نتایج جستجو برای: breast cancerauto regressive integrated moving average

تعداد نتایج: 968424  

2014
Qin Ting

In traffic video, background differencing is frequently applied for detecting moving vehicles. Therefore, background extraction is a key technology in traffic flow video detection system. In this paper, the way of modeling for background with single Gaussian model is introduced, and a simple experimental system for the background extraction in traffic video is designed and realized. Furthermore...

2003
EDWARD W. LARSEN

In a recent article (Larsen, Morel, and Miller, J .Comput. Phys. 69, 283 (1987)), a theoretical method is described for assessing the accuracy of transport differencing schemes in highly scattering media with optically thick spatial meshes. In the present article, this method is extended to enable one to determine the accuracy of such schemes in the presence of numerically unresolved boundary l...

2003
Yiannis Kamarianakis Poulicos Prastacos

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...

2002
James C. Morley

A state–space approach provides a general unified framework for calculation of the Beveridge–Nelson decomposition for a wide variety of time series models, including all univariate and vector ARIMA models.  2002 Elsevier Science B.V. All rights reserved.

2015
Sang Hoon Kang Seong-Min Yoon

In this paper, we study the dual long memory property of the Korean stock market. For this purpose, the ARFIMA–FIGARCH model is applied to two daily Korean stock price indices (KOSPI and KOSDAQ). Our empirical results indicate that long memory dynamics in the returns and volatility can be adequately estimated by the joint ARFIMA–FIGARCH model. We also found that the assumption of a skewed Stude...

Journal: :IJKSS 2011
Anqiang Huang Jin Xiao Shouyang Wang

In the framework of TEI@I methodology, this paper proposes a combined forecast method integrating contextual knowledge (CFMIK). With the help of contextual knowledge, this method considers the effects of those factors that cannot be explicitly included in the forecast model, and thus it can efficiently decrease the forecast error resulted from the irregular events. Through a container throughpu...

2001
Paul Collier

This paper incorporates export price shocks into the analysis of the effect of aid on growth. Previous analysis of the aid-growth relationship by Burnside and Dollar found that aid is more effective in raising growth the better are policies. However, this result has been criticized for being sensitive to choice of sample and for neglecting shocks. We construct export price indices using the app...

2010
Rita Gamberini Francesco Lolli Bianca Rimini Fabio Sgarbossa

Items with irregular and sporadic demand profiles are frequently tackled by companies, given the necessity of proposing wider and wider mix, along with characteristics of specific market fields i.e., when spare parts are manufactured and sold . Furthermore, a new company entering into the market is featured by irregular customers’ orders. Hence, consistent efforts are spent with the aim of corr...

Journal: :Remote Sensing 2016
Miao Tian Pengxin Wang Jahangir Khan

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...

2009
Guglielmo Maria Caporale Luis A. Gil-Alana

In this paper we specify a multi-factor long-memory process that enables us to estimate the fractional differencing parameters at each frequency separately, and adopt this framework to model quarterly prices in three European countries (France, Italy and the UK). The empirical results suggest that inflation in France and Italy is nonstationary. However, while for the former country this applies...

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید