Results 11 to 20 of about 283,485 (287)
AR, CR and ARCR modeling for simulations and analyses of karst groundwater quality parameters [PDF]
Geološki Anali Balkanskoga Poluostrva, 2018 Although an invisible component of the hydrologic cycle, groundwater generally takes precedence over other water resources in the area of drinking water supply.
Ristić-Vakanjac Vesna +4 more
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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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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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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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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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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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Noncausal autoregressions for economic time series [PDF]
, 2010 This paper is concerned with univariate noncausal autoregressive models and their potential usefulness in economic applications. In these models, future errors are predictable, indicating that they can be used to empirically approach rational ...
Lanne, Markku, Saikkonen, Pentti
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Bootstrapping periodically autoregressive models [PDF]
ESAIM: Probability and Statistics, 2017 The main objective of this paper is to establish the residual and the wild bootstrap procedures for periodically autoregressive models. We use the least squares estimators of model’s parameters and generate their bootstrap equivalents. We prove that the bootstrap procedures for causal periodic autoregressive time series with finite fourth moments are ...
Ciołek, Gabriela, Potorski, Paweł
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