On a Class of Z+-Valued Autoregressive Moving Average (ARMA) Processes
Revstat Statistical Journal, 2008 A convolution semigroup of probability generating functions and its related operator ⊙F are used to construct a class of stationary Z+-valued autoregressive moving average (ARMA) processes.
Emad-Eldin A. A. Aly , Nadjib Bouzar
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On designing a sequential based EWMA structure for efficient process monitoring
Journal of Taibah University for Science, 2020 Control chart is a popular technique that is widely used in statistical process control to identify any possible deviations from a stable state of a process. Shewhart charts are famous for identifying larger shifts, while cumulative sum and exponentially
Saddam Akber Abbasi +3 more
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Bootstrap predictive inference for ARIMA processes [PDF]
, 2004 In this study, we propose a new bootstrap strategy to obtain prediction intervals for autoregressive integrated moving-average processes. Its main advantage over other bootstrap methods previously proposed for autoregressive integrated processes is that ...
Pascual, Lorenzo +3 more
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Extreme value theory for moving average processes with light-tailed innovations [PDF]
, 2005 We consider stationary infinite moving average processes of the form $Y_n = \sum c_i Z_{n+i}$, where the sum ranges over the integers, (Z_i) is a sequence of iid random variables with ``light tails'' and (c_i) is a sequence of positive and summable ...
Lindner, Alexander M. +2 more
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Bayesian Identification of Seasonal Moving Average Models [PDF]
The Egyptian Statistical Journal, 2011 This study approaches the Bayesian identification of seasonal moving average processes using an approximate likelihood function and a normal gamma prior density.
Samir M.Shaarawy +2 more
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A Weighted Moving Average Process for Forecasting
Journal of Modern Applied Statistical Methods, 2007 The object of the present study is to propose a forecasting model for a nonstationary stochastic realization. The subject model is based on modifying a given time series into a new ktime moving average time series to begin the development of the model. The study is based on the autoregressive integrated moving average process along with its analytical ...
Shou Hsing Shih, Chris P. Tsokos
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Generalized seasonal autoregressive integrated moving average models for count data with application to malaria time series with low case numbers [PDF]
, 2013 With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions' impact, approximations by commonly used ...
Amerasinghe Priyanie H. +12 more
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Long-Range Dependence in Financial Markets: A Moving Average Cluster Entropy Approach
Entropy, 2020 A perspective is taken on the intangible complexity of economic and social systems by investigating the dynamical processes producing, storing and transmitting information in financial time series.
Pietro Murialdo +2 more
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Modern multivariate control chart using spatial signed rank for non-normal process
Engineering Science and Technology, an International Journal, 2020 Modern multivariate control charts that use spatial signed rank are sensitive to the detection of small shifts under non-normal or gamma distributions.
Thidathip Haanchumpol +2 more
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Explicit analytical solutions for the average run length of modified EWMA control chart for ARX(p,r) processes [PDF]
Songklanakarin Journal of Science and Technology (SJST), 2021 Statistical process control (SPC) plays a necessary role in manufacturing industry processes. An essential tool for SPC used for monitoring, measuring, controlling, and improving quality in various fields is the control chart.
Korakoch Silpakob +3 more
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