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2015
In this paper we propose the threshold vector autoregressive moving average model (TVARMA). It is a multivariate nonlinear time series model characterized by two or more regimes that follow a vector ARMA structure and where the switching among them is regulated by a latent variable.
NIGLIO, Marcella, Vitale Cosimo Damiano
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In this paper we propose the threshold vector autoregressive moving average model (TVARMA). It is a multivariate nonlinear time series model characterized by two or more regimes that follow a vector ARMA structure and where the switching among them is regulated by a latent variable.
NIGLIO, Marcella, Vitale Cosimo Damiano
openaire +1 more source
Soft-computing techniques and ARMA model for time series prediction
Neurocomputing, 2008Miguel Pasadas
exaly
Integrated ARMA model method for damage detection of subsea pipeline system
Engineering Structures, 2013Hong Hao
exaly