نتایج جستجو برای: widespread distribution of arma models
تعداد نتایج: 21257012 فیلتر نتایج به سال:
the effect of the presence of perforations on he stresses of a plate is a problem which is of great interest in structural design and in the mathemattical theory of elasticity. among the many hole patterns that are likely to require consideration is the ring of equally spaced circular holes. the present worke investigates stress & strain analysis of a thin isotropic circular plate containing a ...
The Kalman filter is the celebrated algorithm giving a recursive solution of the prediction problem for time series. After a quite general formulation of the prediction problem, the contributions of its solution by the great mathematicians Kolmogorov and Wiener are shorthly recalled and it is showed as Kalman filter furnishes the optimal predictor, in the sense of least squares, for processes w...
over the past decades a number of approaches have been applied for forecasting mortality. in 1992, a new method for long-run forecast of the level and age pattern of mortality was published by lee and carter. this method was welcomed by many authors so it was extended through a wider class of generalized, parametric and nonlinear model. this model represents one of the most influential recent d...
In this paper, we purpose a theoretical development of a metric for speech classification based on cepstral features obtained from ARMA models. Thus working with an ARMA model as a complex rational function, is possible to define a metric d(M,M´) between two stable ARMA models M, M´by means of the cepstrum coefficients of the models. This metric may be calculated algorithmically as a finite sum...
Nuclear level density (NLD) is one of the properties of nuclei with widespread applications in astrophysics and nuclear medicine. Since there has been little experimental and theoretical research on the study of nuclei which are far from stability line, studying NLD for these nuclei is of crucial importance. Also, as NLD is an important input for nuclear research codes, hence studying the metho...
The class of multivariate Lévy-driven autoregressive moving average (MCARMA) processes, the continuous-time analogs of the classical vector ARMA processes, is shown to be equivalent to the class of continuous-time state space models. The linear innovations of the weak ARMA process arising from sampling an MCARMA process at an equidistant grid are proved to be exponentially completely regular (β...
Erosion, sediment transport and sediment estimate phenomenon with their damage in rivers is a one of the most importance point in river engineering. Correctly modeling and prediction of this parameter with involving the river flow discharge can be most useful in life of hydraulic structures and drainage networks. In fact, using the multivariate models and involving the effective other parameter...
In this paper we develop a Conditional Least Squares (CLS) procedure for estimating bilinear time series models. We apply this method to two general types of bilinear models. A model of type I is a special superdiagonal bilinear model which includes the linear ARMA model as a submodel. A model of type II is a standardized version of the popular bilinear BL(p, 0, p, 1) model (see e.g. Liu and Ch...
A linear Markov system can be represented by an autoregressive and moving average (ARMA) model in discrete time domain. It can be used to identify some system model and its associated parameters. Recently, the ARMA model has been extended to an ARMA-LiNGAM model which is a canonical form to represent the system. It is expected to provide more detailed information of the model structure and the ...
In this work, a powerful parametric spectral estimation technique, 2D-auto regressive moving average modeling (ARMA), has been applied to contrast transfer function (CTF) detection in electron microscopy. Parametric techniques such as auto regressive (AR) and ARMA models allow a more exact determination of the CTF than traditional methods based only on the Fourier transform of the complete imag...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید