scientific article

zbMath1154.62062MaRDI QIDQ3511004

Gwilym Jenkins, Gregory C. Reinsel, G. E. P. Box

Publication date: 3 July 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (only showing first 100 items - show all)

Seasonality of hospitalizations due to respiratory diseases: modelling serial correlation all we need is Poisson ⋮ QARIMA: a new approach to prediction in queue theory ⋮ Modeling futures price dynamics on the RTS and MICEX indices ⋮ Parsimonious parameterization of correlation matrices using truncated vines and factor analysis ⋮ 2-D Rayleigh autoregressive moving average model for SAR image modeling ⋮ A run length transformation for discriminating between auto regressive time series ⋮ Pattern-based computing via sequential phase transitions in hierarchical mean field neuropercolation ⋮ Big Data: Forecasting and Control for Tourism Demand ⋮ Retail store scheduling for profit ⋮ Neuro-fuzzy model for evaluating the performance of processes using transfer function ⋮ Detecting temporal correlations in hopping dynamics in Lennard–Jones liquids ⋮ Robust newsvendor problem with autoregressive demand ⋮ Side-sensitive synthetic and runs-rules charts for monitoring AR(1) processes with skipping sampling strategies ⋮ The new synthetic and runs-rules schemes to monitor the process mean of autocorrelated observations with measurement errors ⋮ Modelling the performance of single-input-single-output (SISO) processes using transfer function and fuzzy logic ⋮ Improved multivariate portmanteau test ⋮ Spectral modeling of time series with missing data ⋮ Bootstrap-based inferential improvements in beta autoregressive moving average model ⋮ Forecasting comparisons using a hybrid ARFIMA and LRNN models ⋮ Shewhart-type monitoring schemes with supplementary w-of-w runs-rules to monitor the mean of autocorrelated samples ⋮ Forecasting the underlying potential governing the time series of a dynamical system ⋮ Recurrence plots of discrete-time Gaussian stochastic processes ⋮ Simulation-based transfer function modeling for transient analysis of general queueing systems ⋮ Bayesian multi-regime smooth transition regression with ordered categorical variables ⋮ Generative Adversarial Network for Probabilistic Forecast of Random Dynamical Systems ⋮ The impact of special days in call arrivals forecasting: a neural network approach to modelling special days ⋮ Simultaneous confidence bands for sequential autoregressive fitting ⋮ Dual time-frequency domain system identification ⋮ Finite-sample properties of estimators for first and second order autoregressive processes ⋮ Bayesian analysis of the functional-coefficient autoregressive heteroscedastic model ⋮ Generalized exponential autoregressive models for nonlinear time series: stationarity, estimation and applications ⋮ Adjusted empirical likelihood for time series models ⋮ From polynomial matrices to Markov parameters and back: Theory and numerical algorithms ⋮ Reinforcement radial basis function neural networks with an adaptive annealing learning algorithm ⋮ Impact of random weights on nonlinear system identification using convolutional neural networks ⋮ Weighted linear regression models with fixed weights and spherical disturbances ⋮ Spectral inversion of second order Volterra models based on the blind identification of Wiener models ⋮ Geometric Brownian motion-based time series modeling methodology for statistical autocorrelated process control: logarithmic return model ⋮ Szegő's theorem and its probabilistic descendants ⋮ The ARMA alphabet soup: a tour of ARMA model variants ⋮ Simultaneous confidence bands for Yule-Walker estimators and order selection ⋮ A note on influence diagnostics in AR(1) time series models ⋮ Which path to choose in sequential Gaussian simulation ⋮ Computing the real roots of a Fourier series-plus-linear-polynomial: a Chebyshev companion matrix approach ⋮ Long-term time series prediction using OP-ELM ⋮ Forecasting seasonal time series data: a Bayesian model averaging approach ⋮ Diagnostic check for heavy tail in linear time series ⋮ Multifractal detrended