Results 21 to 30 of about 4,516 (208)
Heliyon, 2023 The article focuses on analyzing the robustness of Auto Regressive Integrated Moving Average (ARIMA) and Artificial Neural Networks (ANN) methods in unemployment rate estimation. In this context, a stochastic trend in the unemployment rate was determined
Dilek Surekci Yamacli, Serhan Yamacli
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The Scientific World Journal, 2014 The study has two aims. The first aim is to propose a family of nonlinear GARCH models that incorporate fractional integration and asymmetric power properties to MS-GARCH processes.
Melike Bildirici, Özgür Ersin
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Clustered Hybrid Wind Power Prediction Model Based on ARMA, PSO-SVM, and Clustering Methods
IEEE Access, 2020 Wind power prediction is the key technology to the safe dispatch and stable operation of power system with large-scale integration of wind power. In this work, based on the historical data of wind power, wind speed and temperature, the autoregressive ...
Yurong Wang, Dongchuan Wang, Yi Tang
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R-estimation for arma models [PDF]
Journal of Nonparametric Statistics, 2001 This paper is devoted to the It-estimation problem for the parameter of a stationary ARMA model. The asymptotic uniform linearity of a suitable vector of rank statistics leads to the asymptotic normality of v/w-consistent R-estimates resulting from the minimization of the norm of this vector.
Allal, Jelloul +2 more
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Prediction and Analysis of Meteorological Drought Based on Time Series(Case Study: SALMAS Watershed) [PDF]
محیط زیست و مهندسی آب, 2016 Time series analyses is a base method for more decisions about hydrological process and water operation. In Iran, drought is a continues and normal condition happening frequently and can be predicted by statistical and mathematical methods and models. In
Motaleb Byzedi +2 more
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Measuring the Distance between Sets of ARMA Models
Econometrics, 2016 A distance between pairs of sets of autoregressive moving average (ARMA) processes is proposed. Its main properties are discussed. The paper also shows how the proposed distance finds application in time series analysis.
Umberto Triacca
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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
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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
Gestão & Produção, 2008 As abordagens de inteligência computacional, tais como sistemas nebulosos e redes neurais artificiais, têm-se gradualmente estabelecido como ferramentas robustas para a tarefa de aproximação de sistemas não-lineares complexos e previsão de séries ...
Leandro dos Santos Coelho +2 more
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ROBUST FREQUENCY DOMAIN ARMA MODELLING
IFAC Proceedings Volumes, 2006 In this paper a method for the rejection of frequency domain outliers is proposed. The algorithm is based on the work by Huber on M-estimators and the concept of influence function introduced by Ha ...
Gillberg, Jonas +2 more
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