The price of fresh agricultural products changes up and down recently. In order to accurately forecast the agricultural precuts demand, a forecasting model based on ARIMA is provided in this study. It can be found that asymmetric information and unbalance about supply and demand exist in the market through analyzing the reasons. The ARIMA model for fresh agricultural products can forecast the d...

We consider the fractionally integrated ARFIMA Processes with seasonality s, denoted by SARFIMA(0, D, 0)s. This work presents a closed formula for the Durbin-Levinson’s algorithm relating the partial autocorrelation and the autocorrelation functions of these processes. In order to obtain the closed formula we show a hypergeometric identity, namely

The Commonwealth of Virginia abolished parole and reformed sentencing for all felony offenders committed on or after January 1, 1995. We examine the impact of this legislation on reported crime rates using different time series approaches. In particular, structural time series models are considered as an alternative to the Box-Jenkins ARIMA models that form the standard time series approach to ...

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...

Many factors impact a city’s water consumption, including population distribution, average household income, water prices, water conservation programs, and climate. Of these, however, meteorological effects are considered to be the primary determinants of water consumption. In this study, the effects of climate on residential water consumption in Las Vegas, Nevada, were examined during the peri...

In the present work the concepts of dynamic template matching and frame differencing have been used to implement a robust automated single object tracking system. In this implementation a monochrome industrial camera has been used to grab the video frames and track an object. Using frame differencing on frame-by-frame basis a moving object, if any, is detected with high accuracy and efficiency....

We study whether a multivariate Lévy-driven moving average process can shadow arbitrarily closely any continuous path, starting from the present value of the process, with positive conditional probability, which we call the conditional small ball property. Our main results establish the conditional small ball property for Lévy-driven moving average processes under natural non-degeneracy conditi...

Changes in the timberline ecotone vegetation of Nanda Devi National Park (NDNP) was studied over a period of 30 years (1980–2010). Our study based on remote sensing analysis of Landsat MSS and TM images suggests no geographical shift in the upper limit of timberline, while the subalpine forest’s canopy has increased substantially. Decrease in heterogeneous reflectance pattern near upper boundar...

This paper presents a comprehensive review of all the options available for computing derivatives of multidisciplinary systems in a unified mathematical framework. The basic building blocks for computing derivatives are first introduced: finite differencing, the complex-step method and symbolic differentiation. A generalized chain rule is derived from which it is possible to derive both algorit...

In an attempt to free bootstrap theory from the shackles of asymptotic considerations, this paper studies the possibility of justifying, or validating, the bootstrap, not by letting the sample size tend to infinity, but by considering the sequence of bootstrap P values obtained by iterating the bootstrap. The main idea of the paper is that, if this sequence converges to a random variable that f...