The Fitting of Time-Series Models

نویسندگان

چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Fitting Time Series Models for Prediction Fitting Time Series Models for Prediction

This research was supported by the Army, Navy, Air Force and NASA under a contract. administered by the Office of Naval Research, with Yale University; by the National Science Foundation under Grant GU-2059 and the Air Force Office of Scientific Research under Contract AFOSR-68-l4l5 with the University of North Carolina at Chapel Hill. ** The major portion of the research for this paper was don...

متن کامل

Fitting of Count Time Series Models on the Number of Patients Referred to Addiction Treatment Centers in Semnan County

Abstract. Count data over time are observed in many application areas. Many researchers use time series patterns to analyze this data. In this paper, the poisson count time series linear models and negative binomials on this type of data with the explanatory variables are studied. The Likelihood analysis and the evaluation of count time series model based on generalized linear models are pres...

متن کامل

Pitfalls of Fitting Autoregressive Models for Heavy{tailed Time Series

We consider the analysis of time series data, with particular emphasis on series which have a heavy-tailed structure | that is, whose marginal distributions have a right tail which is regularly varying at innnity with index ?. A natural model to attempt to t to time series data is an autoregression of order p, where p itself is often determined from the data. Recently several methods of paramet...

متن کامل

a time-series analysis of the demand for life insurance in iran

با توجه به تجزیه و تحلیل داده ها ما دریافتیم که سطح درامد و تعداد نمایندگیها باتقاضای بیمه عمر رابطه مستقیم دارند و نرخ بهره و بار تکفل با تقاضای بیمه عمر رابطه عکس دارند

Fitting Graphical Interaction Models to Multivariate Time Series

Graphical interaction models have become an important tool for analysing multivariate time series. In these models, the interrelationships among the components of a time series are described by undirected graphs in which the vertices depict the components while the edges indictate possible dependencies between the components. Current methods for the identification of the graphical structure are...

متن کامل

ذخیره 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: Revue de l'Institut International de Statistique / Review of the International Statistical Institute

سال: 1960

ISSN: 0373-1138

DOI: 10.2307/1401322