This paper addresses model-based analysis of string instrument sounds. In particular, it reviews the application of autoregressive (AR) modeling to sound analysis/synthesis purposes. Moreover, a frequency-zooming autoregressive moving average (FZ-ARMA) modeling scheme is described. The performance of the FZ-ARMA method on modeling the modal behavior of isolated groups of resonance frequencies i...

This project presents a new addon self tuning control scheme to supplement its conventional PI control system in damping low frequency inter area power oscillations. Low frequency (0.1 to 0.8 Hz) inter-area oscillations are often observed when power systems interconnected through weak tie lines are subjected to disturbances such as faults, line outages and sudden load changes. Power System stab...

The object of this paper is to study the asymptotic dependence structure of the linear time series models with infinitely divisible innovations by the use of their characteristic functions. Autoregressive moving-average (ARMA) models and fractional autoregressive integrated moving-average (FARIMA) models are analyzed. As examples of infinitely divisible innovations, the class of radially absolu...

Abstract Life expectancy at birth (LEB) is a major factor for decision-making bodies when developing new healthcare policies or improving existing ones. This paper, with the help of R language, processes and examine LEB data in Saudi Arabia from 1960 to 2012 using time-series analysis. To test validity model, 2013 2018 are used. The performance selected auto regressive integrated moving average...

Durbin’s methods for moving average (MA) and autoregressive-moving average (ARMA) estimation use the parameters of a long AR model to compute the MA parameters. Linear regression theory is applied to find the best AR order. This yields two different orders: one for the best predicting AR model and another one for the long AR model with the best parameter accuracy, as intermediate for Durbin’s e...

Abstract Dairy sector is one of the fastest growing sectors in world with little global contributions from African countries and Nigeria particular. This study modelled forecast diary milk production Iwo its environs using different variants Autoregressive Moving Average (ARMA) models. Data used this comprised daily between 26th May, 2021 31st 2022 as obtained Bowen University collection centre...

We introduce the new time series analysis features of scikits.statsmodels. This includes descriptive statistics, statistical tests and several linear model classes, autoregressive, AR, autoregressive moving-average, ARMA, and vector autoregressive models VAR.

Nha Trang Coast is located in the South Central Vietnam and coastal erosion has occurred rapidly recent years. Hence it crucial to accurately monitor shoreline changes for better management reduction of risks communities. In this paper, we explored a statistical forecasting model, Seasonal Auto-regressive Integrated Moving Average (SARIMA), two Machine Learning (ML) models, Neural Network Auto-...