نتایج جستجو برای: تخمین مدل arma

تعداد نتایج: 131578  

آب به عنوان یکی از مهم‌ترین منابع تأمین نیاز بشر در زندگی روزمره نقش حیاتی ایفا می‌کند. لذا آگاهی از میزان تقاضای مورد نیاز آب جهت اعمال سیاست‌گذاری‌های لازم در راستای مدیریت تقاضا، از اهمیت ویژه‌ای برخوردار می‌باشد. در این مقاله، تقاضای روزانه آب شهر تهران برای یک دوره هفت ساله با استفاده از روش‌های غیرخطی شبکه‌ عصبی مصنوعی و فرایند خطی ARMA مدل‌سازی گردید و در ادامه تقاضای روزانه آب شهری برای...

2013
Niloufar Zarinabad Nooralipour Amedeo Chiribiri Gilion Hautvast Andreas Schuster Matthew Sinclair Jeroen P. H. M. van den Wijngaard Nicolas Smith Jos A. E. Spaan Maria Siebes Marcel Breeuwer Eike Nagel

Cardiovascular magnetic resonance (CMR) perfusion data are suitable for quantitative measurement of myocardial blood flow. The goal of perfusionCMR postprocessing is to recover tissue impulse-response from observed signalintensity curves. While several deconvolution techniques are available for this purpose, all of them use models with varying parameters for the representation of the impulse-re...

2006
Manuel D. Ortigueira António J. Serralheiro

1 UNINOVA and DEE, Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa, Campus da FCT da UNL, Quinta da Torre, 2829-516 Caparica, Portugal 2 INESC ID, Rua Alves Redol, 9, 2o, 1000-029 Lisboa, Portugal 3 L2F INESC ID, Rua Alves Redol, 9, 2o, 1000-029 Lisboa, Portugal 4 Academia Militar, Rua Gomes Freire, 1150-175 Lisboa, Portugal Abstract – In this paper the modeling of Fractional ...

2014
Md. Rabiul Islam Md. Rashed-Al-Mahfuz Shamim Ahmad Md. Khademul Islam Molla Taher S. Hassan

This paper presents a subband approach to financial time series prediction. Multivariate empirical mode decomposition MEMD is employed here for multiband representation of multichannel financial time series together. Autoregressivemoving average ARMA model is used in prediction of individual subband of any time series data. Then all the predicted subband signals are summed up to obtain the over...

2009
J. P. Dubois

This paper reports the feasibility of the ARMA model to describe a bursty video source transmitting over a AAL5 ATM link (VBR traffic). The traffic represents the activity of the action movie "Lethal Weapon 3" transmitted over the ATM network using the Fore System AVA-200 ATM video codec with a peak rate of 100 Mbps and a frame rate of 25. The model parameters were estimated for a single video ...

2003
F. Martínez Antonio Guillamón J. J. Martínez

In this paper, we purpose a theoretical development of a metric for speech classification based on cepstral features obtained from ARMA models. Thus working with an ARMA model as a complex rational function, is possible to define a metric d(M,M´) between two stable ARMA models M, M´by means of the cepstrum coefficients of the models. This metric may be calculated algorithmically as a finite sum...

2015
Tatsuya Tada Tohru Miyoshi-Akiyama Kayo Shimada Tran Thi Thanh Nga Le Thi Anh Thu Nguyen Truong Son Norio Ohmagari Teruo Kirikae

BACKGROUND Acinetobacter baumannii strains co-producing carbapenemase and 16S rRNA methylase are highly resistant to carbapenems and aminoglycosides. METHODS Ninety-three isolates of multidrug-resistant A. baumannii were obtained from an intensive care unit in a hospital in Vietnam. Antimicrobial susceptibility tests and whole genome sequencing were performed. Multilocus sequence typing and t...

2004
Bo Thiesson David Maxwell Chickering David Heckerman Christopher Meek

We express the classic ARMA time-series model as a directed graphical model. In doing so, we find that the deterministic relationships in the model make it effectively impossible to use the EM algorithm for learning model parameters. To remedy this problem, we replace the deterministic relationships with Gaussian distributions having a small variance, yielding the stochastic ARMA (σARMA) model....

2002
Yousun Li

The time domain solution of the equations of motion of structures subjected to a stochastic wind field is often obtained by a step-by-step integration approach. The loading is described by simulated time histories of the aerodynamic force. Recently, autoregressive and moving average (ARMA) recursive models have been utilized to simulate the time series of wind loads. Based on the system dynamic...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه الزهراء - دانشکده علوم اجتماعی و اقتصادی 1388

از آنجایی که بانک ها در جهت پاسخگویی به جریانات نقدی خروجی غیرمنتظره و تقاضای سپرده گذاران، نیازمند نگهداری وجوه مازاد می باشند، تقبل هزینه نگهداری این وجوه، به صورت چشم پوشی از سود حاصل از سرمایه گذاری احتمالی امری گریزناپذیر است. به این ترتیب پیش بینی وضعیت جریان ورودی و خروجی نقدینگی بانک برای روزهای آتی به لحاظ آمادگی درجهت مقابله با ریسک نقدینگی از اهمیت ویژه ای برخوردار است. از اینرو در ت...

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