نتایج جستجو برای: armax

تعداد نتایج: 263  

Journal: :International Journal of Intelligent Systems and Applications 2017

Journal: :Mathematics and Computers in Simulation 2009
Christine Lim Michael McAleer Jennifer C. H. Min

Journal: :Journal of the American Statistical Association 2005

     In this research, we used the support vector machine (SVM), support vector machine combine with wavelet transform (W-SVM), ARMAX and ARIMA models to predict the monthly values of precipitation. The study considers monthly time series data for precipitation stations located in Hamedan province during a 25-year period (1998-2016). The 25-year simulation period was divided into 17 years for t...

Journal: :Biomedizinische Technik. Biomedical engineering 2012
K Lopez-Navas E Rother U Wenkebach

The identification of respiratory impedance based on mathematical models and the consequent assessment of respiratory work propose an aid to adequately setting ventilatory support. We compared the respiratory models RC, RIC, eRC, eRIC, aRC and aRIC using parametric identification by ARX, ARMAX and OE and data from simulations, volunteers and patients. The comparison bases on the quality of the ...

Journal: :Automatica 2012
Anders Hansson Ragnar Wallin

In this paper we derive the maximum likelihood problem for missing data from a Gaussian model. We present in total eight different equivalent formulations of the resulting optimization problem, four out of which are nonlinear least squares formulations. Among these formulations are also formulations based on the expectation-maximization algorithm. Expressions for the derivatives needed in order...

2007
Hsing Wu

One of the basic goals of tourism demand modelling is to estimate income and/or price elasticities, which can then be used in developing better informed public and private policies. The focus of econometric studies is to determine the extent to which the data support a particular theory. In reviews of empirical studies on international tourism demand and its determinants, Lim (1999, 2006) argue...

Journal: :Environmental Modelling and Software 2016
Fabio Oriani Andrea Borghi Julien Straubhaar Grégoire Mariethoz Philippe Renard

The direct sampling (DS) multiple-point statistical technique is proposed as a non-parametric missing data simulator for hydrological flow rate time-series. The algorithm makes use of the patterns contained inside a training data set to reproduce the complexity of the missing data. The proposed setup is tested in the reconstruction of a flow rate time-series while considering several missing da...

2017
André A.B. Klein Peter Spreij André Klein

An approach is presented to get interconnections between the Fisher information matrix of an ARMAX process and a corresponding solution of a Stein equation. The case of algebraic multiplicity greater than one and the case of distinct eigenvalues are addressed. Appropriate links are constructed for these two cases by applying a factorization both for the Fisher information matrix and for a corre...

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