نتایج جستجو برای: auto regressive moving average model change point estimation
تعداد نتایج: 3476942 فیلتر نتایج به سال:
Security problems with network are significant, such as network failures and malicious attacks. Monitoring network traffic and detect anomalies of network traffic is one of the effective manner to ensure network security. In this paper, we propose a hybrid method for network traffic prediction and anomaly detection. Specifically, the original network traffic data is decomposed into high-frequen...
Time series data mining (TSDM) techniques explores large amount of time series data in search of interesting relationships among variables. The TSDM methods overcome limitations including stationarity and linearity requirements of traditional time series analysis by adapting data mining concepts for analyzing time series data. The Feed Forward Neural Net is one of the most widely used neural ne...
This paper applies the Hodrck-Prescott (HP) filter to forecast short-term residential real estate prices under cyclical movements. We separate the trend component from the cyclical component. We show that each regional residential market reacts not only to previous price movements, but also that these regional markets react to previous shocks under Auto Regressive Integrated Moving Average (ARI...
This paper presents an approach for automatic classification of pulsed Terahertz (THz), or T-ray, signals highlighting their potential in biomedical, pharmaceutical and security applications. T-ray classification systems supply a wealth of information about test samples and make possible the discrimination of heterogeneous layers within an object. In this paper, a novel technique involving the ...
In the neurological intensive care unit (NICU), prediction of impending changes in patient condition would be highly beneficial. In this paper, we employ a neuro-fuzzy inference system (NFIS) for short-term prediction of heart rate variability in the NICU. An NFIS was selected because it allows for a "gray-box" approach through which a system identification procedure is used in conjunction with...
Procuring manpower is one the strategic goals of every organization. Expert manpower is not easily attainable whenever needed. Therefore, organizations should have a plan to provide themselves with expert manpower in accord with their future goals. This research aimed to answer two major questions: 1) Is there a balance present between supply and demand of doctors with respect to the number of...
in this study, the situation of iran, u.s and turkey's pistachio export is investigated. to this purpose, revealed comparative advantage (rca) index is calculated based on agricultural and total economy export, separately, then forecasted by using auto- regressive integrated moving average (arima) approached, for 2008-2013. the results show that considering both commodity baskets, turkey a...
In the mining sector, the barrier to obtain an efficient safety management system is the unavailability of future information regarding the accidents. This paper aims to use the auto-regressive integrated moving average (ARIMA) model, for the first time, to evaluate the underlying causes that affect the safety management system corresponding to the number of accidents and fatalities in the surf...
The objective of this paper is to develop a novel wind speed forecasting technique, which produces more accurate prediction. The Wavelet Transform (WT) along with the Auto Regressive Moving Average (ARMA) is chosen to form a hybrid whose combination is expected to give minimum Mean Absolute Prediction Error (MAPE). A simulation study has been conducted by comparing the forecasting results using...
This paper deals with the approximation of a given frequency response by a low-order linear ARMA filter (Auto-Regressive Moving Average). The aim of this work is the audio synthesis, then to improve the perceptual quality, a criterion based on human listening is defined and minimized. Two complementary approaches are proposed here for solving this non-linear and non-convex problem: first, a wei...
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