نتایج جستجو برای: yule walker autoregressive method
تعداد نتایج: 1652337 فیلتر نتایج به سال:
Extended Abstract. Forecasting is one of the most important purposes of time series analysis. For many years, classical methods were used for this aim. But these methods do not give good performance results for real time series due to non-linearity and non-stationarity of these data sets. On one hand, most of real world time series data display a time-varying second order structure. On th...
In previous studies, an omni-directional walker was developed for walking rehabilitation. Walking training programs are stored in the walker so that rehabilitation can be carried out without a physical therapist. However, the walker sometimes strays from the predefined path because of center-of-gravity shifts and load changes. It is necessary for the walker to precisely follow the paths defined...
Large deviation principles and related results are given for a class of Markov chains associated to the “leaves” in random recursive trees and preferential attachment random graphs, as well as the “cherries” in Yule trees. In particular, the method of proof, combining analytic and Dupuis-Ellis type path arguments, allows for an explicit computation of the large deviation pressure.
Spectral reflection prediction models, although effective, are impractical for certain industrial applications such as self-calibrating devices and online monitoring because their calibration requires specific color-constant calibration patches. Using the CMYK Ink Spreading enhanced Yule-Nielsen modified Spectral Neugebauer model (IS-YNSN), we propose a method to recover the colorant reflectanc...
A time-varying autoregressive model with time-varying coefficients is introduced in this paper for parameter extraction from non-stationary vibration signals. With this model, the relationship between linear time-varying modal parameters, i.e., instantaneous frequencies and damping factors, and time-varying autoregressive model coefficients is established. The time-varying autoregressive modeli...
In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the proposed method. Tests available for testing the adequacy of a smooth transition autoregressive model ...
A temperature prediction method of Insulated Gate Bipolar Transistor (IGBT) module based on autoregressive moving average model is proposed. Historical and current temperature datum of IGBT module is indispensable to the ARMA method, temperature time series is obtained by uniform sampling, and autoregressive (AR) model is constructed. Temperature time series prediction of IGBT module is realize...
2 Binary search trees 2 2.1 Definition of a binary search tree . . . . . . . . . . . . . . . . . . 2 2.2 Profile of a binary search tree . . . . . . . . . . . . . . . . . . . . 3 2.2.1 Level polynomial. BST martingale . . . . . . . . . . . . . 3 2.2.2 Embedding in continuous time. Yule tree . . . . . . . . . . 6 2.2.3 Connection Yule tree binary search tree . . . . . . . . . . 7 2.2.4 Asymptoti...
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