نتایج جستجو برای: autoregressive integrating moving average method

تعداد نتایج: 2078414  

Journal: :IOP Conference Series: Materials Science and Engineering 2018

2013
Nimrod Partush Eran Yahav

Semantic Differencing for Numerical Programs Nimrod Partush and Eran Yahav

Journal: :Mathematics and Computers in Simulation 2002
Y. K. Tse Vo V. Anh Quang Minh Tieng

In this paper we examine the ̄nite-sample properties of the approximate maximum likelihood estimate (MLE) of the fractional di®erencing parameter d in an ARFIMA(p, d, q) model based on the wavelet coe±cients. Ignoring wavelet coe±cients of higher order of resolution, the remaining wavelet coe±cients approximate a sample of independently and identically distributed normal variates with homogeneo...

2004
DANIEL W. APLEY

This article investigates a Cautious Minimum Variance (CMV) control approach for controlling industrial process variability when the model parameters are estimated from data and subject to uncertainty. CMV control has a number of advantages over traditional robust control methods. It incorporates probabilistic, as opposed to deterministic, measures of parameter uncertainty, which are more consi...

2012
Ping Han Pengxin Wang Miao Tian Shuyu Zhang Junming Liu Dehai Zhu

The standardized precipitation index (SPI) was used to quantify the classification of drought in the Guanzhong Plain, China. The autoregressive integrated moving average (ARIMA) models were developed to fit and forecast the SPI series. Most of the selected ARIMA models are seasonal models (SARIMA). The forecast results show that the forecasting power of the ARIMA models increases with the incre...

Journal: :IJAEIS 2013
Eduardo S. Ogasawara Daniel de Oliveira Fabio Paschoal Junior Rafael Castañeda Myrna Amorim Renato Mauro Jorge de Abreu Soares João Roberto de Toledo Quadros Eduardo Bezerra

Tracking information about fertilizers consumption in the world is very important since they are used to produce agriculture commodities. Brazil consumes a large amount of fertilizers due to its large-scale agriculture fields. Most of these fertilizers are currently imported. The analysis of consumption of major fertilizers, such as Nitrogen-Phosphorus-Potassium (NPK), Sulfur, Phosphate Rock, P...

Journal: :Applied Stochastic Models in Business and Industry 2020

Journal: :Stochastic Processes and their Applications 1995

Journal: :Journal of Statistical Computation and Simulation 2018

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