Missing data can be estimated by means of interpolation, time series modelling, or exploiting statistically dependent information. The limits of when one approach is preferable to the alternatives have not been explored, but are likely to be a compromise between a signal autoregressive information, availability of future observations, stationary behaviour and the strength of the dependence with...

One of the main problems in the management of large water supply and distribution systems is the forecasting of daily demand in order to schedule pumping effort and minimize costs. This paper examines a methodology for consumer demand modeling and prediction in a real-time environment of an irrigation water distribution system. The approach is based on Adaptive Neuro-Fuzzy Inferences System (AN...

in this article using autoregressive (ar), autoregressive conditional heteroskedasticity (arch), generalized autoregressive conditional heteroskedasticity (garch) models we assess the weekend effect and also compare the trading patterns of individual and legal investors during 1381-1385 in tehran stock exchange. our findings suggest that weekend effect exists in tehran stock exchanges which are...

This paper introduces a new method for representing cartographic boundaries using autoregressive model parameters. An autoregressive model is presented to model a time series which describes the correlated shape variations determining the overall shape of the boundary. Such time series are obtained using an appropriate nonperiodic sampling sequence from a curvature function of the boundary. In ...

In this study, we focused mainly on establishing a new sensitive method to identify location of damages in Service Bridge. The improved method of combination of Autoregressive models (AR) and autoregressive models with exogenous inputs (ARX) was applied to identify the damage in Service Bridge. Firstly, an improved AR-ARX model was established for damage identification of bridge on service. Sec...

We consider nonparametric estimation of the parameter functions a i () , i = 1; : : : ; p , of a time-varying autoregressive process. Choosing an orthonormal wavelet basis representation of the functions a i , the empirical wavelet coeecients are derived from the time series data as the solution of a least squares minimization problem. In order to allow the a i to be functions of inhomogeneous ...

We consider nonparametric estimation of the parameter functions a i () , i = 1; : : : ; p , of a time-varying autoregressive process. Choosing an orthonormal wavelet basis representation of the functions a i , the empirical wavelet coeecients are derived from the time series data as the solution of a least squares minimization problem. In order to allow the a i to be functions of inhomogeneous ...

Measurement error is omnipresent in psychological data. However, the vast majority of applications of autoregressive time series analyses in psychology do not take measurement error into account. Disregarding measurement error when it is present in the data results in a bias of the autoregressive parameters. We discuss two models that take measurement error into account: An autoregressive model...

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)) ...