scientific article; zbMATH DE number 6469902
From MaRDI portal
Publication:5501554
zbMath1317.62001MaRDI QIDQ5501554
Greta M. Ljung, G. E. P. Box, Gwilym Jenkins, Gregory C. Reinsel
Publication date: 4 August 2015
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 (67)
Exponential decay rate of partial autocorrelation coefficients of ARMA and short-memory processes ⋮ COVID-19 pandemic forecasting using CNN-LSTM: a hybrid approach ⋮ Minimax filtering of sequences with periodically stationary increments ⋮ Applying Diebold–Mariano Test for Performance Evaluation Between Individual and Hybrid Time-Series Models for Modeling Bivariate Time-Series Data and Forecasting the Unemployment Rate in the USA ⋮ ANAPT: additive noise analysis for persistence thresholding ⋮ Concurrent neural network: a model of competition between times series ⋮ Optimally adaptive Bayesian spectral density estimation for stationary and nonstationary processes ⋮ EM-based algorithms for autoregressive models with t-distributed innovations ⋮ Improving sequential latent variable models with autoregressive flows ⋮ Portmanteau tests for generalized integer-valued autoregressive time series models. Portmanteau tests for GINAR models ⋮ Automatic SARIMA modeling and forecast accuracy ⋮ Dimension reduction for systems with slow relaxation. In memory of Leo P. Kadanoff ⋮ Bayesian identification of double seasonal autoregressive time series models ⋮ Modelling informative time points: an evolutionary process approach ⋮ A novel method for forecasting time series based on fuzzy logic and visibility graph ⋮ Epicasting: an ensemble wavelet neural network for forecasting epidemics ⋮ Bayesian hierarchical models incorporating measurement error for interrupted time series design ⋮ Neural network-based parametric system identification: a review ⋮ Bayesian network models for incomplete and dynamic data ⋮ Run length distribution for a modified EWMA scheme fitted with a stationary AR(p) model ⋮ Improved maximum likelihood estimation of ARMA models ⋮ Gibbs sampling for Bayesian estimation of triple seasonal autoregressive models ⋮ Spline based Hermite quasi-interpolation for univariate time series ⋮ Bayesian modeling and forecasting of vector autoregressive moving average processes ⋮ THE ACTUATION SPECTRUM OF SPATIOTEMPORAL NETWORKS WITH POWER-LAW TIME DEPENDENCIES ⋮ What drives population ageing? A cointegration analysis ⋮ Unnamed Item ⋮ Learning Theory for Dynamical Systems ⋮ On the sample complexity of the linear quadratic regulator ⋮ SETAR-Tree: a novel and accurate tree algorithm for global time series forecasting ⋮ Optimal sampling designs for multidimensional streaming time series with application to power grid sensor data ⋮ An effectiveness study of the Bayesian inference with multivariate autoregressive moving average processes ⋮ Measurement of the efficiency of a multi-input-multi-output (MIMO) production process using transfer function and fuzzy logic ⋮ Decomposition of dynamical signals into jumps, oscillatory patterns, and possible outliers ⋮ Повышение достоверности моделирования взаимовлияния скважин для анализа эффективности системы заводнения;Increasing reliability of well interaction modeling for analysis of flooding system efficiency ⋮ Unsupervised learning on U.S. weather forecast performance ⋮ Dynamic modelling of price expectations and judgments ⋮ On estimation of nonparametric regression models with autoregressive and moving average errors ⋮ Developing an adaptive soft sensor using a predictive filter for a nonstationary process ⋮ SAZED: parameter-free domain-agnostic season length estimation in time series data ⋮ Models for circular data from time series spectra ⋮ Trend following with momentum versus moving averages: a tale of differences ⋮ Calibration of Population Growth Mathematical Models by Using Time Series ⋮ On classifier behavior in the presence of mislabeling noise ⋮ Selego: robust variate selection for accurate time series forecasting ⋮ Method for the prediction of time series using small sets of experimental samples ⋮ Statistical detection and classification of background risks affecting inputs and outputs ⋮ Bayesian analysis of double seasonal autoregressive models ⋮ Analytics for labor planning in systems with load-dependent service times ⋮ Weak comonotonicity ⋮ An efficient optimization approach for best subset selection in linear regression, with application to model selection and fitting in autoregressive time-series ⋮ Dynamic observers for unknown populations ⋮ SEM modeling with singular moment matrices Part III: GLS estimation ⋮ Filtering of multidimensional stationary sequences with missing observations ⋮ Estimating variances in time series kriging using convex optimization and empirical BLUPs ⋮ VAR model based clustering method for multivariate time series data ⋮ A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering ⋮ Temporal pattern attention for multivariate time series forecasting ⋮ Assessing transfer functions in control systems ⋮ Time series forecasting using a two-level multi-objective genetic algorithm: a case study of maintenance cost data for tunnel fans ⋮ Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization ⋮ Integral matching-based nonlinear grey Bernoulli model for forecasting the coal consumption in China ⋮ Unnamed Item ⋮ Explainable online ensemble of deep neural network pruning for time series forecasting ⋮ Anomaly Detection for Online Visiting Traffic as a Real-Estate Indicator: The Case of HomeBuyer ⋮ Frequency-based ensemble forecasting model for time series forecasting ⋮ Leaving well-worn paths: reversal of the investment-uncertainty relationship and flexible biogas plant operation
Uses Software
This page was built for publication:
