Results 201 to 210 of about 4,093 (257)

A Novel Monitoring Method of Wind-Induced Vibration and Stability of Long-Span Bridges Based on Permanent Scatterer Interferometric Synthetic Aperture Radar Technology. [PDF]

Sensors (Basel)
Ma J, Xue X, Zhi G, Zheng H, Zhu H.
europepmc   +1 more source

Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]

Entropy (Basel)
Yan K, Yue Z, Wu CC, He Q, Zhou J, Hao Z, Li Y.   +6 more
europepmc   +1 more source

Digital health technologies in medicine: evidence, artificial intelligence integration, and ethical challenges. [PDF]

Infect Agent Cancer
Cascella M, Pane C, Di Pumpo M, Sebastiani E, Bussa M, Tagliaferri A, Brunetti B, Meloni P, Bianchini E, Graziani P, Faustini F, D'Onofrio G, Manetta D, Catania CA, Fornari CJ, Scarda A, Smanio F, Imbesi C, Avella MT, Fusco R, Granata V.   +20 more
europepmc   +1 more source

Moments of the ARMA–EGARCH model [PDF]

The Econometrics Journal, 2003
Summary: This paper considers the moment structure of the general ARMA-EGARCH model. In particular, we derive the autocorrelation function of any positive integer power of the squared errors. In addition, we obtain the autocorrelations of the squares of the observed process and cross correlations between the levels and the squares of the observed ...
Menelaos Karanasos, J. Kim
openaire   +2 more sources

Some of the next articles are maybe not open access.

Related searches:

The Identification of ARMA Models

Biometrika, 1990
SUMMARY We present a new powerful method for determining the order of ARMA (p, q) models having small sets of observations. The procedure is based on an autoregressive order determination criterion and on linear estimation methods. Simulated data are used to demonstrate the capabilities of the approach. for a survey.
TARMO PUKKILA, SERGIO KOREISHA, ARTO KALLINEN   +2 more
openaire   +1 more source

ARMA Model and Wavelet-Based ARMA Model Application

Applied Mechanics and Materials, 2011
This article discusses some of the linear regression model from the modeling theory, focusing on the modeling method of selecting the optimal model, choose the best bandwidth criteria. Then, given some of the partial linear regression model from the estimates and the partial residual nuclear smooth estimates, and estimate the model using the partial ...
Wei Wei, Hao Ma
openaire   +1 more source

A new recursive pseudo least squares algorithm for ARMA filtering and modeling. I

IEEE Transactions on Signal Processing, 1992
This study is based on the observation that if the bootstrapping is combined with different parameterizations of the ARMA (autoregressive moving average) process, then different linearized problems are obtained for the underlying nonlinear ARMA modeling ...
S D Joshi
exaly   +2 more sources

Deterministic ARMA Models

1986
This paper deals with the ubiquitous class of linear time-invariant finite dimensional systems. In [1] it has been shown that this is precisely the class of AR systems, that is, the dynamical systems whose behavior is governed by a finite set of autoregressive relations.
NIEUWENHUIS, JW, WILLEMS, JC
openaire   +2 more sources

The Misspecification of Arma Models

Statistica Neerlandica, 1989
The object of this paper is to assess the effects of fitting a model of the wrong order to a time series which is generated by an autoregressive moving–average process. The method is to examine the spectral density functions which are indicated by the probability limits of the least–squares estimators of the misspecified models.
openaire   +2 more sources

ARMA-models and their equivalences

International Journal of Control, 2009
The classical theory of ‘strict system equivalence’ of Rosenbrock and Fuhrmann is presented in a very general setting, namely, in the setting of ARMA-models defined over an arbitrary commutative ring.
openaire   +1 more source