Results 31 to 40 of about 10,065 (268)

MOTION ARTIFACT REDUCTION IN FUNCTIONAL NEAR INFRARED SPECTROSCOPY SIGNALS BY AUTOREGRESSIVE MOVING AVERAGE MODELING BASED KALMAN FILTERING [PDF]

open access: yesJournal of Innovative Optical Health Sciences, 2013
Functional near infrared spectroscopy (fNIRS) is a technique that is used for noninvasive measurement of the oxyhemoglobin (HbO2) and deoxyhemoglobin (HHb) concentrations in the brain tissue.
MEHDI AMIAN, S. KAMALEDIN SETAREHDAN
doaj   +1 more source

Testing a linear ARMA model against threshold-ARMA models: A Bayesian approach [PDF]

open access: yesCommunications 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

Volatility analysis and forecasting of vegetable prices using an ARMA‐GARCH model: An application of the CF filter and seasonal adjustment method to Korean green onions

open access: yesAgribusiness, 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

The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics

open access: yesAgribusiness, 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

Spectrum of randomly sampled multivariate ARMA models [PDF]

open access: yes, 1998
summary:The paper is devoted to the spectrum of multivariate randomly sampled autoregressive moving-average (ARMA) models. We determine precisely the spectrum numerator coefficients of the randomly sampled ARMA models.
Kadi, Amina
core   +1 more source

Podemos prever a taxa de cambio brasileira? Evidência empírica utilizando inteligência computacional e modelos econométricos Can we forecast Brazilian exchange rates? Empirical evidences using computational intelligence and econometric models

open access: yesGestão & 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
doaj   +1 more source

The ARMA alphabet soup: A tour of ARMA model variants

open access: yesStatistics Surveys, 2010
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Holan, Scott H.   +2 more
openaire   +2 more sources

Origin, evolution and biogeographic dynamics of the European rabbit (Oryctolagus cuniculus) in Southwestern Europe

open access: yesThe Anatomical Record, EarlyView.
Abstract The Pleistocene is a key period for understanding the evolutionary history and palaeobiogeography of the European rabbit (Oryctolagus cuniculus). The species was first documented in southeastern Iberia at the beginning of the Middle Pleistocene and appears to have rapidly spread throughout Southwestern Europe, where it was found in numerous ...
Maxime Pelletier
wiley   +1 more source

Daily Residential Natural Gas Demand Forecasting Using Machine Learning Regression: Comparative Evaluation With a Case Study in Qazvin Province, Iran

open access: yesEnergy Science &Engineering, EarlyView.
This graphical abstract summarizes the proposed framework for improving short‐term residential natural gas consumption forecasting by integrating a novel socioeconomic indicator, the subscription growth ratio (SGR), with conventional meteorological variables.
Ali Pirzad, Mostafa Khanzadi
wiley   +1 more source

Model selection criteria and quadratic discrimination in ARMA and SETAR time series models [PDF]

open access: yes, 2004
We show that analyzing model selection in ARMA time series models as a quadratic discrimination problem provides a unifying approach for deriving model selection criteria.
Peña, Daniel, Galeano, Pedro
core  

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