Results 181 to 190 of about 361,494 (239)

ARMA Model for Tracking Accelerated Corrosion Damage in a Steel Beam. [PDF]

open access: yesSensors (Basel)
Zolfagharysaravi S   +7 more
europepmc   +1 more source

Estimation of ARMA(p, q) parameters

Signal Processing, 1991
Abstract The need for estimating the parameters of an ARMA( p , q ) process arises in many applications both in signal processing and in automatic control. Recently, we proposed an estimation procedure to get the ARMA parameters. The method is based on a 2-step approach: first the AR parameters are estimated using a transient Kalman gain, then the ...
Josiane Zerubia, Gérard Alengrin
openaire   +1 more source

Bayes inference in regression models with ARMA (p, q) errors

Journal of Econometrics, 1994
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chib, Siddhartha, Greenberg, Edward
openaire   +1 more source

Estimating the adjustment coefficient in an ARMA(p, q) risk model

Insurance: Mathematics and Economics, 1995
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Christ, Ralf, Steinebach, Josef
openaire   +1 more source

A simple neural network for ARMA(p,q) time series

Omega, 2001
Abstract This study was designed: (a) to investigate a simple neural-network solution to forecasting the special class of time series corresponding to a wide range of ARMA( p , q ) structures; (b) to study the significance of matching the input window size with the nature of time series.
Hwarng, H.B., Ang, H.T.
openaire   +1 more source

Analysis of ecological time series with ARMA(p,q) models

Ecology, 2010
Autoregressive moving average (ARMA) models are useful statistical tools to examine the dynamical characteristics of ecological time‐series data. Here, we illustrate the utility and challenges of applying ARMA(p,q) models, wherepis the dimension of the autoregressive component of the model, andqis the dimension of the moving average component. We focus
Anthony R, Ives   +2 more
openaire   +2 more sources

Estimation of a linear regression model with stationary ARMA(p, q) errors

Journal of Econometrics, 1991
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Zinde-Walsh, Victoria   +1 more
openaire   +2 more sources

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