Results 301 to 310 of about 72,436 (339)

Autoregressive integrated moving average in clinical trials

Clinical Investigation, 2013
when multiple repeated observations are available, it would make a lot of sense to measure the outcome in the form of a time series; accounting trends, seasonal effects ...
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On Fractionally Integrated Autoregressive Moving-Average Time Series Models With Conditional Heteroscedasticity

Journal of the American Statistical Association, 1997
Abstract This article considers fractionally integrated autoregressive moving-average time series models with conditional heteroscedasticity, which combines the popular generalized autoregressive conditional heteroscedastic (GARCH) and the fractional (ARMA) models.
Ling, S, Li, WK
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Automatic Identification of Autoregressive Integrated Moving Average Time Series

A I I E Transactions, 1982
Abstract This paper discusses the development of a computer-oriented technique for automatically identifying nonseasonal Box-Jenkins ARIMA (p, d, q) models or multiplicative seasonal Box-Jenkins ARIMA (p, d, q)∗ (P, D, Q)s models for discrete univariate time series.
Chin-Sheng Alan Kang, David D. Bedworth, Dwayne A. Rollier   +2 more
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A Monte Carlo study of autoregressive integrated moving average processes

Journal of Econometrics, 1978
Abstract Six of the simpler ARMA type models are examined with respect to properties of a variety of proposed estimators of unknown parameters. The findings suggest that if only one estimation method were available to a researcher the choice should probably be maximum likelihood.
Dent, Warren, Min, An-Sik
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A Direct Basic Form for Predictors of Autoregressive Integrated Moving Average Processes

Biometrika, 1975
SUMMARY A direct method of formulating predictors of autoregressive integrated moving average processes is given which has certain advantages over the three basic forms proposed by Box & Jenkins (1970). Some ways of making use of this representation are discussed.
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The Use of Fractionally Autoregressive Integrated Moving Average for the Rainfall Forecasting

2018
A study of rainfall pattern and its variability in South Asian countries is vital as those regions are frequently vulnerable to climate change. Models for rainfall have been developed with different degrees of accuracy, since this key climatic variable is of importance at local and global level.
H. P. T. N. Silva, G. S. Dissanayake, T. S. G. Peiris   +2 more
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Time Series Modeling and Forecasting Using Autoregressive Integrated Moving Average and Seasonal Autoregressive Integrated Moving Average Models

Instrumentation Mesure Métrologie, 2023
Vignesh Arumugam, Vijayalakshmi Natarajan   +1 more
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Crime and arrests: An autoregressive integrated moving average (ARIMA) approach

Journal of Quantitative Criminology, 1988
Various theoretical perspectives suggest that marginal changes in the quantity of crime and arrests are related to one another. Unfortunately, they provide little guidance as to the amount of time that is required for these effects to be realized. In this paper, autoregressive integrated moving average (ARIMA) time-series modeling techniques, which ...
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On the partial autocorrelations of once integrated autoregressive-moving average processes

Series Statistics, 1979
An observation, from practical experience with analysing univariate time series, suggests a simple relationship between the partial autocorrelations of a process realisation which requires first differencing, and those for that same sequence of differences.
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Autoregressive Integrated Moving Average (ARIMA) Models for Birth Forecasting

Journal of the American Statistical Association, 1977
Abstract Autoregressive integrated moving average (ARIMA) models are developed for birth time series, and their relationship with classical models for population growth is investigated. Parsimonious versions for the ARIMA models are obtained which retain the most important pieces of information including the length of generation of the population.
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