Results 31 to 40 of about 7,605 (274)
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.
Peña, Daniel, Galeano, Pedro
core
An exponential continuous time GARCH process [PDF]
, 2006 In this paper we introduce an exponential continuous time GARCH(p,q) process. It is defined in such a way that it is a continuous time extension of the discrete time EGARCH(p,q) process. We investigate stationarity and moment properties of the new model.
Haug, Stephan +3 more
core +1 more source
The Relationship Between Interest Rates and Agricultural Commodity Price Dynamics
Agribusiness, EarlyView.ABSTRACT The U.S. Federal Reserve has undertaken several interest rate interventions in the past decade. This study explores the relationship between U.S. corn and soybean prices and Federal Reserve monetary policy interventions, in the short and long run.
Zhining Sun, Ani L. Katchova
wiley +1 more source
Stability Monitoring of Batch Processes with Iterative Learning Control
Advances in Mathematical Physics, 2017 In recent years, the iterative learning control (ILC) is widely used in batch processes to improve the quality of the products. Stability is a preoccupation of batch processes when the ILC is applied.
Yan Wang +3 more
doaj +1 more source
Polar motion prediction using the combination of SSA and ARMA
Geodesy and Geodynamics, 2023 High-precision polar motion (PM) prediction is of important significance in astronomy, geodesy, aviation, hydrographic mapping, interstellar navigation, and so on.
Qiaoli Kong +6 more
doaj +1 more source
Humbert generalized fractional differenced ARMA processes
Communications in Nonlinear Science and Numerical Simulation, 2023 In this article, we use the generating functions of the Humbert polynomials to define two types of Humbert generalized fractional differenced ARMA processes. We present stationarity and invertibility conditions for the introduced models. The singularities for the spectral densities of the introduced models are obtained.
Niharika Bhootna +3 more
openaire +2 more sources
The Anatomical Record, EarlyView.Abstract The Pleistocene is a key period for understanding the evolutionary history and palaeobiogeography of the European rabbit (Oryctolagus cuniculus). The species was first documented in southeastern Iberia at the beginning of the Middle Pleistocene and appears to have rapidly spread throughout Southwestern Europe, where it was found in numerous ...
Maxime Pelletier
wiley +1 more source
MCMC for Integer‐Valued ARMA processes [PDF]
Journal of Time Series Analysis, 2006 Abstract. The classical statistical inference for integer‐valued time‐series has primarily been restricted to the integer‐valued autoregressive (INAR) process. Markov chain Monte Carlo (MCMC) methods have been shown to be a useful tool in many branches of statistics and is particularly well suited to integer‐valued time‐series where statistical ...
Neal, Peter John, Subba Rao, Tata
openaire +2 more sources
Energy Science &Engineering, EarlyView.This graphical abstract summarizes the proposed framework for improving short‐term residential natural gas consumption forecasting by integrating a novel socioeconomic indicator, the subscription growth ratio (SGR), with conventional meteorological variables.
Ali Pirzad, Mostafa Khanzadi
wiley +1 more source
Intraday Functional PCA Forecasting of Cryptocurrency Returns
Journal of Forecasting, EarlyView.ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley +1 more source