Results 171 to 180 of about 4,516 (208)
Some of the next articles are maybe not open access.
2015
The thesis regards theory of nonlinear ARMA models and its application on financial mar- kets data. First of all, we present general framework of time series modeling. Afterwards the theory of linear ARMA models is layed out, since it plays a key role in the theory of nonlinear models as well. The nonlinear models presented are threshold autoregressive
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The thesis regards theory of nonlinear ARMA models and its application on financial mar- kets data. First of all, we present general framework of time series modeling. Afterwards the theory of linear ARMA models is layed out, since it plays a key role in the theory of nonlinear models as well. The nonlinear models presented are threshold autoregressive
openaire +1 more source
2015
In this paper we propose the threshold vector autoregressive moving average model (TVARMA). It is a multivariate nonlinear time series model characterized by two or more regimes that follow a vector ARMA structure and where the switching among them is regulated by a latent variable.
NIGLIO, Marcella, Vitale Cosimo Damiano
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In this paper we propose the threshold vector autoregressive moving average model (TVARMA). It is a multivariate nonlinear time series model characterized by two or more regimes that follow a vector ARMA structure and where the switching among them is regulated by a latent variable.
NIGLIO, Marcella, Vitale Cosimo Damiano
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Numerical weather prediction (NWP) and hybrid ARMA/ANN model to predict global radiation
Energy, 2012Cyril Voyant +2 more
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