The empirical TES methodology: modeling empirical time series
نویسندگان
چکیده
منابع مشابه
The Empirical Tes Methodology: Modeling Empirical Time Series
TES (Transform-Expand-Sample) is a versatile class of random sequences defined via an autoregressive scheme with modulo-1 reduction and additional transformations. The scope of TES encompasses a wide variety of sample path behaviors, which in turn give rise to autocorrelation functions with diverse functional forms — monotone, oscillatory, alternating and others. TES sequences are readily gener...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics and Stochastic Analysis
سال: 1997
ISSN: 1048-9533,1687-2177
DOI: 10.1155/s1048953397000403