Results 181 to 190 of about 4,545 (215)

Weakly Consistent Offline Clustering of ARMA Processes

Journal of Contemporary Mathematical Analysis (Armenian Academy of Sciences), 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
openaire   +2 more sources

ARMA Representation of Random Processes

Journal of Engineering Mechanics, 1985
Auto-regressive moving-average (ARMA) models of the same order for AR and MA components are used for the characterization and simulation of stationary Gaussian multivariate random processes with zero mean. The coefficient matrices of the ARMA models are determined so that the simulated process will have the prescribed correlation function matrix.
Elias Samaras, Masanobu Shinzuka, Akira Tsurui   +2 more
openaire   +1 more source

A Class of Non‐Embeddable ARMA Processes

Journal of Time Series Analysis, 1999
We show that a stationary ARMA(p, q) process {Xn = 0, 1, 2, ...} whose moving‐average polynomial has a root on the unit circle cannot be embedded in any continuous‐time autoregressive moving‐average (ARMA) process {Y}(t), t≥ 0}, i.e. we show that it is impossible to find a continuous‐time ARMA process {Y}(t)} whose autocovariance function at integer ...
Brockwell, Anthony E., Brockwell, Peter J.   +1 more
openaire   +1 more source

ARMA Systems and ARMA Processes

2022
Manfred Deistler, Wolfgang Scherrer
openaire   +1 more source

Autoregressive Moving Average Processes (ARMA)

2016
This chapter is concerned with the modelling of serial correlation (or autocorrelation) that is characteristic of many time series dynamics. To that end we cover a class of stochastic processes widely used in practice.
openaire   +1 more source

A metric for ARMA processes

IEEE Transactions on Signal Processing, 2000
Summary: Autoregressive-moving-average (ARMA) models seek to express a system function of a discretely sampled process as a rational function in the \(z\)-domain. Treating an ARMA model as a complex rational function, we discuss a metric defined on the set of complex rational functions.
openaire   +2 more sources

On improvement of prediction in arma processes

Series Statistics, 1981
Necessary and sufficient conditions are derived in the paper that enable to decide whether an additional multivariate process will improve the prediction in a given multivariate discrete stationary process. The both processes are assumed to form together a process ARMAm n Further it was investigated wnen one can asser t that the both processes are ...
openaire   +1 more source

Seasonal ARMA(p,q) Processes

2018
Many financial and economic time series exhibit a regular cyclicality, periodicity, or “seasonality.” For example, agricultural output follows seasonal variation, flower sales are higher in February, retail sales are higher in December, and beer sales in college towns are lower during the summers.
openaire   +1 more source

The Estimation of ARMA Processes

1984
A description is given of a method for estimating an ARMA process, y(t) , from observations for t=1, 2, ...T, and following this a discussion is given of the theory necessary for the validation of the method. The first stage of the method involves the fitting of an autoregression, of order hT determined by a criterion such as AIC. The asymptotic theory
openaire   +1 more source

Semi-Supervised Locality Preserving Dense Graph Neural Network With ARMA Filters and Context-Aware Learning for Hyperspectral Image Classification

IEEE Transactions on Geoscience and Remote Sensing, 2022
Yao Ding, Xiaofeng Zhao
exaly