Results 11 to 20 of about 361,494 (239)

Çorum Çat Deresi Yıllık Akım Serisinin Stokastik Analizi

Journal of Agricultural Sciences, 2003
Bu çal ışma, Çorum Çat Deresinde ölçülen y ı ll ı k ak ı m serisinin modellenmesi amac ı yla yap ı lm ışt ı r. Yı ll ı k ak ı m serisinin modellenmesinde ARMA p,q modelleri kullan ı lm ışt ı r.
Kadri Yüreklı
doaj   +1 more source

Antireflux mucosectomy (ARMS) and antireflux mucosal ablation (ARMA) for gastroesophageal reflux disease: a systematic review and meta-analysis

Endoscopy International Open, 2021
Background and study aims Antireflux mucosectomy (ARMS) and antireflux mucosal ablation (ARMA) are new endoscopic procedures for patients with gastroesophageal reflux disease (GERD).
Enrique Rodríguez de Santiago, Carlos Teruel Sanchez-Vegazo, Beatriz Peñas, Yuto Shimamura, Mayo Tanabe, Noelia Álvarez-Díaz, Sofía Parejo, Sumi Kazuya, Natalia Marcos-Carrasco, Enrique Vazquez-Sequeiros, Haruhiro Inoue, Agustín Albillos   +11 more
doaj   +1 more source

Pronóstico policial en fenómenos delictivos y sistema de Anticipación estratégica [PDF]

Logos Ciencia & Tecnología, 2018
El artículo tiene como objetivo analizar la tipología de los hurtos a comercios, registrados en Bogotá durante los años 2016 y 2017. La investigación sigue un enfoque cuantitativo, diseño transversal longitudinal, con técnica para series temporales ...
osé Joaquín Martínez Lozano , Jairo Laverde, Alvaro Ramírez Restrepo   +2 more
doaj   +1 more source

A Wavelet-Decomposed WD-ARMA-GARCH-EVT Model Approach to Comparing the Riskiness of the BitCoin and South African Rand Exchange Rates

Data, 2023
In this paper, a hybrid of a Wavelet Decomposition–Generalised Auto-Regressive Conditional Heteroscedasticity–Extreme Value Theory (WD-ARMA-GARCH-EVT) model is applied to estimate the Value at Risk (VaR) of BitCoin (BTC/USD) and the South African Rand ...
Thabani Ndlovu, Delson Chikobvu
doaj   +1 more source

A Continuous Time GARCH Process of Higher Order [PDF]

, 2005
A continuous time GARCH model of order (p,q) is introduced, which is driven by a single Lévy process. It extends many of the features of discrete time GARCH(p,q) processes to a continuous time setting.
Brockwell, Peter J., Chadraa, Erdenebaatar, Lindner, Alexander M.   +2 more
core   +2 more sources

ARMA model for short-term forecasting of solar potential: application to a horizontal surface of Dakar site

Materials and Devices, 2019
This paper presents a model for short-term forecasting of solar potential on a horizontal surface. This study is carried out in to the context of valuing of energy production from photovoltaic solar sources in the Sahelian zone.
A. Mbaye, M.L. Ndiaye, D.M. Ndione, M. Sylla, M.C. Aidara, M. Diaw, V. Traore, A. Ndiaye, P.A.S. Ndiaye   +8 more
doaj   +1 more source

BOOTSTRAP FOR ORDER IDENTIFICATION IN ARMA(p,q) STRUCTURES

Independent Journal of Management & Production, 2015
The identification of de order p,q, of ARMA models is a critical step in time-series modelling. In classic Box-Jenkins method of identification the autocorrelation function (ACF) and the partial autocorrelation (PACF) function should be estimated, but the classical expressions used to measure the variability of the respective estimators are obtained on
Chaves Neto, Anselmo, Biembengut Faria, Thais Mariane   +1 more
openaire   +3 more sources

On autoregressive moving-average models as a tool of virtual stock-exchange: experimental investigation

Lietuvos Matematikos Rinkinys, 2012
The objective of this work is to investigate experimentally the well-known autoregressive models as simplest algorithms simulating prediction processes of the stockholders using the historical stock rates only.
Jonas Mockus, Joana Katina, Igor Katin
doaj   +1 more source

Do ARMA Models Provide Better Gap Filling in Time Series of Soil Temperature and Soil Moisture? The Case of Arable Land in the Kulunda Steppe, Russia

Land, 2021
The adoption of climate-smart agriculture requires the comprehensive development of environmental monitoring tools, including online observation of climate and soil settings.
Elena Ponkina, Patrick Illiger, Olga Krotova, Andrey Bondarovich   +3 more
doaj   +1 more source

A Bayes algorithm for model compatibility and comparison of ARMA(p,q) models [PDF]

Statistics in Transition New Series, 2021
Abstract The paper presents a Bayes analysis of an autoregressive-moving average model and its components based on exact likelihood and weak priors for the parameters where the priors are defined so that they incorporate stationarity and invertibility restrictions naturally.
Tripathi, Praveen Kumar, Sen, Rijji, Upadhyay, S.K.   +2 more
openaire   +2 more sources