نتایج جستجو برای: auto regressive moving average model change point estimation

تعداد نتایج: 3476942  

2017
H.M.L.N.K Herath J. V. Wijayakulasooriya

Speech synthesizers based on paramedic methods, still have not achieved the expected naturalness. This is due to less consideration on linear time variant nature between the neighbor phonemes. This paper presents a study to model the phoneme transitions between neighbor phonemes with lesser number of parameters using Auto Regressive Moving Average (ARMA) model, where Steiglitz-McBride algorithm...

2005
Henghsiu Tsai K. S. Chan

We develop a new class of Continuous-time Auto-Regressive Fractionally Integrated Moving-Average (CARFIMA) models which are useful for modelling regularly-spaced and irregularly-spaced discrete-time long-memory data. We derive the autocovariance function of a stationary CARFIMA model, and study maximum likelihood estimation of a regression model with CARFIMA errors, based on discrete-time data ...

Journal: :Journal of the Royal Statistical Society: Series B (Statistical Methodology) 2015

Journal: :iranian journal of fuzzy systems 2011
mehdi khashe mehdi bijari seyed reza hejazi

improving time series forecastingaccuracy is an important yet often difficult task.both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. in this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

Journal: :international journal of industrial engineering and productional research- 0
mehdi khashei ,phd student of industrial engineering, isfahan university of technology isfahan, iran farimah mokhatab rafiei , assistant professor of industrial engineering, isfahan university of technology isfahan, iran mehdi bijari , associated professor of industrial engineerin, isfahan university of technology isfahan, iran

in recent years, various time series models have been proposed for financial markets forecasting. in each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. many researchers have compared different time series models together in order to determine more efficient ...

Journal: :E3S web of conferences 2023

Carbon dioxide can change the heat balance of atmosphere. To study relationship between CO 2 and temperature change, we use given concentrations to implement linear regression model, gray time series forecasting back-propagation auto-regressive moving average model establish growth function concentration. Errors are evaluated choose most suitable model. then in step one further predict future l...

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