نتایج جستجو برای: vector auto regressive model

تعداد نتایج: 2274964  

2001
Asaad Y. Shamseldin Kieran M. O’Connor

A non-linear Auto-Regressive Exogenous-input model (NARXM) river flow forecasting output-updating procedure is presented. This updating procedure is based on the structure of a multi-layer neural network. The NARXM-neural network updating procedure is tested using the daily discharge forecasts of the soil moisture accounting and routing (SMAR) conceptual model operating on five catchments havin...

Journal: :CoRR 2016
Yingbo Zhao Jorge Cortés

We consider linear time-invariant networks with unknown interaction topology where only a subset of the nodes, termed manifest, can be directly controlled and observed. The remaining nodes are termed latent and their number is also unknown. Our goal is to identify the transfer function of the manifest subnetwork and determine whether interactions between manifest nodes are direct or mediated by...

Journal: :پژوهشنامه بازرگانی 0

foreign trade of any country is considered as one of the major economic sectors of that society as far as some refer to trade as the “engine of growth”. foreign exchange rate and its volatilities is one of the effective factors determining foreign trade. the present paper deals with the impact of real exchange rate uncertainty on imports in iran during 1979-2009. in this respect, first, among v...

Journal: :International Journal of Computer Applications 2012

The present article studies the interactive relationships between oil price volatility and industries stocks of basic metals, petroleum and chemical products by using Vector Auto Regressive (VAR) and Multivariate Generalized Autoregressive Conditional Heteroskedastisity (GARCH) models from March 2004 to March 2015 empirically . In this research, the VAR-GARCH model is proposed, which is develop...

2017
H.M.L.N.K Herath J. V. Wijayakulasooriya

Speech synthesizers based on paramedic methods, still have not achieved the expected naturalness. This is due to less consideration on linear time variant nature between the neighbor phonemes. This paper presents a study to model the phoneme transitions between neighbor phonemes with lesser number of parameters using Auto Regressive Moving Average (ARMA) model, where Steiglitz-McBride algorithm...

Journal: :CoRR 2017
Saber Salehkaleybar Jalal Etesami Negar Kiyavash

We study the problem of learning the dependency graph between random processes in a Vector Autoregressive (VAR) model from samples when a subset of the variables are latent. We show that the dependencies among the observed processes can be identified successfully under some conditions on the VAR model. Moreover, we can recover the length of all directed paths between any two observed processes ...

Journal: :Journal of the Royal Statistical Society: Series A (Statistics in Society) 2019

Ghaffari, Farhad, Hosseini, Seyed Shamseddin, mashhadi, reza, Peykarjou, Kambiz,

The soundness and validity of banks are one of the important subjects that neglecting them could have been leaded to adverse consequences for every countrychr('39')s economy. Therefore, investigation of relationship between efficiency and camel composite as a measurement of banking soundness and validity, within 16 Iranian bank data, between the years 1389 to 1396, has been studied. Efficiency ...

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