منابع مشابه
time series forecasting of sefidrood river water quality using linear stochastic models
in the management of river basins, prediction of river water quality is essential to maintain water quality within standard limits. this study performed a time-series analysis of the prediction of chlorine concentration and electrical conductivity time series data for the period of 1991-2005 from sefidrood river in northern iran. the seasonal prediction of chlorine and electrical conductivity t...
متن کاملTime series models with a common stochastic variance for analysing economic time series
The linear Gaussian state space model for which the common variance is treated as a stochastic time-varying variable is considered for the modelling of economic time series. The focus of this paper is on the simultaneous estimation of parameters related to the stochastic processes of the mean part and the variance part of the model. The estimation method is based on maximum likelihood and it re...
متن کاملStochastic Variational Inference for Bayesian Time Series Models
Bayesian models provide powerful tools for analyzing complex time series data, but performing inference with large datasets is a challenge. Stochastic variational inference (SVI) provides a new framework for approximating model posteriors with only a small number of passes through the data, enabling such models to be fit at scale. However, its application to time series models has not been stud...
متن کاملObservable Operator Models for Discrete Stochastic Time Series
A widely used class of models for stochastic systems is hidden Markov models. Systems that can be modeled by hidden Markov models are a proper subclass of linearly dependent processes, a class of stochastic systems known from mathematical investigations carried out over the past four decades. This article provides a novel, simple characterization of linearly dependent processes, called observab...
متن کاملTime Series Models
Time series data measure phenomena when there are dependencies over time between prior and current values of the observations. This chapter provides a brief introduction to the standard (linear autoregressive moving-average) time series models including how such models are identified and fitted to the data. A review of more generalized models follows. This includes bilinear models which are use...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Earth and Space Science
سال: 2019
ISSN: 2333-5084,2333-5084
DOI: 10.1029/2019ea000598