Results 41 to 50 of about 111,952 (197)
PLoS ONE, 2022 SVR-ARMA-GARCH models provide flexible model fitting and good predictive powers for nonlinear heteroscedastic time series datasets. In this study, we explore the change point detection problem in the SVR-ARMA-GARCH model using the residual-based CUSUM ...
HsinKai Wang +3 more
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Frontiers in Neurology, 2023 IntroductionThe Arm Activity Measure was developed to assess active and passive functions of the upper limb in people with unilateral paresis, but a Chinese version is not available and its psychometric properties have not been specifically tested in ...
Nga Huen Chan +3 more
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Model selection criteria and quadratic discrimination in ARMA and SETAR time series models [PDF]
, 2004 We show that analyzing model selection in ARMA time series models as a quadratic discrimination problem provides a unifying approach for deriving model selection criteria.
Galeano, Pedro, Peña, Daniel
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Symbolic ARMA Model Analysis [PDF]
Computational Economics, 2013 ARMA models provide a parsimonious and flexible mechanism for modeling the evolution of a time series. Some useful measures of these models (e.g., the autocorrelation function or the spectral density function) are tedious to compute by hand. This paper uses a computer algebra system, not simulation, to calculate measures of interest associated with ...
Keith H. Webb, Lawrence M. Leemis
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When and Where: Predicting Human Movements Based on Social Spatial-Temporal Events
, 2014 Predicting both the time and the location of human movements is valuable but challenging for a variety of applications. To address this problem, we propose an approach considering both the periodicity and the sociality of human movements. We first define
Kong, Xiangnan +3 more
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IEEE Access, 2018 Rolling element bearing is a critical component in many mechanical systems in view of its critical functionality. One of the major issues industries face today is the failure of bearings, which results in catastrophic consequences.
Yanfei Lu +3 more
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Evaluation of Combined ARMA-ARCH and BL-ARCH models in Modeling Lake Urmia water level [PDF]
علوم و مهندسی آبیاری, 2017 Many nonlinear models have been developed based on the mean errors modeling. However, the non-linear models with Autoregressive conditional heteoscedasticity are based on variance modeling. These models are combined with linear models, partly to increase
Mohammad Nazeri Tahrudi +3 more
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Tight Upper and Lower Bounds to the Information Rate of the Phase Noise Channel
, 2013 Numerical upper and lower bounds to the information rate transferred through the additive white Gaussian noise channel affected by discrete-time multiplicative autoregressive moving-average (ARMA) phase noise are proposed in the paper. The state space of
Barletta, Luca +2 more
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Black box modelling and simulating the dynamic indoor air temperature of a laboratory using (ARMA) model [PDF]
, 2022 Mathematical model representing the dynamic indoor air temperature of a building is important for reducing the time and cost required to test any proposed thermal comfort control algorithm and strategy for that building through computer simulation. There
Faruq, Amrul +2 more
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ARMA Models for Mortality Forecast
Lietuvos statistikos darbai, 2016 In the last several decades, many countries have been paying a lot of attention to mortality forecastingbecause of high longevity risk. The purpose of this paper is to analyze mortality characteristics of Baltic countries andmake predictions using ARMA models.
Šiškina, Natalja, Šiaulys, Jonas
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