نتایج جستجو برای: the time series models adf

تعداد نتایج: 16351317  

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه علوم پایه دامغان 1389

in this thesis, ‎‎using‎‎ ‎concept‎s‎ ‎of‎ ‎wavelet‎s‎ ‎theory ‎‎‎som‎e‎ ‎methods‎‎ ‎of‎ ‎th‎e ‎solving‎‎ ‎optimal‎‎ ‎‎con‎tr‎ol‎ problems ‎(ocps)‎‎. ‎g‎overned by time-delay systems is investigated. ‎th‎is‎ thesis contains ‎tw‎o parts. ‎‎first, the method of obtaining ‎o‎f ‎the‎ ‎‎ocps‎ in time delay systems by linear legendre multiwavelets is ‎ ‎presented‎.‎‎‎‎ the main advantage of the meth...

Journal: :تحقیقات مالی 0
فرناز برزین پور استادیار دانشکده مهندسی صنایع دانشگاه علم و صنعت، ایران سیدبابک ابراهیمی دانشجوی دکترای مهندسی صنایع، دانشگاه علم و صنعت، ایران سید محمد هاشمی نژاد دانشجوی دکترای مدیریت مالی دانشگاه تهران، ایران حامد نصر اصفهانی کارشناسی ارشد مهندسی و مدیریت ساخت دانشگاه علم و صنعت، ایران

data with high frequency have a particular type of none stationary that is called fractional none stationary. this property causes the emergence of long-term memory in financial time series with high frequency. the existence of long-term memory in cement industry time-series is studied in this paper at first and its presence will be confirmed in a high confidence level by two tests r/s and gph....

افروزی, علی, زارع ابیانه, حمید,

Regarding the reliance of the agricultural and industrial sections and the drinking water on the groundwater resources in Hamadan province, the modeling and forecasting groundwater level fluctuations to utilize the resources is a basic necessity. One of the usual method in this way is the utilization of the time series models that give simply and clearly good short-term forecasts if the models ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه تربیت مدرس 1389

growing demands and requires of high data rate systems cause significant increase of high frequency systems for wideband communication applications. as mixers are one of the main blocks of each receivers and its performance has great impact on receiver’s performance; in this thesis, a new solution for ku-band (12-18 ghz) mixer design in tsmc 0.18 µm is presented. this mixer has high linearity a...

Journal: :آب و خاک 0
فرشاد فتحیان احمد فاخری فرد یعقوب دین پژوه سید سعید موسوی ندوشنی

introduction: time series models are generally categorized as a data-driven method or mathematically-based method. these models are known as one of the most important tools in modeling and forecasting of hydrological processes, which are used to design and scientific management of water resources projects. on the other hand, a better understanding of the river flow process is vital for appropri...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه سیستان و بلوچستان - دانشکده مهندسی عمران 1391

today, scouring is one of the important topics in the river and coastal engineering so that the most destruction in the bridges is occurred due to this phenomenon. whereas the bridges are assumed as the most important connecting structures in the communications roads in the country and their importance is doubled while floodwater, thus exact design and maintenance thereof is very crucial. f...

Different types of time series analysis models are commonly used for predicting hydrological factors. In this study, the situation of Soleimanieh spring discharge in Kashan was investigated using various time series models and mean monthly flow during 11 year period. Then, spring discharge predicted using the best modals for future 9 years. In this research, the data were analyzed using 12 time...

Improving time series forecastingaccuracy is an important yet often difficult task.Both theoretical and empirical findings haveindicated that integration of several models is an effectiveway to improve predictive performance, especiallywhen the models in combination are quite different. In this paper,a model of the hybrid artificial neural networks andfuzzy model is proposed for time series for...

Time series and their methods of analysis are important subjects in statistics. Most of time series have a linear behavior and can be modelled by linear ARIMA models. However, some of realized time series have a nonlinear behavior and for modelling them one needs nonlinear models. For this, many good parametric nonlinear models such as bilinear model, exponential autoregressive model, threshold...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه مراغه - دانشکده علوم پایه 1389

assume ? ? l2(rd) has fourier transform continuous at the origin, with ˆ ?(0) = 1, and thatcan be represented by an affine series f = j>0 k?zd c j,k?j,k for some coefficients satisfying c 1(2) = j>0 k?zd |c j,k|2 1/2 <?. here ?j,k(x) = |deta j |1/2?(a jx ?k) and the dilation matrices a j expand, for example a j = 2j i. the result improves an observation by daubechies that t...

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