نتایج جستجو برای: widespread distribution of arma models
تعداد نتایج: 21257012 فیلتر نتایج به سال:
the current study examined iranian undergraduate efl students’ willingness to communicate with regard to their vocabulary knowledge. in general, participants were somewhat willing to communicate in english. the total mean score of 730 university students’ perception of willing to communicate was 83.53 out of 135. results, regarding four parts of willingness to communicate, revealed that part...
In financial modeling, it has been constantly pointed out that volatility clustering and conditional nonnormality induced leptokurtosis observed in high frequency data. Financial time series data are not adequately modeled by normal distribution, and empirical evidence on the non-normality assumption is well documented in the financial literature (details are illustrated by Engle (1982) and Bol...
non-linear time series models have become fashionable tools to describe and forecast stock market returns in recent years. a significant amount of evidence supports a negative relationship between volume and future returns. this suggests that volume could act as a suitable threshold variable in lstar and tar models. in this research, we compared the forecasting ability of lsatr and tar models w...
The well-known prediction-error-based maximum likelihood (PEML) method can only handle minimum phase ARMA models. This likelihood (BFML) method, which can handle nonminimum phase and noncausal ARMA models. The BFML method is identical to the PEML method in the case of a minimum phase ARMA model, and it turns out that the BFML method incorporates a noncausal ARMA filter with poles outside the un...
employees always concern about losing their job , or in other word , losing their income resources. for this purpose, every government requires strong system for covering these concerns. the unemployment insurance (ui) program’s can be used for achieving this goal. in this thesis, we price ui based on the insurance history of employee and the duration of being unemployed. we use the weibull dis...
Abstract: The widespread presence of uncontrolled electric vehicles causes overloading of distribution network equipment. One of these equipments is distribution transformer, which should pay attention to overloading and reducing lifetime of this equipment due to charging of electric vehicles. First, strategies have been proposed to investigate the effect of electric vehicle penetration level a...
power transformers are important equipments in power systems. thus there is a large number of researches devoted of power transformers. however, there is still a demand for future investigations, especially in the field of diagnosis of transformer failures. in order to fulfill the demand, the first part reports a study case in which four main types of failures on the active part are investigate...
Among 235 extended-spectrum beta-lactamase-producing Klebsiella pneumoniae (ESBL) isolates collected from a nationwide surveillance performed in Taiwan, 102 (43.4%) were resistant to amikacin. Ninety-two of these 102 (90.2%) isolates were carrying CTX-M-type beta-lactamases individually or concomitantly with SHV-type or CMY-2 beta-lactamases. The armA and rmtB alleles were individually detected...
Often exploration seismic data lacks low and high frequency band signals. The low frequency information provides crucial information about the mean model. Thus, estimation of absolute models using inversion schemes is difficult in case of band limited seismic data. We present a new method to synthesize initial model for inversion of seismic data using autoregressive and moving average modeling....
The renewable energies prediction and particularly global radiation forecasting is a challenge studied by a growing number of research teams. This paper proposes an original technique to model the insolation time series based on combining Artificial Neural Network (ANN) and Auto-Regressive and Moving Average (ARMA) model. While ANN by its non-linear nature is effective to predict cloudy days, A...
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