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

تعداد نتایج: 3476942  

Journal: :Indian Journal of Geo-Marine Sciences 2022

The present study emphasizes the forecast of Andhra Pradesh's total marine fish production and catch commercially important fishes, viz., Indian Mackerel, Oil Sardine, Horse Lesser Sardines for next 5 years by different statistical machine learning approaches under climate change scenario. Forecasting is done with without inclusion climatic environmental parameters in models. Exogenous variable...

Journal: :Economy and Sociology 2022

The paper discusses the properties of Auto-Regressive Integrated Moving Average (ARIMA) models and proceeds to estimate a model for monthly evolution annual inflation rate in Moldova from January 2013 October 2021. aim is develop relying exclusively upon historical as an additional instrument forecasting purposes. estimated explains close 97 % variation over model’s estimation period used gener...

2000
A. Parvaresh

In this study we have analysed wind and wave time series data resulting from hourly measurements on the sea surface in Bushehr, the northern part of the Persian Gulf, from 15 July to 4 August 2000. Wind speed (U10) ranged from 0.34 to 10.38 m/s as alternating sea and land breezes. The lowest wind speed occurs at about midnight and the highest at around noon. The calculated autocorrelation of wi...

2013
P. Fryzlewicz Subba Rao

The emergence of the recent financial crisis, during which markets frequently underwent changes in their statistical structure over a short period of time, illustrates the importance of non-stationary modelling in financial time series. Motivated by this observation, we propose a fast, well performing and theoretically tractable method for detecting multiple change points in the structure of an...

2013
Xiaodan Huang Wei Wang

Road section data packet is very necessary for the estimation and prediction in short-time traffic condition. However, previous researches on this problem are lack of quantitative analysis. A section correlation analyzing method with traffic flow microwave data is proposed for this problem. It is based on the metric multidimensional scaling theory. With a dissimilarity matrix, scalar product ma...

1997
Stephen Bates Steve McLaughlin

Both the fractional Brownian motion (fBm) and the Auto-regressive Integrated Moving Average (ARIMA) models have been applied to teletraffic scenarios in recent years. These models became popular after the discovery that Ethernet and VBR video data appear to possess the property of selfsimilarity. However the results presented in this paper suggest that Ethernet data is more impulsive than traff...

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