Results 211 to 220 of about 4,998 (266)

Investigating the diversity and stylization of contemporary user generated visual arts in the complexity entropy plane. [PDF]

Sci Rep
Kim S, Lee B, Lee W.
europepmc   +1 more source

Traffic flow prediction based on spatial-temporal multi factor fusion graph convolutional networks. [PDF]

Sci Rep
Chen YT, Liu A, Li C, Li S, Yang X.
europepmc   +1 more source

Comprehensive review of machine learning and deep learning techniques for epileptic seizure detection and prediction based on neuroimaging modalities. [PDF]

Vis Comput Ind Biomed Art
Slama K, Yahyaouy A, Riffi J, Mahraz MA, Tairi H.   +4 more
europepmc   +1 more source

Accurate AQI forecasting in a high-altitude city using a simulated CVOCA-BiLSTM hybrid model: a case study of Lhasa, Tibet. [PDF]

Sci Rep
Xiao F, Cui X, Jiang G, Bu D, Zhang Q.
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Studies on the identification of ARMA process

, 1992
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Multichannel ARMA processes

IEEE Transactions on Signal Processing, 1994
Parametric modeling of multichannel time series is accomplished by using higher (than second) order statistics (HOS) of the observed nonGaussian data. Cumulants of vector processes are defined using a Kronecker product formulation, and consistency of their sample estimators is addressed.
A Swami, S Shamsunder
exaly   +2 more sources

On shifted multiple arma processes

Statistics, 1981
Let {X t} be a p-dimensional ARMA (m n) process. Write where have q and r components, respecctivelyq+r=p). Put . It is proved that {Y t} is an ARMA (m -1. n + 1) process and a procedure for evaluation of its matrices of coefficients is given. If {X t} is an AR (m) process, then {Y t is an AR (m -f1) process; if {X,tis an MA(n-) process, then {Y t} is ...
Jiří Andel
exaly   +3 more sources

On improvement of prediction in arma processes

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 ...
Tomáš Cipra
exaly   +2 more sources

Spectral estimation of ARMA processes using ARMA-cepstrum recursion

IEEE Signal Processing Letters, 2000
In this letter, the spectral estimation problem of a stationary autoregressive moving average (ARMA) process is considered, and a new method for the estimation of the MA part is proposed. A simple recursion relating the ARMA parameters and the cepstral coefficients of an ARMA process is derived and utilized for the estimation of the MA parameters.
A S Kayhan
exaly   +2 more sources

INFINITE VARIANCE STABLE ARMA PROCESSES

Journal of Time Series Analysis, 1994
Abstract. The asymptotic dependence structure of autoregressive moving‐average processes with stable innovations is analyzed. The analysis is carried out by means of a measure of dependence which extends the covariance function and is applicable to stochastic processes with infinite variance.
Piotr S Kokoszka, Murad S Taqqu
exaly   +2 more sources