Since the publication of the Bellcore measurements in the early nineties, long-range dependence (LRD) has been in the center of a continuous debate within the teletraac community. While researchers largely acknowledge the signiicance of the LRD phenomenon, they still disagree on two issues: (1) the utility of LRD models in buuer dimensioning and bandwidth allocation, and (2) the ability of comm...

inflation has always been an economic problem and different solutions have been proposed to control it. although it is said that “higher output lowers inflation rate” but it is true when other factors are constant. this study searches the answer to the following question: “what is the effect of inflation rate and output in a case that inflation rate and output growth has a volatility trend?” to...

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...

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...