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

تعداد نتایج: 3476942  

2011
Maria Irfan Muhammad Irfan Muhammad Tahir

In our present study, GARCH family models are used for modeling and forecasting the rice yield of four provinces of Pakistan during the period of 1947-48 to 2008-09. Also Auto regressive, moving average and Autoregressive moving average models are described. Thus, the selected GARCH models for all provinces are also presented for forecasting purpose on the basis of two criteria AIC (Akaike info...

Journal: :Environmental Modelling and Software 2014
Akbar Akbari Esfahani Michael J. Friedel

A novel approach is proposed to forecast the likelihood of climate-change across spatial landscape gradients. This hybrid approach involves reconstructing past precipitation and temperature using the self-organizing map technique; determining quantile trends in the climate-change variables by quantile regression modeling; and computing conditional forecasts of climate-change variables based on ...

2012
AHMED. M. KASSEM

In this paper, the voltage and frequency control of an isolated self-excited induction generator, driven by wind turbine, is developed with emphasis on nonlinear auto regressive moving average (NARMAL2) based on neural networks approach. This has the advantage of maintaining constant terminal voltage and frequency irrespective of wind speed and load variations. Two NARMA L2 controllers are used...

2016
M. C. Lavanya S. Lakshmi

Due to notable depletion of fuel, non-conventional energy aids the present grid for Power management across the country. Wind energy indeed has major contribution next to solar. Prediction of wind power is essential to integrate wind farms into the grid. Due to intermittency and variability of wind power, forecasting of wind behavior becomes intricate. Wind speed forecasting tools can resolve t...

2011
Ren-Jieh Kuo Tung-Lai Hu Zhen-Yao Chen

This paper intends to propose an integrated method which combines selforganizing map (SOM) network with genetic algorithm (GA) and particle swarm optimization (PSO)-based (ISGP) algorithm to train the radial basis function (RBF) network for function approximation. The experimental results for three benchmark problems indicated that such integration can have better performance. In addition, usin...

Journal: :Industrial health 2011
Tae-gu Kim Young-sig Kang Hyung-won Lee

To begin a zero accident campaign for industry, the first thing is to estimate the industrial accident rate and the zero accident time systematically. This paper considers the social and technical change of the business environment after beginning the zero accident campaign through quantitative time series analysis methods. These methods include sum of squared errors (SSE), regression analysis ...

2016
Jie Zhang Gene Lee Jingguo Wang

Spam has been one of the most difficult problems to be addressed since the invention of Internet. Outbound spam can reflect the information security level of an organization as most spam emails are generated by compromised computers. Understanding the trend of outbound spam can help organizations adopt proactive policies and measures toward a more informed decision on resource allocation in ter...

2008
JUAN FRAUSTO-SOLIS ESMERALDA PITA JAVIER LAGUNAS

Streamflow forecasting is very important for water resources management and flood defence. In this paper two forecasting methods are compared: ARIMA versus a multilayer perceptron neural network. This comparison is done by forecasting a streamflow of a Mexican river. Surprising results showed that in a monthly basis, ARIMA has lower prediction errors than this Neural Network. Key-Words: Auto re...

1997
Joseph M. Francos Benjamin Friedlander

This paper considers the problem of estimating the parameters of two-dimensional moving average random elds. We rst address the problem of expressing the covariance matrix of a moving average random eld, in terms of the model parameters. Assuming the random eld is Gaussian, we derive a closed form expression for the Cramer-Rao lower bound on the error variance in jointly estimating the model pa...

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