Since the empirical characteristic function (ECF) is the Fourier transform of the empirical distribution function, it retains all the information in the sample but can overcome difficulties arising from the likelihood. This paper discusses an estimation method via the ECF for strictly stationary processes. Under some regularity conditions, the resulting estimators are shown to be consistent and...

In this paper we introduce a robust feature extractor, dubbed as Modified Function Cepstral Coefficients (MODFCC), based on gammachirp filterbank, Relative Spectral (RASTA) and Autoregressive Moving-Average (ARMA) filter. The goal of this work is to improve the robustness of speech recognition systems in additive noise and real-time reverberant environments. In speech recognition systems Mel-Fr...

Second order properties of nearly nonstationary ARMA processes are investigated in the cases when the autoregressive polynomial equation has (i) a real root close to 1; (ii) a real root close to -1; (iii) a pair of complex roots close to the unit circle. The effect of the closeness to the unit circle of the ARMA poles on its covariance and spectral density functions is considered. The obtained ...

Abstract Dairy sector is one of the fastest growing sectors in world with little global contributions from African countries and Nigeria particular. This study modelled forecast diary milk production Iwo its environs using different variants Autoregressive Moving Average (ARMA) models. Data used this comprised daily between 26th May, 2021 31st 2022 as obtained Bowen University collection centre...

The tracking of nonstationary EEG with time-varying ARMA models is discussed. A method for detecting spindles in rat EEG is presented. The method is based on tracking of a single system pole of the ARMA model.

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...

In this paper, the short-term load forecast by use of autoregressive moving average (ARMA) model including non-Gaussian process considerations is proposed. In the proposed method, the concept of cumulant and bispectrum are embedded into the ARMA model in order to facilitate Gaussian and non-Gaussian process. With embodiment of a Gaussianity verification procedure, the forecasted model is identi...