Results 21 to 30 of about 4,093 (257)
Resolution-Invariant Separable Arma Modeling Of Images [PDF]
, 2011 We suggest a continuous-domain stochastic modeling of images that is invariant to spatial resolution. Specifically, we are proposing an estimator that is calibrated with respect to the sampling step, and that can potentially handle aliased data ...
Aurelien Bourquard +5 more
core +1 more source
The Annals of Statistics, 1975 In estimating a vector model, $\Sigma B(j)x(n-j)=\Sigma A(j)\epsilon(n-j), A(0)=I_r, E(\epsilon(m)\epsilon(n)')=\delta_{mn}K$ it is suggested that attention be confined to cases where $g(z) =\Sigma A(j)z^j, h(z)=\Sigma B(j)z^j$ have determinants with no zeroes inside the unit circle and have $I_r$ as greatest common left divisor and where $\1brack A(p)\
openaire +2 more sources
Frequency-Zooming ARMA Modeling for Analysis of Noisy String Instrument Tones
EURASIP Journal on Advances in Signal Processing, 2003 This paper addresses model-based analysis of string instrument sounds. In particular, it reviews the application of autoregressive (AR) modeling to sound analysis/synthesis purposes.
Esquef Paulo AA +2 more
doaj +1 more source
مجله آب و خاک, 2017 Introduction: Time series models are generally categorized as a data-driven method or mathematically-based method. These models are known as one of the most important tools in modeling and forecasting of hydrological processes, which are used to design ...
Farshad Fathian +3 more
doaj +1 more source
Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach [PDF]
Communications in Statistics - Simulation and Computation, 2016 We introduce a Bayesian approach to test linear autoregressive moving-average (ARMA) models against threshold autoregressive moving-average (TARMA) models. Firstly, the marginal posterior densities of all parameters, including the threshold and delay, of a TARMA model are obtained by using Gibbs sampler with Metropolis-Hastings algorithm.
Liang, Rubing +3 more
openaire +3 more sources
Agribusiness, EarlyView.Abstract The vegetable market experiences significant price fluctuations due to the complex interplay of trend, cyclical, seasonal, and irregular factors. This study takes Korean green onions as an example and employs the Christiano–Fitzgerald filter and the CensusX‐13 seasonal adjustment methods to decompose its price into four components: trend ...
Yiyang Qiao, Byeong‐il Ahn
wiley +1 more source
Parsimonious Network Traffic Modeling By Transformed ARMA Models
IEEE Access, 2014 Generating synthetic data traffic, which statistically resembles its recorded counterpart is one of the main goals of network traffic modeling. Equivalently, one or several random processes shall be created, exhibiting multiple prescribed statistical ...
Markus Laner +2 more
doaj +1 more source
Utilizing ARMA Models for System Identification in Stirred Tank Heater: Different Approaches
Computing Open, 2023 Since system identification is a substantial part of many control algorithms, attaining a suitable model is necessary. In this paper, as a novelty, six standard identification methods are used so as to identify the linear ARMA forms of the proposed ...
Kiavash Hossein Sadeghi +2 more
doaj +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Bayesian change-point modeling with segmented ARMA model.
PLoS ONE, 2018 Time series segmentation aims to identify segment boundary points in a time series, and to determine the dynamical properties corresponding to each segment.
Farhana Sadia +2 more
doaj +1 more source