Results 131 to 140 of about 4,093 (257)
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets [PDF]
Crude oil price volatility has been analyzed extensively for organized spot, forward and futures markets for well over a decade, and is crucial for forecasting volatility and Value-at-Risk (VaR).
Chang, C., McAleer, M.J., Tansuchat, R.
core +3 more sources
New insights into pseudo-fractional ARMA modelling [PDF]
Proceedings of the International Conference on Computational Cybernetics, Vienna University of Technology, August 30 - September 1, 2004In this paper the modeling of Fractional Linear Systems through ARMA models is addressed.
Serralheiro, António J. +1 more
core
ARMA Modeling of Artificial Accelerograms for Algeria
International audienceThe main aim of this study is to examine on the real and simulated earthquakes effects. This paper deals with the use of ARMA models in earthquake engineering.
A. Menasri +7 more
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Detergent Virus Inactivation in Chromatography Systems
ABSTRACT Detergent treatment is a widely utilized virus‐inactivation step in therapeutic protein manufacturing to safeguard products. Traditionally, this operation is performed in an incubation vessel in batch mode. In this investigation, a methodology was developed to enable virus inactivation via a post‐load, detergent‐containing wash within a bind ...
Kang Cai +6 more
wiley +1 more source
Background and Objective: Predicting municipal solid waste generation has an important role in solid waste management. The aim of this study was to predict municipal solid waste generation in Isfahan through time series method and system dynamics ...
A Ebrahimi +3 more
doaj
System Identification of Small Loudspeakers Using ARMA Model
This study illustrates a data driven system identification method for loudspeaker model estimation using the knowledge of the underlying physics of loudspeakers.
Jaewon Choi +2 more
core +1 more source
Forecasting House Prices: The Role of Market Interconnectedness
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen +3 more
wiley +1 more source
ARMA(1,1) Modeling of Quake4 Server to Client Game Traffic
Modeling traffic generated by Internet based multiplayer computer games has attracted a great deal of attention in the past few years. In part this has been driven by a need to simulate correctly the network impact of highly interactive online game ...
Anthony Cricenti
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Simulations of ARMA and ARMAX models for a machining process
The needs of accuracy of machines are strictly increasing for the manufacturing processes. It is costly to use high precision machine to achieve the goal.
Fung, EHK, Wong, YK, Tang, WK
core
ABSTRACT Aim To assess the perceived effectiveness of the school nurse services through students' responses and to examine whether there is a detectable relationship between the students' subjective health status and the school nurse's service delivery.
Ilona Karácsony +2 more
wiley +1 more source

