Results 41 to 50 of about 45,001 (165)

QUANTILE Threshold Autoregressive time series models

四川大学学报. 自然科学版, 2016
In this paper, we study the estimation and forecasting of the quantile threshold autoregressive time series model. By transforming the optimization problem in the quantile regression into a maximum likelihood estimation, we can impose the Metropolis ...
ZHAO Chao, LI Dong-Fang, TANG Ya-Yong
doaj  

Integration of Physical and Probabilistic Measures in Stochastic Measurements of Manufacturing Processes

Metrology
Deterministic and probabilistic models of measured quantities, processes, and fields in production process control systems, as well as physical and probabilistic measures, enable the formation of measurement results and confer them the properties of ...
Artur Zaporozhets, Vitalii Babak, Valerij Zvaritch, Svitlana Kovtun, Yurii Gyzhko, Vladyslav Khaidurov, Vladyslav Verpeta   +6 more
doaj   +1 more source

Application of AI for Oil Price Forecasting

AlterEconomics
This paper examines methods for forecasting oil prices, comparing traditional autoregressive mo­dels (ARIMA, SARIMAX) with machine learning approaches (LSTM). The target variable is the price of WTI crude oil.
Varvara V. Nazarova, Boris A. Lodiagin, Fedor A. Kruglov, Arseniy V. Kruglov   +3 more
doaj   +1 more source

An algorithm for detecting intense anomalous changes in the time dependence of ionospheric parameters [PDF]

Компьютерная оптика, 2019
The paper presents a modified multicomponent model of ionospheric parameter time series. The model describes regular variations and anomalous changes of a multi-scale structure that characterize the occurrence of ionospheric irregularities ...
Nadezhda Fetisova
doaj   +1 more source

VAR Models with an Index Structure: A Survey with New Results

Econometrics
The main aim of this paper is to review recent advances in the multivariate autoregressive index model [MAI] and their applications to economic and financial time series.
Gianluca Cubadda
doaj   +1 more source

Autoregressive Modeling of Temporal Envelopes

IEEE Transactions on Signal Processing, 2007
Autoregressive (AR) models are commonly obtained from the linear autocorrelation of a discrete-time signal to obtain an all-pole estimate of the signal's power spectrum. We are concerned with the dual, frequency-domain problem. We derive the relationship between the discrete-frequency linear autocorrelation of a spectrum and the temporal envelope of a ...
Athineos, Marios, Ellis, Daniel P. W.
openaire   +3 more sources

Autoregressive Models for Sequences of Graphs [PDF]

2019 International Joint Conference on Neural Networks (IJCNN), 2019
This paper proposes an autoregressive (AR) model for sequences of graphs, which generalises traditional AR models. A first novelty consists in formalising the AR model for a very general family of graphs, characterised by a variable topology, and attributes associated with nodes and edges.
Zambon D., Grattarola D., Livi L., Alippi C.   +3 more
openaire   +3 more sources

Winter severity for white‐tailed deer in Alberta, Canada

Wildlife Society Bulletin
Winter Severity Indices (WSIs) are especially important for white‐tailed deer (Odocoileus virginianus), a species for which population dynamics often are tied to winter conditions throughout much of their range.
Kathryn Vaughan, Mark S. Boyce
doaj   +1 more source

Bernoulli vector autoregressive model

Journal of Multivariate Analysis, 2020
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Carolina Euán, Ying Sun 0002
openaire   +2 more sources

Hybrid Packet Loss Concealment for Real-Time Networked Music Applications

IEEE Open Journal of Signal Processing
Real-time audio communications over IP have become essential to our daily lives. Packet-switched networks, however, are inherently prone to jitter and data losses, thus creating a strong need for effective packet loss concealment (PLC) techniques. Though
Alessandro Ilic Mezza, Matteo Amerena, Alberto Bernardini, Augusto Sarti   +3 more
doaj   +1 more source