fluctuation analysis: practical applications to financial time series ⋮ Continuous-time proportional hazards regression for ecological monitoring data ⋮ Minimally conditioned likelihood for a nonstationary state space model ⋮ Selecting the superpositioning of models for railway freight forecasting ⋮ Linear algorithms for radioelectric spectrum forecast ⋮ Bell inequalities, experimental protocols and contextuality ⋮ Exponential smoothing with credibility weighted observations ⋮ A unified theory of the dynamics of closed-loop supply chains ⋮ Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system ⋮ A Short-Cut Derivation for the Solution of Autoregressive Models from Sharp Algebraic Arguments ⋮ Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes ⋮ Decision rule approximations for the risk averse reservoir management problem ⋮ Microforecasting methods for fresh food supply chain management: a computational study ⋮ A weighted LS-SVM based learning system for time series forecasting ⋮ Diagnostic checking integer-valued ARCH\((p)\) models using conditional residual autocorrelations ⋮ Nonparametric time series forecasting with dynamic updating ⋮ SPI-based drought simulation and prediction using ARMA-GARCH model ⋮ Beta autoregressive fractionally integrated moving average models ⋮ An Application of Robust Parameter Estimation in Environmental Physics ⋮ Unnamed Item ⋮ Unnamed Item ⋮ A recursive approach for determining matrix inverses as applied to causal time series processes ⋮ A stochastic program with time series and affine decision rules for the reservoir management problem ⋮ Randomized algorithms for nonlinear system identification with deep learning modification ⋮ A successive linear programming algorithm with non-linear time series for the reservoir management problem ⋮ A novel identification method for Takagi-Sugeno fuzzy model ⋮ Detecting and modeling nonlinearity in the gas furnace data ⋮ Functional time series model identification and diagnosis by means of auto- and partial autocorrelation analysis ⋮ Therapeutic Hypothermia: Quantification of the Transition of Core Body Temperature Using the Flexible Mixture Bent-Cable Model for Longitudinal Data ⋮ مقایسهی تجربی مدلهای باکس- جنکینز، شبکههای عصبی مصنوعی و تحلیل مجموعهی مقادیر تکین در پیشبینی سریهای زمانی ⋮ Beyond Whittle: nonparametric correction of a parametric likelihood with a focus on Bayesian time series analysis ⋮ Quantile regression for dynamic panel data with fixed effects ⋮ Effect of autocorrelation estimators on the performance of the X̄ control chart ⋮ Beta seasonal autoregressive moving average models ⋮ A RED modified weighted moving average for soft real-time application ⋮ Monitoring Multivariate Simple Linear Profiles in the Presence of between Profile Autocorrelation ⋮ Use and communication of probabilistic forecasts ⋮ Sequential fixed accuracy estimation for nonstationary autoregressive processes ⋮ Auto-regressive moving average analysis of linear and discontinuous models of human balance during quiet standing ⋮ Deep learning algorithm for data-driven simulation of noisy dynamical system ⋮ Transfer of macroeconomic shocks in stress tests modeling ⋮ A Dynamical System for PageRank with Time-Dependent Teleportation ⋮ Variational Inference Formulation for a Model-Free Simulation of a Dynamical System with Unknown Parameters by a Recurrent Neural Network ⋮ Wavelet frequency domain approach for statistical modeling of rainfall time-series data ⋮ Time series seasonal analysis based on fuzzy transforms ⋮ Dynamic power saving via least-square self-tuning regulator in the virtualized computing systems ⋮ A matrix nullspace approach for solving equality-constrained multivariable polynomial least-squares problems ⋮ Unnamed Item ⋮ Fitting EXPAR models through the extended Kalman filter ⋮ Reaction times of monitoring schemes for ARMA time series ⋮ Flow field forecasting for univariate time series ⋮ On the statistical analysis of the harmonic signal autocorrelation function ⋮ Catastrophe risk bonds with applications to earthquakes

This page was built for publication: