Results 81 to 90 of about 12,105 (264)
On the Identification of ARMA Graphical Models
IEEE Transactions on Automatic ControlThe paper considers the problem to estimate a graphical model corresponding to an autoregressive moving-average (ARMA) Gaussian stochastic process. We propose a new maximum entropy covariance and cepstral extension problem and we show that the problem admits an approximate solution which represents an ARMA graphical model whose topology is determined ...
openaire +3 more sources
Simplified Machine Diagnosis Techniques Using 3rd order ARMA Model of Absolute Deterioration Factor
, 2007 In order to diagnose machines accurately, the Kurtosis and Bicoherence methods were utilized. Calculating system parameter distance was also utilized to apply time series data to Autoregressive (AR) model or Autoregressive Moving Average (ARMA) model. In
石井, 康夫 +3 more
core
Journal of Esthetic and Restorative Dentistry, EarlyView.ABSTRACT Objective This study aimed to evaluate whether radiopacity differs among additively manufactured permanent resins, temporary resins, and conventional resin‐based composites at clinically relevant thicknesses. Materials and Methods Eight dental materials were evaluated and categorized into four groups: additively manufactured permanent resins ...
Sinem Coşkun‐Albayrak +3 more
wiley +1 more source
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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MODEL SELECTION CRITERIA AND QUADRATIC DISCRIMINATION IN ARMA AND SETAR TIME SERIES MODELS [PDF]
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.
Daniel Peña, Pedro Galeano
core
Journal of Intellectual Disability Research, EarlyView.ABSTRACT Over time, sexuality has become a crucial aspect in people's lives, regardless of physical, intellectual or social conditions, ranging from sex and sexually transmitted diseases to gender identity and sexual orientation. The aim of this study was to carry out a review of the scientific literature on sexual orientation in people with ...
Laura Armas Junco +2 more
wiley +1 more source
The Predatory Ability and Intraspecific Interference Response of Arma chinensis to the Larvae of Ectropis grisescens [PDF]
Chaye kexueTo explore the biological control potential of Arma chinensis, a predatory insect, against Ectropis grisescens larvae, the predation and search effect of 4th-5th instar Arma chinensis nymphs and female adults on 3rd-5th instar larvae of Ectropis ...
GUO Shibao, CHEN Junhua, ZHANG Long, LI Feifan, LIU Hongmin, SHI Hongzhong
doaj +1 more source
Asymptotic Theory for a Vector ARMA-GARCH Model, [PDF]
This paper investigates the asymptotic theory for a vector ARMA-GARCH model. The conditions for the strict stationarity, ergodicity, and the higherorder moments of the model are established.
Michael McAleer, Shiqing Ling
core
, 2015 The thesis regards theory of nonlinear ARMA models and its application on financial mar- kets data. First of all, we present general framework of time series modeling. Afterwards the theory of linear ARMA models is layed out, since it plays a key role in
Šabata, Marek
core
Another Look at the (Ir)Relevance of Long‐Run Risks for Equity Risk Premia
Journal of Money, Credit and Banking, EarlyView.Abstract I investigate the empirical asset pricing implications of a three‐factor macro model that extends the baseline consumption model Consumption Capital Asset Pricing Model (CCAPM) by adding the innovations in expected long‐run consumption growth (consumption growth news) and expected long‐run consumption variance (variance news) as risk factors ...
PAULO MAIO
wiley +1 more source