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Exploiting the structure of autoregressive processes in chance-constrained multistage stochastic linear programs
(Elsevier Science Bv, 2012-11)
We consider an interstage dependent stochastic process whose components follow an autoregressive model with time varying order. At a given time, we give some recursive formulae linking future values of the process with ...
A class of antipersistent processes
(WILEY, 2007)
We introduce a class of stationary processes characterized by the behaviour of their infinite moving average parameters. We establish the asymptotic behaviour of the covariance function and the behaviour around zero of the ...
Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model
(Springer London Ltd, 2008-11-01)
In this paper, we consider the double sampling (DS) (X) over bar control chart for monitoring processes in which the observations can be represented as a first-order autoregressive moving average (ARMA(1, 1)) model. The ...
Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model
(Springer London Ltd, 2008-11-01)
In this paper, we consider the double sampling (DS) (X) over bar control chart for monitoring processes in which the observations can be represented as a first-order autoregressive moving average (ARMA(1, 1)) model. The ...
Robust streamflow forecasting: a Student's t-mixture vector autoregressive model
(SPRINGER, 2022)
Accurate streamflow forecasting is one of the main challenges in the management of reservoirs, where autoregressive models have been commonly used. Typically, the noise of these models is considered Gaussian. However, this ...
Double sampling (x)over-bar control chart for a first-order autoregressive moving average process model
(Springer London Ltd, 2014)
Delamination area quantification in composite structures using Gaussian process regression and auto-regressive models
(2020-01-01)
After detecting initial delamination damage in a hotspot region of a composite structure monitored through a data-driven approach, the user needs to decide if there is an imminent structural failure or if the system can ...