In this paper we present a new model specification test for ARMAX models. The null hypothesis that the ARMAX model represents the conditional expectation of the dependent variable given the entire past of the economie time series process under review is tested against the alternative hypothesis that the null is false. The test involved is a consistent Standard nortnal test, as under the null hy...

Thermoelectric cooling (TEC), in particular, can be combined with a heat sink for local cooling, but they also integrated into electronic chips point-to-point cooling. The study aims to develop dynamic model of system TEC glass window. main target this is TEC. black box modelling approach producing mathematical was selected based on the ARMAX and ARX that corresponds actual state system. best f...

Modern approaches for engine control assume the knowledge of the dynamic properties connecting the engine via driveline to the road. A formally identical problem arises when a combustion engine is operated on a test bench, with an electrical machine simulating the wheel load. While in some cases design information allows sufficient estimation of the parameters, in many other cases it may prove ...

In this paper we derive the maximum likelihood problem for missing data from a Gaussian model. We present in total eight different equivalent formulations of the resulting optimization problem, four out of which are nonlinear least squares formulations. Among these formulations are also formulations based on the expectation-maximization algorithm. Expressions for the derivatives needed in order...

One of the basic goals of tourism demand modelling is to estimate income and/or price elasticities, which can then be used in developing better informed public and private policies. The focus of econometric studies is to determine the extent to which the data support a particular theory. In reviews of empirical studies on international tourism demand and its determinants, Lim (1999, 2006) argue...

The direct sampling (DS) multiple-point statistical technique is proposed as a non-parametric missing data simulator for hydrological flow rate time-series. The algorithm makes use of the patterns contained inside a training data set to reproduce the complexity of the missing data. The proposed setup is tested in the reconstruction of a flow rate time-series while considering several missing da...