This paper proposes a reliability estimation method based on Step-Stress Accelerated Degradation Testing (SSADT) data analysis using unequal interval time series analysis. A MultiRegression Time Varying Auto-Regressive (MRTVAR) degradation time series model is proposed. Product SSADT data are treated as unequal interval composite time series and described using MRTVAR time series model and util...

Since Clark and Scarf’s pioneering work, most advances in multi-echelon inventory systems have been based on demand processes that are time-independent. This paper revisits the serial multi-echelon inventory system of Clark and Scarf, and develops three key results. First, we provide a simple lower bound approximation to the optimal echelon inventory levels and an upper bound to the total syste...

This work concernes the contrast difference test and its asymptotic properties for non linear auto-regressive models. Our approach is based on an application of the parametric bootstrap method. It is a re-sampling method based on the estimate parameters of the models. The resulting methodology is illustrated by simulations of multilayer perceptron models, and an asymptotic justification is give...

Recursive subspace model identification (RSMI) has been developed for a decade. Most of RSMIs are only applied for open loop data. In this paper, we propose a new recursive subspace model identification which can be applied under open loop and closed loop data. The key technique of this derivation of the proposed algorithm is to bring the Vector Auto Regressive with eXogenous input (VARX) model...

in this study, trading patterns and constituents of trading performances of individual and institutional investors have been investigated in a weekly manner, using an auto regressive model and a grinblatt & titman portfolio performance measure spanning 2008-2012. the results show that while individual investors have a herding behavior, institutional investors take contrarian trading strategies....

In statistics, signal processing, and mathematical finance; a time series is a sequence of data points that measured at uniform time intervals. The prediction of time series is a very complicated process. In this paper, an improved Adaptive Neuro Fuzzy Inference System (ANFIS) is taken for predicting Mackey-Glass which is one of the chaotic time series. In the modeling of linear and stationary ...

In this paper, we propose a new channel estimation algorithm for low earth orbit satellite digital communications. Low earth orbit satellite channels impart severe spreading in delay and Doppler on the transmitted signal. We model the channel as a tapped-delay-line lter with time-varying complex coeecients. The time evolution of the taps is described by an auto-regressive model. A coupled lter ...

As a method for representing development, latent trait theory is presented in terms of a statistical model containing individual parameters and a structure on both the first and second moments of the random variables reflecting growth. Maximum likelihood parameter estimates and associated asymptotic tests follow directly. These procedures may be viewed as an alternative to standard repeated mea...

In this paper, we propose a new channel estimation algorithm for low earth orbit satellite digital communications. Low earth orbit satellite channels impart severe spreading in delay and Doppler on the transmitted signal. We model the channel as a tapped-delay-line lter with time-varying complex coe cients. The time evolution of the taps is described by an auto-regressive model. A coupled lter ...