Results 71 to 80 of about 111,952 (197)

Predictive Study of Tuberculosis Incidence by ARMA Model Combined with Air Pollution Variables

Complexity, 2020
China has the second largest number of tuberculosis (TB) cases in the world, and the Xinjiang province has the highest TB incidence in China. Urumqi is the capital city of Xinjiang; good TB prevention and control in Urumqi can provide an example for ...
Yanling Zheng
doaj   +1 more source

Research on the prediction of dangerous goods accidents during highway transportation based on the ARMA model. [PDF]

J Loss Prev Process Ind, 2021
Li X, Liu Y, Fan L, Shi S, Zhang T, Qi M.   +5 more
europepmc   +1 more source

FORECASTING INTEREST RATES - A COMPARATIVE ASSESSMENT OF SOME SECOND GENERATION NON-LINEAR MODELS [PDF]

Modelling and forecasting of interest rates has traditionally proceeded in the framework of linear stationary models such as ARMA and VAR, but only with moderate success.
Dilip M. Nachane, Jose G. Clavel
core   +1 more source

FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS [PDF]

In this paper we study simple time series models and assess their forecasting performance. In particular we calibrate ARMA and ARMAX (where the exogenous variable is the system load) processes.
Adam Misiorek, Rafal Weron
core  

The Application of Spatial Analysis and Time Series in Modeling the Frequency of Earthquake Events in Bengkulu Province

Aceh International Journal of Science and Technology, 2018
This study provides an overview in combining spatial analysis and time series analysis to model the frequency of earthquake. The aim of this research is to apply the spatial statistical analysis and time series analysis in estimating semivariogram ...
Fachri Faisal, Pepi Novianti, Jose Rizal
doaj   +1 more source

Modeling and forecasting electricity loads: A comparison [PDF]

In this paper we study two statistical approaches to load forecasting. Both of them model electricity load as a sum of two components – a deterministic (representing seasonalities) and a stochastic (representing noise).
Adam Misiorek, Rafal Weron
core  

Some explicit conditions for a stationary representation of the unilateral second-order spatial ARMA model [PDF]

, 2009
The analysis of the spatial data has been carried out in many disciplines such as demography, meteorology, geology and remote sensing. The spatial data modelling is important because it recognizes the phenomenon of spatial correlation in field ...
Abdullah, Saidatulnisa, Shitan, Mahendran   +1 more
core  

Problemas de homogeneidad en modelos de series temporales [PDF]

, 1990
Este trabajo se ocupa de problemas de homogeneidad en general, y de cambios en el modelo ARMA en particular, de una serie temporal. Dada una serie temporal, se propone un modelo compuesto de diversos elementos.
Peña Sánchez de Rivera, Juan Ignacio
core   +1 more source

Estimating ARMA Models Efficiently [PDF]

Studies in Nonlinear Dynamics & Econometrics, 2001
This paper presents the asymptotic and finite sample properties of the efficient method of moments and indirect inference, when applied to estimating stationary ARMA models. Issues such as identification, model selection, and testing are also discussed.
openaire   +1 more source

Hierarchical equilibria of branching populations [PDF]

In this paper we study high moment partial sum processes based on residuals of a stationary ARMA model with or without a unknown mean parameter. We show that they can be approximated in probability by the analogous processes which are obtained from the ...
Hao Yu
core