there are several researches that deal with the behavior of ses and their relationships with different economical factors. these range from papers dealing with this subject through econometrical procedures to statistical methods known as copula. this article considers the impact of oil and gold price on tehran stock exchange market (tse). oil and gold are two factors that are essential for the ...

Statistical evidence suggests that the autocorrelation function of a compressed-video sequence is better captured by (k) = e ? p k than by (k) = k ? = e ? log k (long-range dependence) or (k) = e ?k (Markovian). A video model with such a correlation structure is introduced based on the so-called M=G=1 input processes. Though not Markovian, the model exhibits short-range dependence. Using the qu...

Statistical evidence suggests that the autocorrelation function of a compressed-video sequence is better captured by p(k) = e–~fi than by p(k) = k–fi = e–~’og k (long-range dependence) or p(k) = e-~k (Markovian). A video model with such a correlation structure is introduced based on the so-called M/G/ca input processes. Though not Markovian, the model exhibits short-range dependence. Using the ...

OBJECTIVE Emergency department (ED) overcrowding is acknowledged as an increasingly important issue worldwide. Hospital managers are increasingly paying attention to ED crowding in order to provide higher quality medical services to patients. One of the crucial elements for a good management strategy is demand forecasting. Our study sought to construct an adequate model and to forecast monthly ...

This work aims to treat the parameter estimation problem for fractional-integrated autoregressive moving average (F-ARIMA) processes under external noise. Unlike the conventional approaches from the perspective of the time domain, a maximum likelihood (ML) method is developed in the frequency domain since the power spectrum of an F-ARIMA process is in a very explicit and more simple form. Howev...

A renormalization group analysis is applied to autoregressive processes with an infinite series of coefficients. A simple fixed point is given by a random walk, and a second class is found that is proportional to the high order coefficients of fractional autoregressive integrated moving average (ARIMA) processes. The approach might be useful to detect nonstationarity in autoregressive processes.