Results 91 to 100 of about 51,335 (252)
Çorum Çat Deresi Aylık Akım Serisinin Farklı Stokastik Modellerle incelenmesi
Journal of Agricultural Sciences, 2003 Bu çalışma, ayl ı k ak ı mları n modellenmesi amac ı yla yap ı lmışt ı r. Ayl ı k ak ı mları n modellenmesinde ARMA p,q modelleri ile Thomas-Fiering modeli kullan ı lm ıştı r. ARMA p,q modellerinin seçiminde, ARMA p,q modellerinden hesaplanan kal
Kadri Yürekli
doaj +1 more source
Asymptotic Theory for a Vector ARMA-GARCH Model, [PDF]
This paper investigates the asymptotic theory for a vector ARMA-GARCH model. The conditions for the strict stationarity, ergodicity, and the higherorder moments of the model are established.
Michael McAleer, Shiqing Ling
core
The Cross and Conflict: How Do Christians Impact Protest Dynamics?
Journal for the Scientific Study of Religion, EarlyView.ABSTRACT This study examines the relationship between Christian actors, practices, and sacred sites in US protests and demonstrations, focusing on how political ideology shapes conflict outcomes. Using event‐level data from the Armed Conflict Location & Event Data Project (ACLED), the analysis explores 63,000 protest events from 2020 to 2024 ...
Joel Day
wiley +1 more source
O direito à habitação como direito à cidade
Cidades, Comunidades e Território, 2023 A partir do relato sobre os processos de realojamento dos moradores do Bairro da Cruz Vermelha (bairro de habitação social em Lisboa) e do Bairro da Torre (bairro autoproduzido em Camarate, Loures), refletimos sobre a abordagem participativa a processos ...
Rosa Arma
doaj
On Adaptive Estimation in Nonstationary ARMA Models with GARCH Errors, [PDF]
This paper considers adaptive estimation in nonstationary autoregressive moving average models with the noise sequence satisfying a generalised autoregressive conditional heteroscedastic process.
Michael McAleer, Shiqing Ling
core
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose a new formulation of the Vašičekmodel within the framework of functional data analysis. We treat observations (continuous‐time rates) within a suitably defined trading day as a single statistical object. We then consider a sequence of such objects, indexed by day.
Piotr Kokoszka +4 more
wiley +1 more source
Simplified Machine Diagnosis Techniques Using 3rd order ARMA Model of Absolute Deterioration Factor
, 2007 In order to diagnose machines accurately, the Kurtosis and Bicoherence methods were utilized. Calculating system parameter distance was also utilized to apply time series data to Autoregressive (AR) model or Autoregressive Moving Average (ARMA) model. In
石井, 康夫 +3 more
core
Density‐Valued ARMA Models by Spline Mixtures
Journal of Time Series Analysis, EarlyView.ABSTRACT This paper proposes a novel framework for modeling time series of probability density functions by extending autoregressive moving average (ARMA) models to density‐valued data. The method is based on a transformation approach, wherein each density function on a compact domain [0,1]d$$ {\left[0,1\right]}^d $$ is approximated by a B‐spline ...
Yasumasa Matsuda, Rei Iwafuchi
wiley +1 more source
Soil Moisture Content Inversion by Coupling AEA and ARMA [PDF]
RadioengineeringThis study aimed to explore the inversion method of soil moisture content by using numerical simulation and field detection. The researchers used the early signal amplitude envelope (AEA) method to directly invert soil moisture in the shallow part of the
Y. Feng, J. Nie, G. Xie, H. Lv
doaj
Simplified Machine Diagnosis Techniques Using ARMA Model of Absolute Deterioration Factor
, 2007 In order to diagnose machines accurately, the Kurtosis and Bicoherence methods were utilized. Calculating system parameter distance was also utilized to apply time series data to Autoregressive (AR) model or Autoregressive Moving Average (ARMA) model. In
石井, 康夫 +3 more
core