The outputs of many real-world complex dynamical systems are time series characterized by power-law correlations and fractal properties. first proposed model for such comprised fractional Gaussian noise (fGn), defined an autocorrelation function C(k) with asymptotic behavior, a complicated power spectrum S(f) behavior in the small frequency region linked to C(k). This connection suggested use s...

because of the increasing importance of supplying water for the country, water resource management is of paramount importance. predicting precipitation, as one of the most important climatic parameters, is especially important in using water supplies. time series can be used to predict precipitation. time series analysis seems to be a suitable tool for such forecasting. the present work studies...

This paper considers the classical newsvendor model when, (a) demand is autocorrelated, (b) the parameters of the marginal distribution of demand are unknown, and (c) historical data for demand are available for a sample of successive periods. An estimator for the optimal order quantity is developed by replacing in the theoretical formula which gives this quantity the stationary mean and the st...

In this paper, we propose a modified version of the autocorrelation pitch extraction method well known to be robust against noise. Utilizing that the average magnitude difference function (AMDF) has similar characteristics with the autocorrelation function, the autocorrelation function is weighted by the reciprocal of the AMDF. By simulation experiments, it is shown that the proposed pitch extr...

T input processes occur naturally in the stochastic simulation of many service, communications, and manufacturing systems, and there are a variety of time-series input models available to match a given collection of properties, typically a marginal distribution and an autocorrelation structure specified via the use of one or more time lags. The focus of this paper is the situation in which the ...

The use of e-wallet can be accessed easily via the internet, this create a positive impact for economic stability after Covid-19 pandemic. This move wheels community's economy, through online shopping and among public. number digital services in Indonesia has increased during first position is occupied by e-commerce second wallets which 65%. Based on data from increasing service users Indonesia...

In a first part is recalled a simulation method for a strictly stationary non-Gaussian process given its one-dimensional marginal distribution (or its -first statistical moments) and its autocorrelation function. This method was already widely treated in the articles [14] and [13]. The objective of the present paper is twofold : firstly simplify this method when by Mehler formula it is possible...