نتایج جستجو برای: moving
تعداد نتایج: 104009 فیلتر نتایج به سال:
This paper proposes the combined forecasting model which study on the classic swine fever (CSF) morbidity, using the forecasting results of ARIMA and GM (1, 1) model as the inputs of the majorizing BP neural network. Analyzing the monthly data from 2000 to 2009 and the accuracy of the forecasting results is 97.379%, more accurate and more steady than traditional methods. This research provides ...
We obtain the rate of growth of long strange segments and the rate of decay of infinite horizon ruin probabilities for a class of infinite moving average processes with exponentially light tails. The rates are computed explicitly. We show that the rates are very similar to those of an i.i.d. process as long as moving average coefficients decay fast enough. If they do not, then the rates are sig...
We present an application of a multi hypothesis tracking (MHT) algorithm to the case of ground moving targets detected by GMTI (Ground Moving Target Indicator) radar sensors. The algorithms for track extraction, prediction, filtering, and track maintenance are briefly described, and exemplary tracking results for simulated MTI data are demonstrated.
This paper investigates the (conditional) quasi-likelihood ratio test for the threshold in MA models. Under the hypothesis of no threshold, it is shown that the test statistic converges weakly to a function of the centred Gaussian process. Under local alternatives, it is shown that this test has nontrivial asymptotic power. The results are based on a new weak convergence of a linear marked empi...
The standardized precipitation index (SPI) was used to quantify the classification of drought in the Guanzhong Plain, China. The autoregressive integrated moving average (ARIMA) models were developed to fit and forecast the SPI series. Most of the selected ARIMA models are seasonal models (SARIMA). The forecast results show that the forecasting power of the ARIMA models increases with the incre...
Abstract: Multiple targets tracking with a GMTI is a challenging problem for the battlefield surveillance. A new algorithm is used in order to track multiple manoeuvring ground targets with road constraint. However, the case of nondetected targets due to the ground context is not tacking in account in the target tracking process. In this paper, we present our approach to track ground targets wi...
Status of this Memo This document specifies an Internet standards track protocol for the Internet community, and requests discussion and suggestions for improvements. Please refer to the current edition of the "Internet Official Protocol Standards" (STD 1) for the standardization state and status of this protocol. Distribution of this memo is unlimited. Abstract This memo describes VCDIFF, a ge...
An in-depth look at the Auto_ARIMA function and its constituents with an application to financial data. Visual Numerics, Inc., makes no warranty of any kind with regard to this material, included, but not limited to, the implied warranties of merchantability and fitness for a particular purpose. Visual Numerics, Inc., shall not be liable for errors contained herein or for incidental, consequent...
In this paper, we propose a time series based method for analyzing and predicting personal medical data. First, we introduce an auto-regressive integrated moving average model which is good for all time series processes. Second, we describe how to identify a personalized time series model based on the patient’s history information, followed by estimating the parameters in the model. Furthermore...
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