Results 1 to 10 of about 111,932 (178)
Improved Virtual Gyroscope Technology Based on the ARMA Model [PDF]
Micromachines, 2018 In view of the large output noise and low precision of the Micro-electro-mechanical Systems (MEMS) gyroscope, the virtual gyroscope technology was used to fuse the data of the MEMS gyroscope to improve its output precision.
Jinlong Song +3 more
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ARMA Model for Tracking Accelerated Corrosion Damage in a Steel Beam [PDF]
SensorsThis paper proposes an enhanced vibration-based damage detection index leveraging autoregressive moving average (ARMA) time-series modeling. The method relies on the fact that material deterioration alters the vibration features of the structure.
Sina Zolfagharysaravi +7 more
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Sea Spectral Estimation Using ARMA Models [PDF]
Sensors, 2021 This paper deals with the spectral estimation of sea wave elevation time series by means of ARMA models. To start, the procedure to estimate the ARMA coefficients, based on the use of the Prony’s method applied to the auto-covariance series, is presented.
Marta Berardengo +2 more
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Moments of the ARMA–EGARCH model [PDF]
The Econometrics Journal, 2003 Summary: This paper considers the moment structure of the general ARMA-EGARCH model. In particular, we derive the autocorrelation function of any positive integer power of the squared errors. In addition, we obtain the autocorrelations of the squares of the observed process and cross correlations between the levels and the squares of the observed ...
Menelaos Karanasos, J. Kim
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Bayesian analysis of ARMA models [PDF]
, 2000 Root cancellation in Auto Regressive Moving Average (ARMA) models leads tolocal non-identification of parameters. When we use diffuse or normal priorson the parameters of the ARMA model, posteriors in Bayesian analyzes show ana posteriori favor for this local non-identification. We show that the priorand posterior of the parameters of an ARMA model are
Kleibergen, F.R., Hoek, H.-
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Research on Financial Market Risks Based on VaR Model [PDF]
MATEC Web of Conferences, 2022 With the continuous development of the Internet financial industry, its impact on people's daily life is growing. Under the influence of the information technology and the financial innovation, the volatility of the financial market has been ...
Wang Rongming
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Time Series Forecasting with UCM Model ; A Comparative Study using the Tigris River Data [PDF]
المجلة العراقية للعلوم الاحصائية, 2008 In this paper,we build two basic models to forecast a flow water of the Tigris river which enters to mosul city . The first model is Unobserved Components Model which is writing braivly by UCM,the second is Autoregressive and Moving Average model which
Thafer Ramathan Muttar +1 more
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Time Series Forecasting of Partial Signals in Thermal Power Units
Zhongguo dianli, 2020 Constrained by the performance of the equipment, certain issues have been existing in the main control parameters of boiler during the unit load changing process, such as large time delay and large inertia.
Jiaxing WANG +3 more
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APLIKACE ARMA A GARCH MODELŮ NA ČASOVÉ ŘADĚ AKCIÍ KOMERČNÍ BANKY [PDF]
ACC Journal, 2020 Jedním z hlavních cílů subjektů na trhu cenných papírů je ve správný okamžik akcie levně nakoupit (nakoupit podhodnocené akcie) a rovněž ve správný okamžik akcie draze prodat (prodat nadhodnocené akcie).
Sedláková Markéta
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Hierarchical Bayesian Choice of Laplacian ARMA Models Based on Reversible Jump MCMC Computation
International Journal of Computational Intelligence Systems, 2020 An autoregressive moving average (ARMA) is a time series model that is applied in everyday life for pattern recognition and forecasting. The ARMA model contains a noise which is assumed to have a specific distribution.
Suparman
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