نتایج جستجو برای: مدل varma
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با توجه به رشد بالای جمعیت در جهان و نیاز اطمینان از امنیت غذایی، افزایش تولید واحد سطح محصولات زراعی بهمنزلة راهبردی اساسی حل مسئلة تأمین غذا بهشمار میرود. سوی دیگر، وجود محدودیت زیرکشت پایینبودن میانگین عملکرد برخی کشاورزی مانند گندم کشور، محصول میتواند راهکاری عملی پاسخ کشور محسوب شود. یکی مهمترین بیماریهای فوزاریوم است که، نقش پیشبینی این بیماری جلوگیری کاهش بهرهوری محصول، مدلهایی...
We investigate autoregressive approximations of multiple frequency I(1) processes, of which I(1) processes are a special class. The underlying data generating process is assumed to allow for an infinite order autoregressive representation where the coefficients of the Wold representation of the suitably filtered process satisfy mild summability constraints. An important special case of this pro...
In many applications of system state forecasting, the prediction is performed using multi-dimensional data sets. The traditional methods for dealing with multi-dimensional data sets have some shortcomings, such as a lack of nonlinear correlation modeling capability (e.g., for vector autoregressive moving average (VARMA) models), and an inefficient linear correlation modeling mechanism (e.g., fo...
Asia is presently the most important market for the production and consumption of natural rubber. World prices of rubber are not only subject to changes in demand, but also to speculation regarding future markets. Japan and Singapore are the major futures markets for rubber, while Thailand is one of the world's largest producers of rubber. As rubber prices are influenced by external markets, it...
The presence of risk premium is an issue that weakens the rational expectation hypothesis. This paper investigates changing behavior time varying for holding 10 year maturity bond using a bivariate VARMA-DBEKK-AGARCH-M model. model allows asymmetric premia, causality and co-volatility spillovers jointly in global markets. Empirical results show significant partial exist estimates premia bi-dire...
In this issue of Clinical Infectious Diseases, Varma et al. [1] present data from nearly a quarter century of foodborne botulism cases in the Republic of Georgia [1]. The results may provide Georgia with a cost-saving alternative to the management of botulism cases and may offer guidance for those who are preparing plans for mass numbers of casualties due to botulinum intoxication. The authors ...
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