An Evaluation of ARFIMA (Autoregressive Fractional Integral Moving Average) Programs
نویسندگان
چکیده
منابع مشابه
An Evaluation of ARFIMA (Autoregressive Fractional Integral Moving Average) Programs
Strong coupling between values at different times that exhibit properties of long range dependence, non-stationary, spiky signals cannot be processed by the conventional time series analysis. The autoregressive fractional integral moving average (ARFIMA) model, a fractional order signal processing technique, is the generalization of the conventional integer order models—autoregressive integral ...
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ژورنال
عنوان ژورنال: Axioms
سال: 2017
ISSN: 2075-1680
DOI: 10.3390/axioms6020016