Results 11 to 20 of about 291,412 (338)
Applied Sciences, 2023 With the recent expansion of social media in the form of social networks, online portals, and microblogs, users have generated a vast number of opinions, reviews, ratings, and feedback.
Roop Ranjan +7 more
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Random autoregressive models: A structured overview [PDF]
Econometric Reviews, 2021 41 pages, 1 figure, 1 ...
de Andrade Serra, P.J. +2 more
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Вестник Самарского университета: Естественнонаучная серия, 2023 For modeling in time series, models with fractional differences are widely used. The best known model is the ARFIMA (autoregressive fractionally integrated moving average) model.
Dmitriy V. Ivanov
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Connection Science, 2023 This research aims to derive the average run length (ARL) evaluation of the double exponentially weighted moving average (double EWMA) control chart for observation data that follows exponential white noise in a time series model with an autoregressive ...
Kotchaporn Karoon +2 more
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Forecasting domestic credit growth based on ARIMA model: Evidence from Vietnam and China [PDF]
Management Science Letters, 2019 Credit is an economic category and is also a product of the commodity economy, which exists through many socio-economic forms to promote economic growth. Therefore, the objective of this paper is to analyst, compare and forecast domestic credit growth in
Doan Van Dinh
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Saturation in autoregressive models [PDF]
Notas Económicas, 2006 In this paper, we extend the impulse saturation algorithm to a class of dynamic models. We show that the procedure is still correctly sized for stationary AR(1) processes, independently of the number of splits used for sample partitions. We derive theoretical power when there is an additive outlier in the data, and present simulation evidence showing ...
Carlos Santos, David Hendry
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Tempered stable autoregressive models
Communications in Statistics - Theory and Methods, 2022 In this article, we introduce and study a one sided tempered stable first order autoregressive model called TAR(1). Under the assumption of stationarity of the model, the marginal probability density function of the error term is found. It is shown that the distribution of the error term is infinitely divisible.
Bhootna, Niharika, Kumar, Arun
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Overview of Identification Methods of Autoregressive Model in Presence of Additive Noise
Mathematics, 2023 This paper presents an overview of the main methods used to identify autoregressive models with additive noises. The classification of identification methods is given. For each group of methods, advantages and disadvantages are indicated.
Dmitriy Ivanov, Zaineb Yakoub
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Spatial Temporal Conditional Auto-Regressive Model: A New Autoregressive Matrix
Austrian Journal of Statistics, 2016 In the study of geographical patterns of disease, multivariate areal data models proposed so far in the literature (Ma and Carlin, 2007; Carlin and Banerjee, 2003; Knorr-Held and Best, 2001) have allowed to handle several features of a phenomenon at the ...
Leonardo Mariella, Marco Tarantino
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Applied Sciences, 2023 We present an any-to-one voice conversion (VC) system, using an autoregressive model and LPCNet vocoder, aimed at enhancing the converted speech in terms of naturalness, intelligibility, and speaker similarity.
Kadria Ezzine +2 more
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