A Varying Precision Beta Prime Autoregressive Moving Average Model With Application to Water Flow Data
Sign Up to like & getrecommendations! Published in 2024 at "Environmetrics"
DOI: 10.1002/env.2886
Abstract: We introduce a dynamic model tailored for positively valued time series. It accommodates both autoregressive and moving average dynamics and allows for explanatory variables. The underlying assumption is that each random variable follows, conditional on… read more here.
Keywords: time; precision; autoregressive moving; moving average ... See more keywords
Hierarchically spatial autoregressive and moving average error model
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DOI: 10.1016/j.econmod.2018.06.022
Abstract: This paper considers a hierarchically spatial autoregressive and moving average error (HSEARMA) model. This model captures the spatially autoregressive and moving average error correlation, the county-level random effects, and the district-level random effects nested within… read more here.
Keywords: moving average; autoregressive moving; hierarchically spatial; average error ... See more keywords
A new autoregressive moving average modeling of H/V spectral ratios to estimate the ground resonance frequency
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DOI: 10.1016/j.enggeo.2020.105957
Abstract: Abstract We propose a new method to estimate the horizontal-to-vertical (H/V) spectral ratio using microtremor measurements. The technique is based on modeling the H/V transfer function by means of an AutoRegressive Moving Average (ARMA) filter.… read more here.
Keywords: new autoregressive; resonance frequency; frequency; moving average ... See more keywords
Ridge estimation for uncertain autoregressive moving average model with imprecise observations
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DOI: 10.1080/03081079.2024.2414058
Abstract: An uncertain time series is a sequence of imprecisely observed values arranged in chronological order, whose main purpose is to predict future values based on previously observed values. It is significant to select an appropriate… read more here.
Keywords: autoregressive moving; moving average; estimation; model ... See more keywords
Wind-Tunnel Study of the Autoregressive Moving-Average Flutter Prediction Method
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DOI: 10.2514/1.c035203
Abstract: This paper presents an experimental study of flutter prediction via autoregressive moving-average (ARMA) system identification and the use of a linear stability parameter. System identification at ... read more here.
Keywords: moving average; autoregressive moving; flutter prediction; wind tunnel ... See more keywords