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14 results for “ARMA Model”

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Research ArticleOpen accessIn the abstractThe Numerical Computation of Rational Structures and Asymptotic Standard Deviations in Causal Time Series DataConcepción González-Concepción, María Candelaria Gil-Fariña, Celina Pestano-GabinoProblem statement: The specific properties of data series are of primary importance in several sciences. In the field of time series analysis, several researchers have considered the rational approximation theory, particularly the Padé Approximation and Orthogonal Polynomials. Approach: In this study, an approach for the statistical significance of two numerical methods, the r-s and q-d algorithm, was proposed which made … …Journal of Mathematics and Statistics, Vol. 5, Issue 3 · 30 Sep 2009 · 7,049 accessesView PDFCite
Research ArticleOpen accessIn the abstractVAR-models for Predicting BiodiversityTonio D. Bettista, S. A. Gattone, Mariagrzia GranturcoThe aim of this work is to introduce a methodology for monitoring diversity of a biological population by using the tool of diversity profiles. In particular, we develop a theory for studying the diversity profile along the temporal axis. We propose forecasting techniques for diversity profile by using the VAR model on multivariate time series of abundance vector and ARMA … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,175 accessesView PDFCite
Research ArticleOpen accessIn the abstractInverse Correlations for Multiple Time Series and Gaussian Random Fields and Measures of Their Linear DeterminismR.J. Bhansali, L. IppolitiFor a discrete-time vector linear stationary process, {X(t)}, admitting forward and backward autoregressive representations, the variance matrix of an optimal linear interpolator of X(t), based on a knowledge of {X(t-j), j≠0}, is known to be given by Ri(0)-1 where Ri(0) denotes the inverse variance of the process. Let A=Is-1Ri(0)ˉ1R(0)ˉ1, where R(0) denotes the variance matrix of {X(t)} and Is an … …Journal of Mathematics and Statistics, Vol. 1, Issue 4 · 31 Dec 2005 · 6,424 accessesView PDFCite
Research ArticleOpen accessAll words, across the recordApplication of Neuro-Fuzzy Techniques for Solar RadiationW. A. Rahoma, U. Ali Rahoma, A. H. HassanProblem statement: The prediction is very useful in solar energy applications because it permits to estimate solar data for locations where measurements are not available. The developed artificial intelligence models predict the solar radiation time series more effectively compared to the conventional procedures based on the clearness index. Approach: The forecasting ability of some models could be further enhanced with … …Journal of Computer Science, Vol. 7, Issue 10 · 11 Aug 2011 · 7,077 accessesView PDFCite