Results 151 to 160 of about 4,516 (208)

Residual XGBoost regression-Based individual moving range control chart for Gross Domestic Product growth monitoring. [PDF]

PLoS One
Aisy RR, Zulfa L, Rahim Y, Ahsan M.
europepmc   +1 more source

Mind the Baseline: The Hidden Impact of Reference Model Selection on Forecast Assessment

Stapper M, Funk S.
europepmc   +1 more source

Correction: Generative AI Models in Time-Varying Biomedical Data: Scoping Review.

J Med Internet Res
He R, Sarwal V, Qiu X, Zhuang Y, Zhang L, Liu Y, Chiang J.   +6 more
europepmc   +1 more source

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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

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
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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
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DIFFERENTIAL GEOMETRY OF ARMA MODELS

Journal of Time Series Analysis, 1990
Abstract.A general approach for the development of a statistical inference on autoregressive moving‐average (ARMA) models is presented based on geometric arguments. ARMA models are characterized as members of the curved exponential family. Geometric properties of ARMA models are computed and used to suggest parameter transformations that satisfy ...
Ravishanker, Nalini, Melnick, Edward L., Tsai, Chih-Ling   +2 more
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ESTIMATION OF SPATIAL ARMA MODELS

Australian Journal of Statistics, 1992
SummarySpatial ARMA models are considered using the nonsymmetric half plane ordering on a lattice of data. A method is given for the estimation of the orders and the coefficients of such models under an identifiability condition and the condition that the beat linear predictor is the best predictor in the mean square sense.
Huang, D., Anh, V. V.
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