Population Genomics Provides Insights Into Genomic Features of Inbreeding Depression in Arma Chinensis [PDF]
Evolutionary ApplicationsArma chinensis, a predatory insect renowned for its prey diversity in East Asia, is effective in controlling agricultural and forestry pests. However, after introducing field populations into indoor subcultures, features of inbreeding depression have ...
Bin Li +5 more
doaj +2 more sources
Testing and modelling autoregressive conditional heteroskedasticity of streamflow processes [PDF]
Nonlinear Processes in Geophysics, 2005 Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average ...
W. Wang +4 more
doaj +2 more sources
Multivariate Modeling of Some Datasets in Continuous Space and Discrete Time [PDF]
EntropyMultivariate space–time datasets are often collected at discrete, regularly monitored time intervals and are typically treated as components of time series in environmental science and other applied fields.
Rigele Te, Juan Du
doaj +2 more sources
Time series with infinite-order partial copula dependence
Dependence Modeling, 2022 Stationary and ergodic time series can be constructed using an s-vine decomposition based on sets of bivariate copula functions. The extension of such processes to infinite copula sequences is considered and shown to yield a rich class of models that ...
Bladt Martin, McNeil Alexander J.
doaj +1 more source
A construction of continuous-time ARMA models by iterations of Ornstein-Uhlenbeck processes [PDF]
, 2016 We present a construction of a family of continuous-time ARMA processes based on p iterations of the linear operator that maps a Lévy process onto an Ornstein-Uhlenbeck process. The construction resembles the procedure to build an AR(p) from an AR(1). We
Arratia Quesada, Argimiro Alejandro +2 more
core +9 more sources
ARMA–GARCH model with fractional generalized hyperbolic innovations
Financial Innovation, 2022 In this study, a multivariate ARMA–GARCH model with fractional generalized hyperbolic innovations exhibiting fat-tail, volatility clustering, and long-range dependence properties is introduced. To define the fractional generalized hyperbolic process, the
Sung Ik Kim
doaj +1 more source
Modelling Volatile Time Series with V-Transforms and Copulas
Risks, 2021 An approach to the modelling of volatile time series using a class of uniformity-preserving transforms for uniform random variables is proposed. V-transforms describe the relationship between quantiles of the stationary distribution of the time series ...
Alexander J. McNeil
doaj +1 more source
Root tracking using time-varying autoregressive moving average models and sigma-point Kalman filters
EURASIP Journal on Advances in Signal Processing, 2020 Root tracking is a powerful technique that provides insight into the mechanisms of various time-varying processes. The poles and the zeros of a signal-generating system determine the spectral characteristics of the signal under consideration.
Kyriaki Kostoglou, Michael Lunglmayr
doaj +1 more source
Functional clustering of periodic transcriptional profiles through ARMA(p,q). [PDF]
PLoS ONE, 2010 BackgroundGene clustering of periodic transcriptional profiles provides an opportunity to shed light on a variety of biological processes, but this technique relies critically upon the robust modeling of longitudinal covariance structure over time ...
Ning Li +5 more
doaj +1 more source
On a Class of Z+-Valued Autoregressive Moving Average (ARMA) Processes
Revstat Statistical Journal, 2008 A convolution semigroup of probability generating functions and its related operator ⊙F are used to construct a class of stationary Z+-valued autoregressive moving average (ARMA) processes.
Emad-Eldin A. A. Aly , Nadjib Bouzar
doaj +1 more source