Results 211 to 220 of about 10,065 (268)
Correction: Generative AI Models in Time-Varying Biomedical Data: Scoping Review. [PDF]
He R +6 more
europepmc +1 more source
Traffic flow prediction based on spatial-temporal multi factor fusion graph convolutional networks. [PDF]
Chen YT, Liu A, Li C, Li S, Yang X.
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Mind the Baseline: The Hidden Impact of Reference Model Selection on Forecast Assessment
Stapper M, Funk S.
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DIFFERENTIAL GEOMETRY OF ARMA MODELS
Journal of Time Series Analysis, 1990Abstract.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 ...
Nalini Ravishanker +2 more
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Moments of the ARMA–EGARCH model [PDF]
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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The Identification of ARMA Models
Biometrika, 1990SUMMARY 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 +2 more
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ARMA Model and Wavelet-Based ARMA Model Application
Applied Mechanics and Materials, 2011This 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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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
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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

