster risk mitigation. The areal rainfall can be constructed as the linear combination of the actual rainfall in each stasion in the respected area.
Rozzaq Hamidi Muhammad +4 more
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Comparison of Estimation Procedures for Multilevel AR(1) Models [PDF]
Frontiers in Psychology, 2016 To estimate a time series model for multiple individuals, a multilevel model may be used. In this paper we compare two estimation methods for the autocorrelation in Multilevel AR(1) models, namely Maximum Likelihood Estimation (MLE) and Bayesian Markov Chain Monte Carlo.
Krone, Tanja +2 more
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