Durbin’s methods for moving average (MA) and autoregressive-moving average (ARMA) estimation use the parameters of a long AR model to compute the MA parameters. Linear regression theory is applied to find the best AR order. This yields two different orders: one for the best predicting AR model and another one for the long AR model with the best parameter accuracy, as intermediate for Durbin’s e...

This paper discusses three modelling techniques, which apply to multiple time series data that correspond to different spatial locations (spatial time series). The first two methods, namely the Space-Time ARIMA (STARIMA) and the Bayesian Vector Autoregressive (BVAR) model with spatial priors apply when interest lies on the spatio-temporal evolution of a single variable. The former is better sui...

This paper works on the agricultural drought forecasting in the Guanzhong Plain of China using Autoregressive Integrated Moving Average (ARIMA) models based on the time series of drought monitoring results of Vegetation Temperature Condition Index (VTCI). About 90 VTCI images derived from Advanced Very High Resolution Radiometer (AVHRR) data were selected to develop the ARIMA models from the er...

The purpose of the paper is to extend recent results of Muellbauer (1986) for the life cycle consumption model under rational habit formation. It is shown that a general pattern of habits will lead to an arbitrary autoregressive integrated moving average (ARIMA) process for consumption. As a special case it is shown how a model in annual differences can be obtained by imposing a specific struct...

The aims of the present study are developing a financial stability index (FSI) using banking indices to measure financial stability in Iran, and examining the relationship between financial stability and macroeconomic variables for policymaking. To these ends, we have employed principal-component analysis, out of sample forecasting, Autoregressive Integrated Moving Average (ARIMA) method, and V...

With the increasing competition in the telecommunications industry, the operators try their best to increase telecom income via various measures, one of which is to set an amount of income as a goal to make the encouragement. Since accurate forecast of income plays an important role in income target setting, this paper builds a time series Autoregressive Integrated Moving Average Model (ARIMA) ...

Tourism, one of the biggest industries in many countries, has been considered a complexly integrated and self-contained economic activity.As key determinants of thetourism demand are not fully identified to some extent different forecasting models vary in thelevel of accuracy. By comparing the performance of diverse forecasting models,including the linear regression, autoregressive integrated m...

Current approaches to cybersecurity are responsedriven and ineffective as they do not account for dynamic adversarial movement. Using empirical evidence of observations done at two Red Team-Blue Team cybersecurity training exercises held at Idaho National Laboratory (INL) and the Michigan Cyber Range, this paper predicts how adversaries move during cyberattacks. In this study, a framework for t...

In this paper, I describe the theoretical background that led to the creation of software for interactive dance performance that interprets rhythm in dance movement as musical rhythm. This software was implemented as a library of external objects for Max/MSP[12] that processes data from an object or library that performs frame-differencing analysis of a video stream in real time in this program...