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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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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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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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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Implied Volatility Prediction Based on Different Term Structures: An Empirical Study of the SSE 50 ETF Options Market from High-Frequency Data [PDF]
E3S Web of Conferences, 2021 This article focuses on the implied volatility forecast of the SSE 50 ETF options market from June 1, 2017, to August 30, 2019, and constructs AR (1) model and ARMA-GARCH model based on liquidity characteristics to compare and analyze the prediction ...
Yang Wenqi, Ma Jingkun
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Pendugaan Imbal Hasil Saham dengan Model Autoregressive Moving Average
Jambura Journal of Mathematics, 2021 ABSTRAK Seorang investor pada umumnya berharap untuk membeli suatu saham dengan harga yang rendah dan menjual saham tersebut dengan harga yang lebih tinggi untuk memperoleh imbal hasil yang tinggi.
Grifin Ryandi Egeten +2 more
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Clustered Hybrid Wind Power Prediction Model Based on ARMA, PSO-SVM, and Clustering Methods
IEEE Access, 2020 Wind power prediction is the key technology to the safe dispatch and stable operation of power system with large-scale integration of wind power. In this work, based on the historical data of wind power, wind speed and temperature, the autoregressive ...
Yurong Wang, Dongchuan Wang, Yi Tang
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