Results 11 to 20 of about 4,093 (257)

On model fitting and estimation of strictly stationary processes

open access: yesModern Stochastics: Theory and Applications, 2017
Stationary processes have been extensively studied in the literature. Their applications include modeling and forecasting numerous real life phenomena such as natural disasters, sales and market movements.
Marko Voutilainen   +2 more
doaj   +1 more source

Estimation of ARMA Model Order via Artificial Neural Network for Modeling Physiological Systems

open access: yesIEEE Access, 2020
Model order estimation is the most important but challenging step for system identification using an autoregressive moving average (ARMA) model. In this paper, we propose an artificial neural network (ANN) structure to estimate the best model order for ...
Md-Billal Hossain   +2 more
doaj   +1 more source

MOTION ARTIFACT REDUCTION IN FUNCTIONAL NEAR INFRARED SPECTROSCOPY SIGNALS BY AUTOREGRESSIVE MOVING AVERAGE MODELING BASED KALMAN FILTERING [PDF]

open access: yesJournal of Innovative Optical Health Sciences, 2013
Functional near infrared spectroscopy (fNIRS) is a technique that is used for noninvasive measurement of the oxyhemoglobin (HbO2) and deoxyhemoglobin (HHb) concentrations in the brain tissue.
MEHDI AMIAN, S. KAMALEDIN SETAREHDAN
doaj   +1 more source

Modeling Mortality Based on Pollution and Temperature Using a New Birnbaum–Saunders Autoregressive Moving Average Structure with Regressors and Related-Sensors Data

open access: yesSensors, 2021
Environmental agencies are interested in relating mortality to pollutants and possible environmental contributors such as temperature. The Gaussianity assumption is often violated when modeling this relationship due to asymmetry and then other regression
Helton Saulo   +4 more
doaj   +1 more source

Estimation of the parameters of symmetric stable ARMA and ARMA–GARCH models [PDF]

open access: yesJournal of Applied Statistics, 2021
In this article, we first propose the modified Hannan-Rissanen Method for estimating the parameters of the autoregressive moving average (ARMA) process with symmetric stable noise and symmetric stable generalized autoregressive conditional heteroskedastic (GARCH) noise.
Sathe, Aastha M., Upadhye, N. S.
openaire   +3 more sources

Global Solar Radiation Forecasting Based on Hybrid Model with Combinations of Meteorological Parameters: Morocco Case Study

open access: yesForecasting, 2023
The adequate modeling and estimation of solar radiation plays a vital role in designing solar energy applications. In fact, unnecessary environmental changes result in several problems with the components of solar photovoltaic and affects the energy ...
Brahim Belmahdi   +3 more
doaj   +1 more source

Predictive Modeling for Forecasting Air Quality Index (AQI) Using Time Series Analysis [PDF]

open access: yesAvicenna Journal of Environmental Health Engineering, 2023
Air pollution is a widespread problem in India. The study focuses on forecasting the air quality index (AQI) using time series modeling techniques for the most polluted area of Dehradun City in Uttarakhand state, India. The train test approach of machine
Alka Pant   +3 more
doaj   +1 more source

A Finite Mixture GARCH Approach with EM Algorithm for Energy Forecasting Applications

open access: yesEnergies, 2021
Enhancing forecasting performance in terms of both the expected mean value and variance has been a critical challenging issue for energy industry.
Yang Zhang   +4 more
doaj   +1 more source

Big Data Analytics and Structural Health Monitoring: A Statistical Pattern Recognition-Based Approach

open access: yesSensors, 2020
Recent advances in sensor technologies and data acquisition systems opened up the era of big data in the field of structural health monitoring (SHM).
Alireza Entezami   +3 more
doaj   +1 more source

Modeling and Forecasting of Rainfall Time Series. A Case Study for Pakistan

open access: yesInternational Journal of Economic and Environment Geology, 2022
The change of weather conditions is considered as the major problem, particularly for developing country like Pakistan. Machine learning and artificial neural network models have become attractive forecast techniques for ...
Tayyab Raza Faraz
doaj   +1 more source

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