In this paper, we model DCCP congestion control mechanism and RED as independent discrete-time systems using fluid-flow approximation. By interconnecting DCCP connections and RED routers, we model the entire network as a feedback system called DCCP/RED. We then analyze the steady state performance and the transient state performance of DCCP/RED. Specifically, we derive the packet transmission r...

With the increasing competition in the telecommunications industry, the operators try their best to increase telecom income via various measures, one of which is to set an amount of income as a goal to make the encouragement. Since accurate forecast of income plays an important role in income target setting, this paper builds a time series Autoregressive Integrated Moving Average Model (ARIMA) ...

We examine recursive out-of-sample forecasting of monthly postwar U.S. core inflation and log price levels. We use the autoregressive fractionally integrated moving average model with explanatory variables (ARFIMAX). Our analysis suggests a significant explanatory power of leading indicators associated with macroeconomic activity and monetary conditions for forecasting horizons up to two years....

This paper develops a general asymptotic theory for the estimation of strictly stationary and ergodic time series models. Under simple conditions that are straightforward to check, we establish the strong consistency, the rate of strong convergence and the asymptotic normality of a general class of estimators that includes LSE, MLE, and some M-type estimators. As an application, we verify the a...

and Applied Analysis 3 is the order of regular differences and φ(B) and θ(B) are, respectively, defined as follows φ (B) = 1 − φ 1 B − φ 2 B 2 − ⋅ ⋅ ⋅ − φ p B p θ (B) = 1 − θ 1 B − θ 2 B 2 − ⋅ ⋅ ⋅ − θ q B q . (5) Random errors, ε t , are assumed to be independently and identically distributed with a mean of zero and a constant variance of σ, and the roots of φ(x) = 0 and θ(x) = 0 all lie outsid...

We investigate changes in the time series characteristics of postwar U.S. inflation. In a model-based analysis the conditional mean of inflation is specified by a long memory autoregressive fractionally integrated moving average process and the conditional variance is modelled by a stochastic volatility process. We develop a Monte Carlo maximum likelihood method to obtain efficient estimates of...

Perusahaan PT. X adalah perusahaan yang bergerak di industri pertahanan memproduksi Peti No. ABC. Biaya simpan pada ABC tahun 2020 dan 2021 mengalami peningkatan karena peramalan jumlah produk terealisasi tidak sesuai dengan permintaan aktual. lalu memiliki tingkat kesalahan atau error lebihh besar dibandingkan data Sehingga tujuan dari penelitian ini menentukan metode terkecil. Metode digunaka...

We establish the rate of growth of the length of long strange intervals in an innnite moving average process whose coeecients are regularly varying at innnity. We compute the limiting distribution of the appropriately normalized length of such intervals. The rate of growth of the length of long strange intervals turns out to change dramatically once the exponent of regular variation of the coee...

We investigate the first-order threshold moving-average model. We obtain a sufficient condition for a unique strictly stationary and ergodic solution of the model without the need to check irreducibility. We also establish necessary and sufficient conditions for its invertibility of first-order . Furthermore, we discuss the extension of the results to the first-order multiple threshold moving-a...

Let {εi : −∞ < i < ∞} be a strictly stationary sequence of linearly positive quadrant dependent random variables and P∞ i=−∞ |ai| < ∞. In this paper, we prove the precise asymptotics in the law of iterated logarithm for the moment convergence of moving-average process of the form Xk = P∞ i=−∞ ai+kεi, k ≥ 1.