Results 51 to 60 of about 30,909 (252)
On the Autocorrelation Properties of Long‐Memory GARCH Processes [PDF]
Journal of Time Series Analysis, 2004 Abstract. This paper derives the autocorrelation function of the squared values of long‐memory GARCH processes. Such processes are of much interest as they can produce the long‐memory conditional heteroskedasticity that many high‐frequency financial time series exhibit.
Karanasos M, Psaradakis Z, Sola M
openaire +2 more sources
Persistence in us interest rates: Is it stable over time? [PDF]
, 2008 This paper analyses persistence in US interest rates. It focuses on the Federal Funds effective rate, whose degree of persistence is modelled using fractional integration, monthly from July 1954 through March 2008.
Caporale, GM, Gil-Alana, LA
core +1 more source
NowPrecip 2: Precipitation nowcasting in the complex terrain of Switzerland. Part I: Methods
Quarterly Journal of the Royal Meteorological Society, EarlyView.In this work we present the methods of the areal precipitation nowcasting system NowPrecip version 2. In this version a new methodology is introduced, which, although it shares philosophy and techniques with the original methodology of NowPrecip version 1, can be considered as distinct from that.
I. V. Sideris +7 more
wiley +1 more source
Phase-II Monitoring of AR (1) Autocorrelated Polynomial Profiles [PDF]
Journal of Optimization in Industrial Engineering, 2014 In some statistical process control applications, quality of a process or product can be characterized by a relationship between a response and one or more independent variables, which is typically referred to a profile.
Mehdi Keramatpour +2 more
doaj
Weighted Machine Learning for Spatial-Temporal Data
IEEE Journal of Selected Topics in Applied Earth Observations and Remote Sensing, 2020 Applying machine learning techniques to spatial-temporal data poses the question that how the recorded location and time for training samples should contribute to the training and testing process. The prior knowledge of how spatial-temporal phenomena are
Mahdi Hashemi, Hassan A. Karimi
doaj +1 more source
Coyotes Choose Cover Over Concrete When Selecting Den Sites. [PDF]
Ecol EvolReproductive decision‐making impacts fitness, especially in dynamic urban environments. Thus, we assessed urban coyote den site selection in Atlanta, GA. We found that coyotes made decision on both the site and structure of dens to mitigate fitness related risk and safeguard their young.
Fink S, Guerrero D, Nitza E, Kohl M.
europepmc +2 more sources
Monitoring multistage processes with autocorrelated observations
International Journal of Production Research, 2016 In multistage manufacturing processes, autocorrelations within stages over time are prevalent and the classical control charts are often ineffective in monitoring such processes. In this paper, we derive a linear state space model of an autocorrelated multistage process as a vector autoregressive process, and construct novel multivariate control charts,
Kim, Jinho +2 more
openaire +3 more sources
Quality and Reliability Engineering International, EarlyView.ABSTRACT In modern manufacturing environments, traditional statistical process control (SPC) methods often struggle with complex, dynamic data patterns, particularly when observations are autocorrelated. Control charts are useful tools used in SPC to detect any significant drift in a process.
Jeanette Maria Louw +3 more
wiley +1 more source
Process Capability Analysis in the Presence of Autocorrelation [PDF]
Journal of Optimization in Industrial Engineering, 2013 The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption.
Mohsen Mohamadi +2 more
doaj
A two-sided Bernoulli-based CUSUM control chart with autocorrelated observations
Journal of Industrial Engineering International, 2018 Usually, in monitoring a proportion p, the binary observations are considered independent; however, in many real cases, there is a continuous stream of autocorrelated binary observations in which a two-state Markov chain model is applied with first-order
S. M. T. Fatemi Ghomi, F. Sogandi
doaj +1 more source