The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models, among which the autoregressive model of order one (AR (1))...

‎In this paper we provide sufficient condition for existence of a‎ ‎unique Hilbert valued ($mathbb{H}$-valued) periodically‎ ‎correlated solution to the first order autoregressive model‎ ‎$X_{n}=rho _{n}X_{n-1}+Z_{n}$‎, ‎for $nin mathbb{Z}$‎, ‎and‎ ‎formulate the existing solution and its autocovariance operator‎. ‎Also we specially investigate equivalent condition for the‎ ‎coordinate process...

The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models among which the autoregressive model of order one (AR (1)) ...

in the management of river basins, prediction of river water quality is essential to maintain water quality within standard limits. this study performed a time-series analysis of the prediction of chlorine concentration and electrical conductivity time series data for the period of 1991-2005 from sefidrood river in northern iran. the seasonal prediction of chlorine and electrical conductivity t...

Die Dynamik der Informationstechnologie und steigende Komplexität von Informationssystemen schlägt sich auch im Informationssicherheitsmanagement nieder. Informationssicherheitsstandards haben sich als generische Lösungen für eine Vielzahl von Aufgaben etabliert. Inwieweit derartige Standards die benötigte ganzheitliche Betrachtung vorsehen ist bislang nicht geklärt. Im vorliegenden Beitrag wir...

s of Remediation Case Studies vol 1-8(prepared for the Federal RemediationTechnologies Roundtable FRTR)www.epa.gov/tio/pubitech.htm WSRC-TR-2005-00198, Rev. 0January 5, 2006Page 147 of 147 This page intentionally left blank.

This study is concerned with how markets of agricultural commodities have responded to the improved ICT-based market information services in Ghana since 2005. The data employed are monthly prices wholesale from 2001-2010, covering four markets in the Northern and Greater Accra regions. The data was used to estimate a threshold autoregressive model to measure the level of spatial price integrati...

This study investigates the impact of exchange rates on stock indices for Turkey and examines whether these impacts are asymmetric. For this purpose, non-linear autoregressive distributed lag (NARDL) model is used as an asymmetric cointegration method. In covering period 2005-2020, BIST-100, BIST-100 All Shares four sector included in models representing. Thus, response firms different sectors ...

We investigate the performance of some homogenous first and second generation panel unit root tests under alternative forms of cross sectional dependence. We formalize contemporaneous correlation through factor models, spatial autoregressive error models and combinations thereof. Our findings confirm that while the first generation test of Levin, Lin, and Chu (2002) suffers from substantial siz...