Results 61 to 70 of about 5,691 (212)

Local Whittle estimation in time‐varying long memory series

Journal of Time Series Analysis, Volume 46, Issue 4, Page 647-673, July 2025.
The memory parameter is usually assumed to be constant in traditional long memory time series. We relax this restriction by considering the memory a time‐varying function that depends on a finite number of parameters. A time‐varying Local Whittle estimator of these parameters, and hence of the memory function, is proposed.
Josu Arteche, Luis F. Martins
wiley   +1 more source

Improved Trend Analysis With EOFs and Application to Warming of Polar Regions

International Journal of Climatology, Volume 45, Issue 7, 15 June 2025.
Introducing a variation of EOF analysis, we obtain an insignificant Antarctic trend between 1979 and 2023 of (0.13 ± 0.17) K/decade. The first principal component completely captures the trend for land regions of the order of the size of most countries.
Ewan T. Phillips, Holger Kantz
wiley   +1 more source

Analisis Kejadian Gempa Bumi Tektonik di Wilayah Pulau Sumatera

Jurnal Matematika, 2016
The purpose of this study to get an overview of the earthquakes in Sumatra. The method used is descriptive statistics and models Autoregressive Fractionally Integrated Moving Average (ARFIMA). The result from analysis data yielded a mathematical model to
Jose Rizal, Sigit Nugroho, Adi Irwanto, , Debora   +3 more
doaj   +1 more source

Identifying influential individuals and predicting future demand of chronic kidney disease patients

Decision Sciences, Volume 56, Issue 2, Page 123-143, April 2025.
ABSTRACT To ensure high service quality, managers need to personalize treatment options and meet their customer demands. Our research is motivated by the need to better anticipate and prepare for that. We develop a generalizable framework that is the first to address two healthcare risk management goals: (1) identifying high risk and stable‐demand ...
Zlatana D. Nenova, Valerie L. Bartelt
wiley   +1 more source

Fractional stochastic volatility model

Journal of Time Series Analysis, Volume 46, Issue 2, Page 378-397, March 2025.
This article introduces a discrete‐time fractional stochastic volatility model (FSV) based on fractional Gaussian noise. The new model includes the standard stochastic volatility model as a special case and has the same limit as the fractional integrated stochastic volatility (FISV) model, which is the continuous‐time fractional Ornstein–Uhlenbeck ...
Shuping Shi, Xiaobin Liu, Jun Yu
wiley   +1 more source

Estimação do parâmetro "d " em modelos arfima [PDF]

Pesquisa Operacional, 2000
Os modelos ARFIMA caracterizam-se por sua longa dependência e por possuírem o parâmetro d do modelo ARIMA (grau de diferenciação) assumindo valores fracionários. Quando no caso d <FONT FACE=Symbol>Î</FONT> (-0,5; 0,5), há estacionariedade. A longa dependência aparece quando d é positivo.
Trevisan, Elma Suema, Souza, Reinaldo Castro, Souza, Leonardo Rocha   +2 more
openaire   +3 more sources

Forecasting Temperature Time Series Data Using Combined Statistical and Deep Learning Methods: A Case Study of Nairobi County Daily Temperature

International Journal of Mathematics and Mathematical Sciences, Volume 2025, Issue 1, 2025.
Accurate temperature forecasting is of paramount importance across various sectors, influencing decision‐making processes and impacting numerous aspects of daily life. This study analyzes temperature time series data from the Nairobi County in Kenya, aiming to develop accurate hybrid time series forecasting models.
John Kamwele Mutinda, Amos Kipkorir Langat, Samuel Musili Mwalili, Ayesha Ikram   +3 more
wiley   +1 more source

PPP Solution‐Based Model of Absolute Vertical Movements of the Earth's Crust in Poland With Consideration of Geological, Tectonic, Hydrological and Mineral Information

Earth and Space Science, Volume 11, Issue 12, December 2024.
Abstract This study aims to develop an absolute model of contemporary Vertical Crustal Movements (VCM) and Vertical Land Movements (VLM) in an area of Poland based on GNSS solutions. Velocities at permanent stations were subjected to geological, tectonic, hydrological and mineral information analyses.
B. Naumowicz, K. Kowalczyk, R. Pelc‐Mieczkowska   +2 more
wiley   +1 more source

PM10 AIR QUALITY INDEX MODELING USING ARFIMA-GARCH METHOD: BUNDARAN HI AREA OF DKI JAKARTA PROVINCE

Barekeng
Air quality is an essential factor in urban life, and its’ assessment often relies on the concentration of measurable air pollution parameters. One critical parameter is Particulate Matter (PM), particularly PM10, which comprises solid or liquid ...
Susilo Hariyanto, Salsabila Gustia Wibawa, Solikhin Solikhin   +2 more
doaj   +1 more source

A COMPARATIVE STUDY BETWEEN UNIVARIATE AND BIVARIATE TIME SERIES MODELS FOR CRUDE PALM OIL INDUSTRY IN PENINSULAR MALAYSIA

Malaysian Journal of Computing, 2020
The main purpose of this study is to compare the performances of univariate and bivariate models on four-time series variables of the crude palm oil industry in Peninsular Malaysia.
Pauline Jin Wee Mah, Nur Nadhirah Nanyan
doaj   +1 more source