Cognitive radio requires real time monitoring of the spectrum to determine the frequency of transmission. Spectrum analysers tend to employ a slow frequency sweep and hence such measurements can only be used for modelling of the spectrum, which can provide vital information for frequency planning and management. Occupancy measurements every hour over a seven-day period were performed in the UK ...

Recently, there are much works on developing models suitable for analyzing the volatility of a discrete-time process. Within the framework of Auto-Regressive Moving-Average (ARMA) processes, we derive a necessary and sufficient condition for the kernel to be non-negative. This condition is in terms of the generating function of the ARMA kernel which has a simple form. We discuss some useful con...

In this work, a powerful parametric spectral estimation technique, 2D-auto regressive moving average modeling (ARMA), has been applied to contrast transfer function (CTF) detection in electron microscopy. Parametric techniques such as auto regressive (AR) and ARMA models allow a more exact determination of the CTF than traditional methods based only on the Fourier transform of the complete imag...

Wind speed forecasting is difficult not only because of the influence of atmospheric dynamics but also for the impossibility of providing an accurate prediction with traditional statistical forecasting models that work by discovering an inner relationship within historical records. This paper develops a self-adaptive (SA) auto-regressive integrated moving average with exogenous variables (ARIMA...

Carbon dioxide can change the heat balance of atmosphere. To study relationship between CO 2 and temperature change, we use given concentrations to implement linear regression model, gray time series forecasting back-propagation auto-regressive moving average model establish growth function concentration. Errors are evaluated choose most suitable model. then in step one further predict future l...

In this paper, for the first time, the subject of change point estimation has been utilized in the stationary state of auto regressive moving average (ARMA) (1, 1). In the monitoring phase, in case the features of the question pursue a time series, i.e., ARMA(1,1), on the basis of the maximum likelihood technique, an approach will be developed for the estimation of the stationary state’s change...

This is an early version of a set of notes for the course on Time Series Analysis offered at Lund University. Any and all comments and suggestions are most welcome and appreciated. Glossary and Abbreviations 1-D, 2-D, etc. One-dimensional, two-dimensional, etc. ACF Auto-covariance function AR Autoregressive ARIMA Integrated ARMA ARMA Autoregressive moving average ARMAX ARMA with exogenous input...

This article presents the results of reviewing predictive capacity Google Trends for national elections in Chile. The electoral between Michelle Bachelet and Sebastián Piñera 2006, Eduardo Frei 2010, Evelyn Matthei 2013, Alejandro Guillier 2017, Gabriel Boric José Antonio Kast 2021 were reviewed. time series analyzed organized on basis relative searches candidacies, assisted by R software, main...