Time-series analysis, a relatively uncommon technique in ecological studies, has been applied to annual tree growth-ring series. In agreement with earlier North American work, ARMA(1,1) models were found to be the predominant form for expressing stochastic growth processes, occurring in 58% of the 36 Nothofagus menziesii and N. solandri time-series examined. The remaining 42% conformed to an AR...

Abstract. Conventional streamflow models operate under the assumption of constant variance or season-dependent variances (e.g. ARMA (AutoRegressive Moving Average) models for deseasonalized streamflow series and PARMA (Periodic AutoRegressive Moving Average) models for seasonal streamflow series). However, with McLeod-Li test and Engle’s Lagrange Multiplier test, clear evidences are found for t...

This paper makes an attempt to develop least squares lattice algorithms for the ARMA modeling of a linear, slowly time-varying, multichannel system employing scalar computations only. Using an equivalent scalar, periodic ARMA model and a circular delay operator, the signal set for each channel is defined in terms of circularly delayed input and output vectors corresponding to that channel. The ...

Control charts are used to detect changes in a process. Once a change is detected, knowledge of the change point would simplify the search for and identification of the special cause. Consequently, having an estimate of the process change point following a control chart signal would be useful to process analysts. Change point methods for the uncorrelated process have been studied extensively in...