In a recent publication Stadnitski (2012) presented an overview of methods to estimate fractal scaling in time series, outlined as an accessible tutorial1. The publication was set-up as a comparison between monofractal and ARFIMA methods, and promotes ARFIMA to distinguish between spurious and genuine 1/f noise, shedding light on “the problem that the log–log power spectrum of short-memory ARMA...

Predicting future probable values of model parameters, is an essential pre-requisite for assessing model decision reliability in an uncertain environment. Scenario Analysis is a methodology for modelling uncertainty in water resources management modelling. Uncertainty if not considered appropriately in decision making will decrease reliability of decisions, especially in long-term planning. One...

Switchgrass is known as one of the best second-generation lignocellulosic biomasses for bioethanol production. Designing efficient switchgrass-based bioethanol supply chain (SBSC) is an essential requirement for commercializing the bioethanol production from switchgrass. This paper presents a mixed integer linear programming (MILP) model to design SBSC in which bioethanol demand is under auto-r...

Two-dimensional (2-D) autoregressive moving average (ARMA) models are commonly applied to describe real-world image data, usually assuming Gaussian or symmetric noise. However, data often present non-Gaussian signals, with asymmetrical distributions and strictly positive values. In particular, SAR images known be well characterized by the Rayleigh distribution. this context, ARMA model tailored...

Time-series analysis, a relatively uncommon technique in ecological studies, has been applied to annual tree growth-ring series. In agreement with earlier North American work, ARMA(1,1) models were found to be the predominant form for expressing stochastic growth processes, occurring in 58% of the 36 Nothofagus menziesii and N. solandri time-series examined. The remaining 42% conformed to an AR...

The merits of the modelling philosophy of Box & Jenkins (1970) are illustrated with a summary of our recent work on seasonal river flow forecasting. Specifically, this work demonstrates that the principle of parsimony, which has been questioned by several authors recently, is helpful in selecting the best model for forecasting seasonal river flow. Our work also demonstrates the importance of mo...

A time-series autoregressive moving average (ARMA) approach was used to develop stochastic models of tree crown profiles for five conifer species of the Sierran mixed conifer habitat type. Models consisted of three components: (1) a polynomial trend; (2) an ARMA model; and (3) random error. A Bayesian information criterion was used to evaluate alternative models. It was found that 70% of the cr...

1 UNINOVA and DEE, Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa, Campus da FCT da UNL, Quinta da Torre, 2829-516 Caparica, Portugal 2 INESC ID, Rua Alves Redol, 9, 2o, 1000-029 Lisboa, Portugal 3 L2F INESC ID, Rua Alves Redol, 9, 2o, 1000-029 Lisboa, Portugal 4 Academia Militar, Rua Gomes Freire, 1150-175 Lisboa, Portugal Abstract – In this paper the modeling of Fractional ...