نتایج جستجو برای: autoregressive process‎

تعداد نتایج: 1323031  

Journal: :SSRN Electronic Journal 2018

Journal: :SSRN Electronic Journal 2018

‎In this paper we provide sufficient condition for existence of a‎ ‎unique Hilbert valued ($mathbb{H}$-valued) periodically‎ ‎correlated solution to the first order autoregressive model‎ ‎$X_{n}=rho _{n}X_{n-1}+Z_{n}$‎, ‎for $nin mathbb{Z}$‎, ‎and‎ ‎formulate the existing solution and its autocovariance operator‎. ‎Also we specially investigate equivalent condition for the‎ ‎coordinate process...

The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models, among which the autoregressive model of order one (AR (1))...

The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models among which the autoregressive model of order one (AR (1)) ...

1999
Adrian Trapletti Friedrich Leisch Kurt Hornik

In this note we consider the autoregressive moving average recurrent neural network ARMA-NN(1; 1) process. We show that in contrast to the pure autoregressive process simple ARMA-NN processes exist which are not irreducible. We prove that the controllability of the linear part of the process is sufficient for irreducibility. For the irreducible process essentially the shortcut weight correspond...

Journal: :Journal of Mathematics Research 2023

The main purpose of  this paper is to make the connexion between stochastic analysis, Bayesian Statistics, and time series analysis for policy analysis. This approach solves problem of mathematical modelling - presence uncertainties in models parameters -  that reduces the  forecasting   effectiveness. By using multiple It\^o  integral, mult...

Journal: :Journal of Multivariate Analysis 2011

Journal: :Signal Processing 2002
Hiroko Kato Tohru Ozaki

A nonlinear autoregressive model, the process feedback nonlinear autoregressive (PFNAR) model, in which the autoregressive coe0cients are a function of the combination of past data, is proposed. The autoregressive coe0cients of the PFNAR model consist of sequential autoregressive parts, and a data process feedback part that feeds back the in2uence from previous data points with “signi4cant dela...

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