Results 211 to 220 of about 7,220 (228)

ARFIMA modely časových řad

2014
The thesis deal with long-memory processes which are defined by several ways. The main concern is dedicated to ARFIMA model, to its basic properties and its application. Next, graphical, semiparametric and parametric estimation methods of ARFIMA parameters are described in detail.
openaire   +2 more sources

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

Bayesian estimation of fractional difference parameter in ARFIMA models and its application

Information Sciences, 2023
Masoud Fazlalipour Miyandoab, P. Nasiri, A. M. Mosammam   +2 more
semanticscholar   +1 more source

A multimodal hybrid stochastic-based deterministic ARFIMA model for the sustainable analysis of COVID-19 pandemic

Waves in Random and Complex Media, 2023
Ayaz Hussain Bukhari, Ejaz Ahmed, M. Raja, Yangquan Chen, M. Shoaib   +4 more
semanticscholar   +1 more source

A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting

Computational Economics, 2022
H. Boubaker, G. Canarella, Rangan Gupta, S. Miller   +3 more
semanticscholar   +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

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

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

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