Results 231 to 240 of about 56,489 (266)

Agent Learning and Autoregressive Modeling

2020 Information Theory and Applications Workshop (ITA), 2020
Relative entropy is used to investigate whether a sequence is memoryless or has memory and to discern the presence of any structure in the sequence. Particular emphasis is placed on obtaining expressions for finite sequence length N and autoregressive sequences with known and unknown autocorrelations.
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Using an autoregressive model for DMC

2012 6th European Conference on Antennas and Propagation (EUCAP), 2012
In this work an iterative two-step procedure is proposed for estimating the diffuse multipath component (DMC) in noise and specular multipath components from channel measurement data. During the first step of the scheme the specular part of the impulse response from the measured data is estimated. Then, the reconstructed channel impulse response due to
Jost, Thomas, Wang, Wei, Shutin, Dmitriy, Antreich, Felix   +3 more
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NON‐NEGATIVE AUTOREGRESSIVE MODELS

Journal of Time Series Analysis, 1992
Abstract. Consider a stationary non‐negative autoregressive (AR) model given xt=b1xt‐1, +…+bpxt‐p+et, where the et are independent identically distributed non‐negative variables and b1, …, bp are non‐negative parameters, and all the roots of the equation 1 –b1u–…–bpup= 0 are outside the unit circle.
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Exact Geometry of Autoregressive Models [PDF]

Journal of Time Series Analysis, 1999
Exact expressions for the statistical curvature and related geometric quantities in first‐order autoregressive models are derived. We present a method for calculating moments that is applicable in general autoregressive models. It combines the algebra of differential and difference operators to simplify the problem, and to obtain results valid for all ...
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Functional Threshold Autoregressive Model

Statistica Sinica
Summary: We propose a functional threshold autoregressive model for flexible functional time series modeling. In particular, the behavior of a function at a given time point can be described by different autoregressive mechanisms, depending on the values of a threshold variable at a past time point. Sufficient conditions for the strict stationarity and
Li, Yuanbo, Chen, Kun, Zheng, Xunze, Yau, Chun Yip   +3 more
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Autoregressive video conference models

International Journal of Network Management, 2004
AbstractVideo conferencing is an important application that has been extensively used in IP, ATM networks, and TV broadcasting as a means of interactive communications. Teleconferencing video traffic consists of video scenes in which one or more people are talking with low to medium motion and almost unchanged background.
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Order selection of autoregressive models

IEEE Transactions on Signal Processing, 1992
The problem of determining the order of autoregressive models by Bayesian predictive densities is addressed. A criterion employing noninformative prior densities of the model parameters is derived. Simulation results which demonstrate the good performance of the criterion are presented. Comparisons with four popular approaches verify its superiority in
Petar M. Djuric, Steven M. Kay
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Missing Data in an Autoregressive Model

International Economic Review, 1974
Sargan, J D, Drettakis, E G
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On the Autoregressive Time Series Model Using Real and Complex Analysis

Forecasting, 2021
Torsten Ullrich
exaly  

Autoregressive Modeling

SSRN Electronic Journal, 2013
Fred Viole, David N. Nawrocki
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