Results 81 to 90 of about 423,723 (251)

Combining parametric and nonparametric approaches for more efficient time series prediction [PDF]

We introduce a two-step procedure for more efficient nonparametric prediction of a strictly stationary process admitting an ARMA representation. The procedure is based on the estimation of the ARMA representation, followed by a nonparametric regression ...
Dabo-Niang, Sophie, Francq, Christian, Zakoian, Jean-Michel   +2 more
core   +1 more source

Online Detection of Forecast Model Inadequacies Using Forecast Errors

Journal of Time Series Analysis, EarlyView.
ABSTRACT In many organizations, accurate forecasts are essential for making informed decisions in a variety of applications, from inventory management to staffing optimization. Whatever forecasting model is used, changes in the underlying process can lead to inaccurate forecasts, which will be damaging to decision‐making.
Thomas Grundy, Rebecca Killick, Ivan Svetunkov   +2 more
wiley   +1 more source

Keluarga Sakinah Berwawasan Gender

Muwazah
Every adherent of a religion, believes in the truth of every doctrine that is in his religion, whether in worship or in daily life, such as life in marriage.
Muslim Arma
doaj   +1 more source

Auto Regressive Moving Average (ARMA) Modeling Method for Gyro Random Noise Using a Robust Kalman Filter

Sensors, 2015
To solve the problem in which the conventional ARMA modeling methods for gyro random noise require a large number of samples and converge slowly, an ARMA modeling method using a robust Kalman filtering is developed.
Lei Huang
doaj   +1 more source

A Conditional Tail Expectation Type Risk Measure for Time Series

Journal of Time Series Analysis, EarlyView.
ABSTRACT We consider the estimation of the conditional expectation 𝔼(Xh|X0>UX(1/p)), provided 𝔼|X0|<∞, at extreme levels, where (Xt)t∈ℤ$$ {\left({X}_t\right)}_{t\in \mathbb{Z}} $$ is a strictly stationary time series, UX$$ {U}_X $$ its tail quantile function, h$$ h $$ is a positive integer and p∈(0,1)$$ p\in \left(0,1\right) $$ is such that p→0$$ p\to ...
Yuri Goegebeur, Armelle Guillou, Jing Qin   +2 more
wiley   +1 more source

PENEGAKAN HUKUM TERHADAP PELANGGARAN LALU LINTAS OLEH PENGENDARA KENDARAAN BERMOTOR RODA DUA PADA WILAYAH HUKUM KEPOLISIAN RESOR KEPULAUAN MENTAWAI

Unes Journal of Swara Justisia, 2020
Permasalahan lalu lintas yang seringkali menimbulkan banyaknya problema dalam masyarakat, di antaranya banyaknya pelanggaran yang dapat ditemui dalam kehidupan sehari-hari, mulai dari pelanggaran rambu-rambu lalu lintas sampai dengan aturan yang ada ...
Dedy Arma
doaj  

An Econometric model for the evolution of the Romanian Interbank Bid Rate (ROBID) in the context of the international financial crisis [PDF]

The paper presents the econometric modeling of overnight inter-banking interest rates (ROBID) in our country, the analyzed period is between 1999-2010.
Cociuba Mihail-Ioan, Zapodeanu Daniela Author   +1 more
core  

The brittleness index in hydraulic fracturing [PDF]

, 2015
We present a new definition of a brittleness index which is used as a criterion for candidate selection of rock intervals for hydraulic fracturing. The new index is a combination of material strength parameters and insitu stresses. It was derived from an
Atkinson, C, Papanastsiou, P
core  

Functional Vašiček Model

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, Neda Mohammadi, Leonardo Santoro, Hong Miao, Haonan Wang   +4 more
wiley   +1 more source

Modeling Some Weather Phenomena by Vector ARMA [PDF]

المجلة العراقية للعلوم الاحصائية, 2018
Hasnaa A Ismaeel, Thafer R. Al-Badrany
doaj   +1 more source