نتایج جستجو برای: مدل arma

تعداد نتایج: 122331  

Journal: :EURASIP J. Adv. Sig. Proc. 2003
Paulo Antonio Andrade Esquef Matti Karjalainen Vesa Välimäki

This paper addresses model-based analysis of string instrument sounds. In particular, it reviews the application of autoregressive (AR) modeling to sound analysis/synthesis purposes. Moreover, a frequency-zooming autoregressive moving average (FZ-ARMA) modeling scheme is described. The performance of the FZ-ARMA method on modeling the modal behavior of isolated groups of resonance frequencies i...

2013
Sergiy Koshkin Yunwei Cui Y. Cui

This paper describes a new method for generating stationary integervalued time series from renewal processes. We prove that if the lifetime distribution of renewal processes is nonlattice and the probability generating function is rational, then the generated time series satisfy causal and invertible ARMA type stochastic difference equations. The result provides an easy method for generating in...

2005
HENGHSIU TSAI K. S. CHAN

Recently, there are much works on developing models suitable for analyzing the volatility of a discrete-time process. Within the framework of Auto-Regressive Moving-Average (ARMA) processes, we derive a necessary and sufficient condition for the kernel to be non-negative. This condition is in terms of the generating function of the ARMA kernel which has a simple form. We discuss some useful con...

2002
J. A. Velázquez Muriel C.O.S. Sorzano J. J. Fernández J. M. Carazo

A powerful parametric spectral estimation technique, 2D-ARMA (Auto Regressive Moving Average) modeling, has been applied to contrast transfer function (CTF) detection in electron microscopy. Parametric techniques such as AR (auto regressive) and ARMA models allow a more exact determination of the CTF than traditional methods based only on the Fourier Transform (FT). Previous works revealed that...

2015
Hong Thom Pham Van Tung Tran Bo-Suk Yang

This paper presents an improvement of hybrid of nonlinear autoregressive with exogenous input (NARX) and autoregressive moving average (ARMA) for long-term machine state forecasting based on vibration data. In this study, vibration data is considered as a combination of two components which are deterministic data and error. The deterministic component may describe the degradation index of machi...

2002
Samantha J. Gill Gregory S. Biging

Time-series Autoregressive Moving Average (ARMA) models were employed to model tree crown profiles for two California hardwood species (blue oak and interior live oak). There are three major components of these models: a polynomial trend, an ARMA model, and unaccounted for variation. The polynomial trend was used to achieve a stationary series. For these crown profiles, the use of a quadratic t...

Journal: :Int. Arab J. Inf. Technol. 2012
Alina Barbulescu Elena Bautu

The problem we tackle concerns forecasting time series in financial markets. AutoRegressive Moving-Average (ARMA) methods and computational intelligence have also been used to tackle this problem. We propose a novel method for time series forecasting based on a hybrid combination of ARMA and Gene Expression Programming (GEP) induced models. Time series from financial domains often encapsulate d...

Journal: :Advances in clinical and experimental medicine : official organ Wroclaw Medical University 2016
Katarzyna Piekarska Katarzyna Zacharczuk Tomasz Wołkowicz Magdalena Rzeczkowska Elżbieta Bareja Monika Olak Rafał Gierczyński

BACKGROUND Aminoglycosides are a group of antimicrobial agents still the most commonly used in the treatment of life-threatening bacterial infections in human and animals. The emergence and spread of 16S rRNA methylases, which confer high-level resistance to the majority of clinically relevant aminoglycosides, constitute a major public health concern. OBJECTIVES Our goal was to evaluate the d...

Journal: :Signal Processing 1995
S. V. Narasimhan G. R. Reddy Eugene I. Plotkin M. N. Shanmukha Swamy

In this paper, a new method of estimation of the magnitude square coherence function (MSC) by an ARMA model is proposed. The estimation is achieved by modeling the periodogram estimate of the MSC and the ARMA model has been realized by the pole-zero decomposition property of the group delay function (GDF). Its performance has been found to be superior to that of the periodogram MSC estimate in ...

پایان نامه :وزارت علوم، تحقیقات و فناوری - دانشگاه رازی - دانشکده اقتصاد و علوم اجتماعی 1390

نفت به عنوان ماده اصلی تأمین انرژی جهان، همواره از اهمیت‏ ویژه‏ای برخوردار بوده است. از این رو قیمت‏های آینده نفت یکی از عوامل مهمی است که سیاست‏ها و برنامه‏ریزی‏های دولت‏ها، سازمان‏های بین‏المللی و شرکت‏ها را تحت‏تأثیر قرار می‏دهد. بنابراین پیش‏بینی قیمت نفت از طریق روش‏های اقتصاد سنجی و روش های شبکه های عصبی مبتنی بر داده کاوی و هستی شناسی می‏تواند مفید و راه گشا باشد. گرچه پیش‏بینی قیمت نفت...

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