Results 1 to 10 of about 30,999 (254)
Phase II control charts for autocorrelated processes [PDF]
Quality Technology & Quantitative Management, 2016 A large amount of SPC procedures are based on the assumption that the process subject to monitoring consists of independent observations. Chemical processes as well as many non-industrial processes exhibit autocorrelation, for which the above-mentioned control procedures are not suitable.
Triantafyllopoulos, K., Bersimis, S.
openaire +2 more sources
Testing For Deterministic And Stochastic Cycles In Macroeconomic Time Series [PDF]
, 2005 In this paper we use a statistical procedure which is appropriate to test for deterministic and stochastic (stationary and nonstationary) cycles in macroeconomic time series.
Caporale, GM, Gil-Alana, LA
core +1 more source
Discrete Dynamics in Nature and Society, 2015 The distributed fusion state estimation problem is addressed for sensor network systems with random state transition matrix and random measurement matrices, which provide a unified framework to consider some network-induced random phenomena.
Raquel Caballero-Águila +2 more
doaj +1 more source
Mean Reversion in the US Treasury Constant Maturity Rates [PDF]
, 2007 The daily structure of the US Treasury Constant Maturity Rates is investigated in this paper by means of fractional integration techniques. Using a version of the tests of Robinson (1994) along with a model selection criterion based on diagnostic tests ...
Caporale, GM, Gil-Alana, LA
core
Why Are Asset Returns Predictable? [PDF]
Starting from an information process governed by a geometric Brownian motion we show that asset returns are predictable if the elasticity of the pricing kernel is not constant.
Lüders, Erik
core
How perilous are broad-scale correlations with environmental variables? [PDF]
, 2020 Many studies correlate geographic variation of biotic variables (e.g., species ranges, species richness, etc.) with variation in environmental variables (climate, topography, history).
Boucher-Lalonde, Véronique +2 more
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Dispersion of Magnetic Fields in Molecular Clouds. III [PDF]
, 2011 We apply our technique on the dispersion of magnetic fields in molecular clouds to high spatial resolution Submillimeter Array polarization data obtained for Orion KL in OMC-1, IRAS 16293, and NGC 1333 IRAS 4A.
Brogan +22 more
core +3 more sources
Packet dropping characteristics in a queue with autocorrelated arrivals
Journal of Communications Software and Systems, 2008 This paper provides a detailed description of the packet dropping process connected with the buffer overflows in a network node. Namely, we show the formulas for the most important loss characteristics, both in the transient and the stationary regime and
Andrzej Chydzinski +2 more
doaj
Recurrence Plots 25 years later -- gaining confidence in dynamical transitions
, 2013 Recurrence plot based time series analysis is widely used to study changes and transitions in the dynamics of a system or temporal deviations from its overall dynamical regime.
Kurths, Jürgen +2 more
core +1 more source
Influence of Geographical Effects in Hedonic Pricing Models for Grass-Fed Cattle in Uruguay
Agriculture, 2020 A series of non-spatial and spatial hedonic models of feeding and replacement cattle prices at video auctions in Uruguay (2002 to 2009) were specified with predictors measuring marketing conditions (e.g., steer price), cattle characteristics (e.g., breed)
Paul Harris +3 more
doaj +1 more source