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GARMA models, a new perspective using Bayesian methods and transformations
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2016-12-16)
Generalized autoregressive moving average (GARMA) models are
a class of models that was developed for extending the univariate
Gaussian ARMA time series model to a flexible observation-driven
model for non-Gaussian time ...
Modelos para séries temporais utilizando as distribuições normal generalizada e log-normal generalizada
(Universidade Federal de São CarlosUFSCarPrograma de Pós-Graduação em Estatística - PPGEsCâmpus São Carlos, 2016-03-23)
From the generalized normal distribution and concepts of the generalized autoregressive
moving averages models we introduce the generalized normal-ARMA model as
an alternative way to model time series exhibiting symmetry ...
Modelos bayesianos zero-modificados para séries temporais de contagem
(Universidade Federal de São CarlosUFSCarPrograma Interinstitucional de Pós-Graduação em Estatística - PIPGEsCâmpus São Carlos, 2020-04-30)
This work presents two Bayesian zero-modified (ZM) models for count time series: zero-modified Poisson ARMA and zero-modified COM-Poisson ARMA. The latter allows a greater flexibility since it has an aditional parameter ...
Precision of yule-walker methods for the arma spectral model
(2004-12-01)
In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...
Estimating ARMA models efficiently
(The MIT Press, 2001)
This paper presents the asymptotic and finite sample properties of the efficient method of moments
and indirect inference, when applied to estimating stationary ARMA models. Issues such as identification,
model selection, ...
Data-driven identification of rotating machines using ARMA deterministic parameter evolution in the angle/time domain
(2020-09-01)
The functional-series angle-/time-varying autoregressive moving-average (AT-FS-ARMA) model was used to model and analyze vibration-based signals from internal combustion engines. This approach is derived from the formulation ...
Modelo Weibull autorregressivo de médias móveis: um novo modelo para aplicações em séries de vazão e velocidade do vento
(Universidade Federal de Santa MariaBrasilEngenharia CivilUFSMPrograma de Pós-Graduação em Engenharia CivilCentro de Tecnologia, 2022-02-23)
Hydroclimatic processes, such as streamflow and wind speed, have a probabilistic nature
since they suffer interference from an infinite number of random factors. Most
of the time series within the natural sciences also ...
Precision of yule-walker methods for the arma spectral model
(2004-12-01)
In this work a new method is proposed of separated estimation for the ARMA spectral model based on the modified Yule-Walker equations and on the least squares method. The proposal of the new method consists of performing ...