نتایج جستجو برای: arma model

تعداد نتایج: 2105699  

Journal: :Lietuvos matematikos rinkinys 2012

Journal: :Mathematical Problems in Engineering 2012

Journal: :Annales de Bretagne et des pays de l'Ouest 2011

Journal: :IEEE Transactions on Acoustics, Speech, and Signal Processing 1984

2009
Avi Giloni Clifford Hurvich Sridhar Seshadri

In this paper, we revisit the problem of demand propagation in a multi-stage supply chain in which the retailer observes ARMA demand. In contrast to previous work, we show how each player constructs the order based upon its best linear forecast of leadtime demand given its available information. In order to characterize how demand propagates through the supply chain we construct a new process w...

Journal: :Egyptian Journal for Engineering Sciences and Technology 2016

2017
H.M.L.N.K Herath J. V. Wijayakulasooriya

Speech synthesizers based on paramedic methods, still have not achieved the expected naturalness. This is due to less consideration on linear time variant nature between the neighbor phonemes. This paper presents a study to model the phoneme transitions between neighbor phonemes with lesser number of parameters using Auto Regressive Moving Average (ARMA) model, where Steiglitz-McBride algorithm...

1996
M HARTENECK

In this paper an approach to on-line ARMA parameter estimation based on a pseudo-linear regression and a QR matrix decomposition is developed. The algorithm has proven to be stable and has fast convergence properties if the unknown ARMA model satisses the strictly positive real condition. The derivation of the algorithm is straightforward and the computational complexity is O(N 2), however, fas...

2013
Amit Thakur Y S Thakur

A temperature prediction method of Insulated Gate Bipolar Transistor (IGBT) module based on autoregressive moving average model is proposed. Historical and current temperature datum of IGBT module is indispensable to the ARMA method, temperature time series is obtained by uniform sampling, and autoregressive (AR) model is constructed. Temperature time series prediction of IGBT module is realize...

2004
R C Woollons D A Norton

Time-series analysis, a relatively uncommon technique in ecological studies, has been applied to annual tree growth-ring series. In agreement with earlier North American work, ARMA(1,1) models were found to be the predominant form for expressing stochastic growth processes, occurring in 58% of the 36 Nothofagus menziesii and N. solandri time-series examined. The remaining 42% conformed to an AR...

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