It is important to differentiate the diagnosis of ischemic optic neuropathy (ION) and optic neuritis (ON) for prognostic and therapeutic reasons. In most cases, differentiation is accomplished by assessing the disc appearance, the presence or absence of retrobulbar pain, the age of the patient, the mode of onset and other features of clinical and laboratory evaluation. However, in certain group...

We expand Nakamura’s (2005) neural network based inflation forecasting experiment to an alternative non-linear model; a Markov switching autoregressive (MS-AR) model. The two non-linear models perform approximately on par and outperform the linear autoregressive model on short forecast horizons of one and two quarters. Furthermore, the MS-AR model is the best performer on longer horizons of thr...

Granger causality has long been a prominent method for inferring causal interactions between stochastic variables for a broad range of complex physical systems. However, it has been recognized that a moving average (MA) component in the data presents a serious confound to Granger causal analysis, as routinely performed via autoregressive (AR) modeling. We solve this problem by demonstrating tha...

Four different error-forecast updating models are investigated in terms of their capability of providing real-time river flow forecast accuracy superior to that of rainfall-runoff models applied in the simulation (nonupdating) mode. The first and most widely used is the single autoregressive (AR) model, the second being an elaboration of that model, namely the autoregressive-threshold (AR-TS) u...

Many existing independent component analysis (ICA) approaches result in deteriorated performance in temporal source separation because they have not taken into consideration of the underlying temporal structure of sources. In this paper, we model temporal sources as a general multivariate auto-regressive (AR) process whereby an underlying multivariate AR process in observation space is obtained...

The unstable and uncertain nature of natural rubber prices makes them highly volatile prone to outliers, which can have a significant impact on both modeling forecasting. To tackle this issue, the author recommends hybrid model that combines autoregressive (AR) Generalized Autoregressive Conditional Heteroscedasticity (GARCH) models. utilizes Huber weighting function ensure forecast value remai...

The classical method of process capability analysis necessarily assumes that collected data are independent; nonetheless, some processes such as biological and chemical processes are autocorrelated and violate the independency assumption. Many processes exhibit a certain degree of correlation and can be treated by autoregressive models, among which the autoregressive model of order one (AR (1))...

We have developed aMatlab/C toolbox, Brain-SMART (System for Multivariate AutoRegressive Time series, or BSMART), for spectral analysis of continuous neural time series data recorded simultaneously from multiple sensors. Available functions include time series data importing/exporting, preprocessing (normalization and trend removal), AutoRegressive (AR)modeling (multivariate/bivariatemodel esti...

We evaluated the behavior of a multi-user multiple-input multiple-output (MIMO) system in time-varying channels using measured data. A base station for downlink or broadcast transmission requires downlink channel state information (CSI), which is outdated in time-varying environments and we encounter degraded performance due to interference. One of the countermeasures against time-variant envir...