نتایج جستجو برای: autoregressive ar modeling
تعداد نتایج: 460060 فیلتر نتایج به سال:
[1] We develop a modeling framework to investigate the influence of the North Atlantic Oscillation (NAO) on phenological variability in Europe through its influence on the distribution of wintertime synoptic-scale surface temperature variability. The approach employs an eigendecomposition of NCEP daily winter surface temperature estimates from the latter twentieth century to represent the spati...
Fusion prognostic framework for lithium-ion battery remaining useful life (RUL) estimation has become a hot spot. Especially, the cycle life prediction has been conducted widely, for which many prognostic methods have been proposed correspondingly. However, many fusion frameworks which can achieve high precision are accompanied with high computing complexity and high time consumption which make...
The growing interest in personalized medicine requires making inferences from descriptive indexes estimated from individual recordings of physiological signals, with statistical analyses focused on individual differences between/within subjects, rather than comparing supposedly homogeneous cohorts. To this end, methods to compute confidence limits of individual estimates of descriptive indexes ...
The authors give easy-to-check sufficient conditions for the geometric ergodicity and the finiteness of the moments of a random process xt = φ(xt−1, . . . , xt−p)+ tσ(xt−1, . . . , xt−q) in which φ : IR → IR, σ : IR → IR and ( t) is a sequence of independent and identically distributed random variables. They deduce strong mixing properties for this class of nonlinear autoregressive models with ...
Estimation of the autoregressive coefficient % in linear models with firstorder autoregressive disturbances has been broadly studied in the literature. Based on C.R. Rao’s MINQE-theory, Azäıs et al. (1993) gave a new general approach for computing locally optimum estimators of variance-covariance components in models with non-linear structure of the variance-covariance matrix. As a special case...
Many nonlinear time series models have been proposed in the last decades. Among them, the models with regime switchings provide a class of versatile and interpretable models which have received a particular attention in the literature. In this paper, we consider a large family of such models which generalize the well known Markov-switching AutoRegressive (MS-AR) by allowing non-homogeneous swit...
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