Results 51 to 60 of about 4,516 (208)

Parsimonious Network Traffic Modeling By Transformed ARMA Models

IEEE Access, 2014
Generating synthetic data traffic, which statistically resembles its recorded counterpart is one of the main goals of network traffic modeling. Equivalently, one or several random processes shall be created, exhibiting multiple prescribed statistical ...
Markus Laner, Philipp Svoboda, Markus Rupp   +2 more
doaj   +1 more source

Testing for long memory in volatility in the Indian Forex market [PDF]

Ekonomski Anali, 2014
This article attempts to verify the presence of long memory in volatility in the Indian foreign exchange market using daily bilateral returns of the Indian Rupee against the US dollar from 17/02/1994 to 08/11/2013.
Kumar Anoop S.
doaj   +1 more source

Effect of Postweld Heat Treatment on Laser‐Welded Duplex Stainless Steel: Crystallographic Patterns and Fatigue Behavior

steel research international, EarlyView.
Laser welding of duplex stainless steel disrupts phase balance, promotes nitride precipitation, and reduces fatigue resistance. Postweld heat treatment restores austenite and dissolves nitrides, but the resulting crystallography and phase morphology still impair fatigue performance.
Aparecida Silva Magalhães, Charles Henrique Xavier Morais Magalhães, Milton Sergio Fernandes de Lima, Leonardo Barbosa Godefroid, Flávia Braga de Oliveira, Leonardo Lagoeiro, Geraldo Lúcio de Faria   +6 more
wiley   +1 more source

Two-Tier Reactive Power and Voltage Control Strategy Based on ARMA Renewable Power Forecasting Models

Energies, 2017
To address the static voltage stability issue and suppress the voltage fluctuation caused by the increasing integration of wind farms and solar photovoltaic (PV) power plants, a two-tier reactive power and voltage control strategy based on ARMA power ...
Jinling Lu, Bo Wang, Hui Ren, Daqian Zhao, Fei Wang, Miadreza Shafie-khah, João P. S. Catalão   +6 more
doaj   +1 more source

A Temporally Disentangled Contrastive Diffusion Model for Spatiotemporal Imputation

CAAI Transactions on Intelligence Technology, EarlyView.
ABSTRACT The analysis of spatiotemporal data is essential across many fields, such as transportation, meteorology and healthcare. Data gathered in practical applications often suffer from incompleteness due to device failures and network disruptions.
Yakun Chen, Kaize Shi, Zhangkai Wu, Juan Chen, Xianzhi Wang, Julian McAuley, Guandong Xu, Shui Yu   +7 more
wiley   +1 more source

Short‐Term Multi‐Horizon Line Loss Rate Forecasting of a Distribution Network Using Attention‐GCN‐LSTM

CAAI Transactions on Intelligence Technology, EarlyView.
ABSTRACT Accurately predicting line loss rates is crucial for effective management in distribution networks, particularly for short‐term multihorizon forecasts ranging from 1 hour to 1 week. In this study, we propose attention‐GCN–LSTM, a novel method that integrates graph convolutional networks (GCN), long short‐term memory (LSTM) and a three‐level ...
Jie Liu, Yijia Cao, Yong Li, Yixiu Guo, Wei Deng   +4 more
wiley   +1 more source

Linear Ensembles for WTI Oil Price Forecasting

Energies
This paper investigated the use of linear models to forecast crude oil futures prices (WTI) on a monthly basis, emphasizing their importance for financial markets and the global economy.
João Lucas Ferreira dos Santos, Allefe Jardel Chagas Vaz, Yslene Rocha Kachba, Sergio Luiz Stevan, Thiago Antonini Alves, Hugo Valadares Siqueira   +5 more
doaj   +1 more source

Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes [PDF]

Nonlinear Processes in Geophysics, 2005
Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average ...
W. Wang, W. Wang, P. H. A. J. M Van Gelder, J. K. Vrijling, J. Ma   +4 more
doaj  

Herbivore and mesocarnivore carcasses trigger divergent short‐term changes in soil properties

Journal of Animal Ecology, EarlyView.
Scavengers reshape nutrient cycles in soils under carrion. Compared to herbivore carcasses, smaller but longer‐lasting carnivore remains boost nutrient levels and microbial activity in dry soils. Abstract Animal corpses act as pulses of organic matter (OM) and serve a key zoogeochemical role by providing localized nutrient inputs to soils and thereby ...
Adrián Colino‐Barea, Fuensanta García‐Orenes, Zebensui Morales‐Reyes, Moisés Gonzálvez, Carlos Martínez‐Carrasco, Marcos Moleón, Daniel Redondo‐Gómez, Evan A. N. Marks, Minerva García‐Carmona, Victoria Arcenegui, José Carlos Huerta‐del‐Bosque, Adrián Orihuela‐Torres, Santiago Soliveres, Sofia Albolafio, Esther Sebastián‐González, José Antonio Sánchez‐Zapata   +15 more
wiley   +1 more source

Variability in Times of Disease. Application of ARMA-GARCH in Modelling and Predicting Volatility of S&P500 Index Return Rates in COVID-19

Ekonometria
Aim: The article considers the time series case of the closing prices of the S&P500 index over the period from January 2020 to April 2021. The author selected the best ARMA(p,q)-GARCH(1,1) models with different forms of probability density functions. The
Damian Wiśniewski
doaj   +1 more source