Results 21 to 30 of about 6,076 (254)
Spatiality in small area estimation: A new structure with a simulation study
In numerous practical applications, data from neighbouring small areas present spatial correlation. More recently, an extension of the Fay–Herriot model through the Simultaneously Auto- Rregressive (SAR) process has been considered.
Yadollah Mehrabi +3 more
doaj +1 more source
A Stochastic Dynamical Model of Slope Creep and Failure
We propose a stochastic dynamical model to simulate slope secondary and tertiary creep phenomena. The slope secondary creep is represented by the Kesten process defined as a stochastic affine auto‐regressive process involving both multiplicative and ...
Qinghua Lei, Didier Sornette
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Bank Lending (Credit) Channel of Monetary Transmission Mechanism
The significance of channel of bank lending for the process of transmission of monetary policy is examined employing the model of ARDL (Auto-regressive-distributed lag).
Quratulain Ezam
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Modelling and analysis of turbulent datasets using Auto Regressive Moving Average processes [PDF]
We introduce a novel way to extract information from turbulent datasets by applying an Auto Regressive Moving Average (ARMA) statistical analysis. Such analysis goes well beyond the analysis of the mean flow and of the fluctuations and links the behavior of the recorded time series to a discrete version of a stochastic differential equation which is ...
Faranda, Davide +7 more
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This paper describes the identification by the compound digital filter with two estimators involved in the Kalman filter, the first corresponds to stochastic gradient describing the transition function and the second obtains the innovation process gain ...
José de Jesús Medel Juárez +2 more
doaj +1 more source
Rolling element bearing is a critical component in many mechanical systems in view of its critical functionality. One of the major issues industries face today is the failure of bearings, which results in catastrophic consequences.
Yanfei Lu +3 more
doaj +1 more source
Is Uniqueness Lost for Under-Sampled Continuous-Time Auto-Regressive Processes? [PDF]
We consider the problem of sampling continuous-time auto-regressive processes on a uniform grid. We investigate whether a given sampled process originates from a single continuous-time model, and address this uniqueness problem by introducing an alternative description of poles in the complex plane. We then utilize Kronecker's approximation theorem and
Ward, John Paul +2 more
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Identifikasi Pemodelan Matematis Robot Wall Following
This paper describes the process to obtain a mathematical model of a wall following robot. A mathematical modeling is carried out as an effort in determining Proportional, Integral, and Derivative (PID) controller parameters using analytic tuning.
Fahmizal Fahmizal +2 more
doaj +1 more source
This research aims to help companies to be able to estimate the procurement of materials in property development, control material stocks in warehouses, and determine which suppliers can support to meet these needs with predetermined criteria, namely the
Hasyim Asy'ari +2 more
doaj +1 more source
Persistence versus stability for auto-regressive processes
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Dembo, Amir, Ding, Jian, Yan, Jun
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