نتایج جستجو برای: controlled autoregressive integrated moving average
تعداد نتایج: 1092826 فیلتر نتایج به سال:
This paper tackles the problem of robust change detection in image sequences from static cameras. Motion cues are detected using frame differencing with an adaptive background estimation modelled by a mixture of Gaussians. Illumination invariance and elimination or detection of shadows is achieved by using a colour chromaticity representation of the image data. The combination of the colourand ...
This paper analyses persistence in US interest rates. It focuses on the Federal Funds effective rate, whose degree of persistence is modelled using fractional integration, monthly from July 1954 through March 2008. The full-sample estimates of the fractional differencing parameter appear to be very sensitive to the choice of the I(0) error term; specifically, the order of integration is strictl...
A tiie-differencing scheme consisting of an initializing step and N repetitions of a set of steps is proposed. For linear equations, the scheme is of Nth order. It is easily programmed and uses a minimal amount of storage space. The order may be changed by changing one parameter. An improved scheme is of Nth order even for nonlinear equations , for N 54.
This paper analyzes U.S. university press datasets (2001-2007) to determine net publishers’ revenues and net publishers’ units, the major markets and channels of distribution (libraries and institutions; college adoptions; and general retailer sales) that these presses relied on, and the intense competition these presses confronted from commercial scholarly, trade, and college textbook publishe...
In this paper we present a simple yet effective temporal differencing based moving region detection scheme which can be used in limited resource condition such as in ad-hoc sensor network. Our objective is to achieve realtime detection in these low-end image sensor nodes. By double-threshold temporal differencing we can exclude the effect of global motion as well as detect the real motion regio...
This paper examines the forecasting performance of ARIMA and artificial neural networks model with published stock data obtained from New York Stock Exchange. The empirical results obtained reveal the superiority of neural networks model over ARIMA model. The findings further resolve and clarify contradictory opinions reported in literature over the superiority of neural networks and ARIMA mode...
This paper tackles the problem of robust change detection in image sequences from static cameras. Motion cues are detected using frame differencing with an adaptive background estimation modelled by a mixture of Gaussians. Illumination invariance and elimination or detection of shadows is achieved by using a colour chromaticity representation of the image data.
This paper presents a synthetic traffic modeling approach to generate bursty, long-range dependent (LRD) traffic flows for ATM network simulations. The approach uses Fractional-ARIMA processes and a set of mathematical transformations to generate traffic streams with a wide range of user-specified traffic characteristics. With this modeling approach, the user can control the short-range and lon...
Recent within-twin estimates of the return to schooling that use instrumental variables to correct for measurement error are considerably higher than existing estimates. This paper extends Griliches’ [Griliches (1979) Sibling models and data in economics: beginnings of a survey, Journal of Political Economy 87, S37–S64]. analysis of sibling or twin estimates of the return to schooling to show t...
This paper presents a new method of statistical differencing for the enhancement of contrast images. Our approach controls the sharpening effect using two constants in such a way that enhancement occurs in intensity edges areas and very little in uniform areas. It has been proven that our method is superior to similar existent and can be applied to pre-process satellite images.
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