Results 61 to 70 of about 361,494 (239)
Bootstrap Prediction Interval for ARMA Models with Unknown Orders
Revstat Statistical Journal, 2020 This paper aims to investigate the construction of the prediction intervals for ARMA (p, q) models with unknown orders. We present the bootstrap algorithms for the prediction intervals based on the bootstrap distribution of orders (p, q). The asymptotic
Xingyu Lu , Lihong Wang
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The predictive space or if x predicts y, what does y tell us about x? [PDF]
, 2012 A predictive regression for yt and a time series representation of the predictors, xt, together imply a univariate reduced form for yt. In this paper we work backwards, and ask: if we observe yt, what do its univariate properties tell us about any xt in ...
Robertson, D., Wright, Stephen
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Robust estimation of stationary continuous-time ARMA models via indirect inference
, 2019 In this paper we present a robust estimator for the parameters of a continuous-time ARMA(p,q) (CARMA(p,q)) process sampled equidistantly which is not necessarily Gaussian. Therefore, an indirect estimation procedure is used.
Benth FE +6 more
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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 +6 more
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IMPLEMENTATION OF ARMA MODEL FOR BENGAWAN SOLO RIVER WATER LEVEL AT JURUG MONITORING POST
Pilar Nusa MandiriThe amount of annual rainfall in the Bengawan Solo watershed causes high water flow (water discharge) in several rivers. In addition, high flow rates significantly increased the water surface level at some observation sites. The Bengawan Solo River burst
Sri Siswanti +2 more
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Empirical Likelihood for Partial Parameters in ARMA Models with Infinite Variance
Journal of Applied Mathematics, 2014 This paper proposes a profile empirical likelihood for the partial parameters in ARMA(p,q) models with infinite variance. We introduce a smoothed empirical log-likelihood ratio statistic. Also, the paper proves a nonparametric version of Wilks’s theorem.
Jinyu Li, Wei Liang, Shuyuan He
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Forecasting Time Series with VARMA Recursions on Graphs
, 2019 Graph-based techniques emerged as a choice to deal with the dimensionality issues in modeling multivariate time series. However, there is yet no complete understanding of how the underlying structure could be exploited to ease this task.
Isufi, Elvin +3 more
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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 +7 more
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MathematicsThe rates of continuous evolution plays a crucial role in understanding the pace at which species evolve. Various statistical models have been developed to estimate the rates of continuous trait evolution for a group of related species evolving along a ...
Dwueng-Chwuan Jhwueng
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Model selection criteria and quadratic discrimination in ARMA and SETAR time series models [PDF]
, 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.
Galeano, Pedro, Peña, Daniel
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