Results 211 to 220 of about 7,382 (224)

Network Anomaly Detection Based on ARFIMA Model

2015
In this paper, the estimation model ARFIMA is presented as a method of detecting anomalies in network traffic. Parameters estimation and model identification are performed with the use of algorithms of: Geweke and Porter-Hudak (estimation of the differencing parameters) and Box-Jankins (identification of the row of the model).
Tomasz Andrysiak, Łukasz Saganowski
openaire   +1 more source

Adaptive stochastic modeling of nonlinear time series: ARFIMA meets improved fractional Ornstein-Uhlenbeck

Stochastic environmental research and risk assessment (Print)
A. Nikseresht, H. Amindavar
semanticscholar   +1 more source

A hybrid ARFIMA-fuzzy time series (FTS) model for forecasting daily cases of Covid-19 in Iraq

, 2022
Saif Adnan Salman, E. Aboudi
semanticscholar   +1 more source

Adaptive ARFIMA Models of Inflation

SSRN Electronic Journal, 2011
Claudio Morana, Richard Baillie
openaire   +1 more source

Spectral Methods for Fractional Arfima Processes

2002
Nel presente lavoro, nella finalità di stimare il parametro di lunga memoria di un processo ARIMA frazionale, ci si avvale di metodologie basate sulla decomposizione ortogonale del processo temporale. In particolare si propone un’integrazione dell’analisi di Fourier con l’espansione di Karhunen-Loève e con la trasformata discreta wavelet al fine di ...
COLI, Mauro, FONTANELLA, Lara, GRANTURCO M.   +2 more
openaire   +1 more source

Energy demand forecasting using adaptive ARFIMA based on a novel dynamic structural break detection framework

Applied Energy
A. Nikseresht, H. Amindavar
semanticscholar   +1 more source

ARFIMA model decomposition for hydrological time series

2004
In questo lavoro viene proposta una procedura statistica per la decomposizione di processi ARFIMA(p,d,q) in componenti elementari. Il problema viene ricondotto a quello della decomposizione di un processo ARMA(p+1,q+1) sfruttando il modello ARMA(1,1) come ’proxy’ della componente di lunga memoria.
CORDUAS, MARCELLA, PICCOLO, DOMENICO
openaire   +1 more source

Financial forecasting improvement with LSTM-ARFIMA hybrid models and non-Gaussian distributions

Technological forecasting & social change
Foued Saâdaoui, Hana Rabbouch
semanticscholar   +1 more source

Predicting expected idiosyncratic volatility: Empirical evidence from ARFIMA, HAR, and EGARCH models

Review of Quantitative Finance and Accounting
Chuxuan Xiao, Winifred Huang, D. Newton
semanticscholar   +1 more source

Estimação de parametros em modelos ARFIMA

2021
openaire   +1 more source