نتایج جستجو برای: autoregressive integrating moving average method

تعداد نتایج: 2078414  

Journal: :Stochastic Processes and their Applications 2023

In this article we study multivariate continuous-time autoregressive moving-average (MCARMA) processes with values in convex cones. More specifically, introduce matrix-valued MCARMA L\'evy noise and present necessary sufficient conditions for from class to be cone valued. We derive specific hands-on the following two cases: First, classical on $\mathbb{R}_{d}$ positive orthant $\mathbb{R}_{d}^{...

Journal: :Communications in Statistics - Simulation and Computation 2021

In this paper, we propose five prediction intervals for the beta autoregressive moving average model. This model is suitable modeling and forecasting variables that assume values in interval $(0,1)$. Two of proposed are based on approximations considering normal distribution quantile function distribution. We also consider bootstrap-based intervals, namely: (i) bootstrap errors (BPE) interval; ...

2003
D. A. Caughey

A method is presented for the calculation of in viscid, supercritical flowfields about axisymmetric inlet cowls. A finite-difference calculation is performed in a simple, rectangular domain obtained from the nacelle geometry by a nearly conformal mapping procedure. Type-dependent finite differences are constructed using a coordinate-independent, "rotated" differencing scheme. Methods of acceler...

2003
Bruce Wyman

This paper describes the dynamical part of a global, hydrostatic grid point model developed from models described in Mesinger et al. (1988) and Wyman (1996). The model described here solves the same set of dynamical equations but has a modified vertical and horizontal grid. The vertical grid is a hybrid sigma-pressure coordinate system, sigma coordinate surfaces in the lower model levels may gr...

2000
Ercília Sousa

We consider a finite difference scheme, called Quickest, introduced by Leonard in 1979, for the convection-diffusion equation. Quickest uses an explicit, Leith-type differencing and third-order upwinding on the convective derivatives yielding a four-point scheme. For that reason the method requires careful treatment on the inflow boundary considering the fact that we need to introduce numerical...

1999
David A. Randall

In atmospheric dynamics, the governing equations are usually non-linear partial differential equations. Some knowledge of finite-difference approximations to ordinary differential equations (especially first order) is needed, however. In fact, if we linearize a governing partial differential equation and assume a wave form for the solution, the equation simply reduces to an ordinary differentia...

Journal: :Transactions of the Society of Instrument and Control Engineers 1986

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