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Analysis of the correlation structure of square time series
(WILEY, 2004)
This paper analyses the asymptotic behaviour of the autocorrelation structure exhibited by squares of time series with a Wold expansion where the input error is a sequence of random variables with mean zero and finite ...
Modelos de previsão aplicados ao controle de qualidade com dados autocorrelacionados
(Universidade Federal de Santa MariaBREngenharia de ProduçãoUFSMPrograma de Pós-Graduação em Engenharia de Produção, 2009-09-04)
This research has a topic forecast models applied to industrial productive processes with the objective of verifying the stability of the process through control charts applied to the residues originated from linear and ...
Measuring time series predictability using support vector regression
(TAYLOR & FRANCIS INC, 2008)
Most studies involving statistical time series analysis rely on assumptions of linearity, which by its simplicity facilitates parameter interpretation and estimation. However, the linearity assumption may be too restrictive ...
Aplicação de teoria de sistema dinâmicos para inferência de causalidade entre séries temporais sintéticas e biológicas.
(Universidade Estadual Paulista (Unesp), 2018-04-03)
A modelagem matemática é uma ferramenta presente nos campos da ecologia teórica e da biologia ma- temática. Porém tais modelos que tentam reproduzir parte da dinâmica natural são limitados, o que rapidamente esgota as ...
On predicting wind power series by using Bayesian Enhanced modified based-neural network
(Institute of Electrical and Electronics Engineers Inc., 2017)
In this paper, wind power series prediction using BEA modified (BEAmod.) neural networks-based approach is presented. Wind power forecasting is a complex, multidimensional, and highly non-linear system. Neural network is ...
Dinámica de explosiones solares fiber: regular, caos determinístico o estocástica
(2015)
Se examinan las características dinámicas de las ráfagas de radio métricas de fibra solar a medida que evolucionan a frecuencia fija. Las explosiones de fibra aparecen como altamente estructuradas en series temporales de ...
Detection of time reversibility in time series by ordinal patterns analysis
(2018-12-01)
Time irreversibility is a common signature of nonlinear processes and a fundamental property of non-equilibrium systems driven by non-conservative forces. A time series is said to be reversible if its statistical properties ...
Historical SAM index time series: Linear and nonlinear analysis
(John Wiley & Sons Ltd, 2018-03-06)
A statistical analysis of 100‐year historic Southern Annular Mode (SAM) time series is carried out, for a set of indices calculated by different methods, in view to understanding their value as simple indicators of climate ...
Previsão de vazões de afluência para o setor elétrico por meio de modelos lineares e não lineares
(Universidade Federal de Santa MariaBREngenharia de ProduçãoUFSMPrograma de Pós-Graduação em Engenharia de Produção, 2013-07-24)
The theme of this research is the use of prediction models of Integrated Autoregressive and type of moving average- ARIMA, along with the Autoregressive models of Conditional Heterokedastic-ARCH. The first class of models ...