Recent work has proposed a certainty trend (CT) elimination technique employed for the auto-regressive/autoregressive and moving-average (AR/ARMA) model pulse position prediction. In this paper, we investigate the intra pulse parameter estimation and pulse position prediction of the chirp and stochastic pulse position modulation (CSPPM) combined signal. The quick dechirp method is adopted to th...

Precise identification of the time when a process has changed enables process engineers to search for a potential special cause more effectively. In this paper, we develop change point estimation methods for a Poisson process in a Bayesian framework. We apply Bayesian hierarchical models to formulate the change point where there exists a step < /div> change, a linear trend and a known multip...

It is well-known that causal forecasting methods that include appropriately chosen Exogenous Variables (EVs) very often present improved forecasting performances over univariate methods. However, in practice, EVs are usually difficult to obtain and in many cases are not available at all. In this paper, a new causal forecasting approach, called Wavelet Auto-Regressive Integrated Moving Average w...

Since 1990s, many literatures have shown that connectionist models, such as back propagation, recurrent network, and RBF (Radial Basis Function) outperform the traditional models, MA (Moving Average), AR (Auto Regressive), and ARIMA (Auto Regressive Integrated Moving Average) in time series prediction. Neural based approaches to time series prediction require the enough length of historical mea...

This paper presents a self-organizing power system stabilizer (SOPSS) which use the fuzzy Auto-Regressive Moving Average (FARMA) model. The control rules and the membership functions of proposed the fuzzy logic controller are generated automatically without using any plant model. The generated rules are stored in the fuzzy rule space and updated on-line by a self-organizing procedure. To show t...

We have already developed a speech analysis method based on the Glottal-ARMAX (Auto Regressive and Moving Average eXogenous) model, in which the speech production model is supposed to be an ARMAX vocal tract model and two kinds of excitation: glottal source model excitation and white Gaussian. The speech analysis method based on the Glottal-ARMAX model can estimate the glottal source and ARMAX ...

The impact of fast moving items, modeled by auto-regressive moving average (ARMA) type processes, on the bullwhip effect is well known. However, slow moving items that can be modeled using integer ARMA processes have received little attention. Herein, we measure the impact of bullwhip effect under a first order integer auto-regressive, INAR(1), demand process. We consider a simple two-stage sup...

Improving forecasting especially time series forecasting accuracy is an important yet often difficult task facing forecasters. Fuzzy autoregressive integrated moving average (FARIMA) models are the fuzzy improved version of the autoregressive integrated moving average (ARIMA) models, proposed in order to overcome limitations of the traditional ARIMA models; especially data limitation, and yield...