نتایج جستجو برای: autoregressive integrating moving average method
تعداد نتایج: 2078414 فیلتر نتایج به سال:
This paper presents NeuroChess, a program which learns to play chess from the final outcome of games. NeuroChess learns chess board evaluation functions, represented by artificial neural networks. It integrates inductive neural network learning, temporal differencing, and a variant of explanation-based learning. Performance results illustrate some of the strengths and weaknesses of this approach.
Artificial neural networks (ANNs) are flexible computing frameworks and universal approximators that can be applied to a wide range of time series forecasting problems with a high degree of accuracy. However, despite all advantages cited for artificial neural networks, their performance for some real time series is not satisfactory. Improving forecasting especially time series forecasting accur...
Penalized splines are widespread tools for the estimation of trend and cycle, since they allow a data driven estimation of the penalization parameter by the incorporation into a linear mixed model. Based on the equivalence of penalized splines and the Hodrick-Prescott filter, this paper connects the mixed model framework of penalized splines to the WienerKolmogorov filter. In the case that tren...
A stereo vision system for detecting 3D-objects is presented. The method uses a pair of externally uncalibrated cameras and is able t o detect objects located on a staircase. Detection is based on differencing stereo pair images, where a warping transform is used to overlay the left onto the right image, and vice versa. The 3D camera positions are obtained through model t~ased pose estimation a...
Oil is the lifeblood of the industrial economy, oil prices are affected by many factors. China is a major industrial country, changes in the price of oil will affect many aspects of economic development, and therefore the price of crude oil research is extremely important. In this paper, monthly average prices of crude oil in Daqing from January 2000 to December 2010 are utilized to do the rese...
Object tracking is commonly used in video surveillance, but typically video with full frame rate is sent. We previously have shown that full frame rate is not needed, but it is unclear what the appropriate frame rate to send or whether we can further reduce the frame rate. This paper answers these questions for two commonly used object tracking algorithms (frame-differencing-based blob tracking...
We present a generalisation of the double long memory ARFIMA-FIGARCH model introducing time-varying memory coefficients both in the mean and in the variance. The model satisfies the empirical evidence of changing memory observed in average temperature series and can provide useful improvements in the forecasting, simulation and pricing issues related to weather derivatives. We provide an applic...
• Traditional approaches, including Box–Jenkins autoregressive integrated moving average (ARIMA) model, autoregressive and moving average with exogenous variables (ARMAX) model, seasonal autoregressive integrated moving average (SARIMA) model, exponential smoothing models [including Holt–Winters model (HW) and seasonal Holt and Winters’ linear exponential smoothing (SHW)], state space/Kalman fi...
To enlarge the capacity of the hidden secret information and to provide an imperceptible stego-image for human vision, a novel steganographic approach using tri-way pixel-value differencing (TPVD) is proposed in this paper. To upgrade the hiding capacity of original PVD method referring to only one direction, three different directional edges are considered and effectively adopted to design the...
An exact form of the local Whittle likelihood is studied with the intent of developing a general-purpose estimation procedure for the memory parameter (d) that does not rely on tapering or differencing prefilters. The resulting exact local Whittle estimator is shown to be consistent and to have the same N(0, 1 4 ) limit distribution for all values of d if the optimization covers an interval of ...
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