Relevant bibliographies by topics / Auto regression

Contents

  1. Journal articles
  2. Dissertations / Theses
  3. Books
  4. Book chapters
  5. Conference papers
  6. Reports

Academic literature on the topic 'Auto regression'

Author: Grafiati
Published: 4 June 2021
Last updated: 1 February 2022

Create a spot-on reference in APA, MLA, Chicago, Harvard, and other styles

Select a source type:

Consult the lists of relevant articles, books, theses, conference reports, and other scholarly sources on the topic 'Auto regression.'

Next to every source in the list of references, there is an 'Add to bibliography' button. Press on it, and we will generate automatically the bibliographic reference to the chosen work in the citation style you need: APA, MLA, Harvard, Chicago, Vancouver, etc.

You can also download the full text of the academic publication as pdf and read online its abstract whenever available in the metadata.

Journal articles on the topic "Auto regression"

1

Alhassan, Baba Gimba. "Improving Forecasting Using Vector Auto Regression Approach on Tax Revenue." Journal of Advanced Research in Dynamical and Control Systems 12, SP7 (July 25, 2020): 294–303. http://dx.doi.org/10.5373/jardcs/v12sp7/20202110.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Holden, Ken. "Vector auto regression modeling and forecasting." Journal of Forecasting 14, no. 3 (May 1995): 159–66. http://dx.doi.org/10.1002/for.3980140302.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Bakouch, Hassan, Miroslav Ristic, E. Sandhya, and S. Satheesh. "Random products and product auto-regression." Filomat 27, no. 7 (2013): 1197–203. http://dx.doi.org/10.2298/fil1307197b.

Full text
Abstract:
The operation of taking random products of random variables and the notions of infinite divisibility (ID) and stability of distributions under this operation are discussed here. Based on this stationary product auto-regressive time series models are introduced. We investigate some properties of the models, like autocorrelation function, spectral density function, multi-step ahead conditional mean and parameter estimation.
APA, Harvard, Vancouver, ISO, and other styles
4

Dimitriou-Fakalou, Chrysoula. "The auto-regression and the moving-average." Journal of Statistical Planning and Inference 140, no. 7 (July 2010): 1739–43. http://dx.doi.org/10.1016/j.jspi.2009.12.022.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Fernández-García, María-Elena, José-Luis Sancho-Gómez, Antonio Ros-Ros, and Aníbal R. Figueiras-Vidal. "Complete Stacked Denoising Auto-Encoders for Regression." Neural Processing Letters 53, no. 1 (January 12, 2021): 787–97. http://dx.doi.org/10.1007/s11063-020-10419-0.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Zeng, Shan. "Application Examples of Auto-Regression and Subsection-Regression for Tunnel Distortion Analysis." Advanced Materials Research 639-640 (January 2013): 233–38. http://dx.doi.org/10.4028/www.scientific.net/amr.639-640.233.

Full text
Abstract:
Forecasting the distortion of civil engineer projects need the support of mathematical statistical theories. The mathematical statistical theories have many different types, such as auto-regression and subsection-regression. The author supervises the tunnel settlement by those two theories, the result shows that: the auto-regression theory is suitable for the project safety & quality forecasting; if the project has regularity changing during distortion process, the subsection-regression theory is a very good tool when the supervision situation needs different mathematical models to describing.
APA, Harvard, Vancouver, ISO, and other styles
7

Baraud, Yannick, F. Comte, and G. Viennet. "Model selection for (auto-)regression with dependent data." ESAIM: Probability and Statistics 5 (2001): 33–49. http://dx.doi.org/10.1051/ps:2001101.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Varagouli, E. G., T. E. Simos, G. Giannopoulos, B. Stefanis, and G. S. Xeidakis. "Regression models for intercity auto directional travel demand." Journal of Statistics and Management Systems 4, no. 1 (January 2001): 1–28. http://dx.doi.org/10.1080/09720510.2001.10701023.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Luo, Z. "Pavement performance modelling with an auto-regression approach." International Journal of Pavement Engineering 14, no. 1 (January 2013): 85–94. http://dx.doi.org/10.1080/10298436.2011.617442.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Smyth, Christine, Danny Coomans, Yvette Everingham, and Timothy Hancock. "Auto-associative Multivariate Regression Trees for Cluster Analysis." Chemometrics and Intelligent Laboratory Systems 80, no. 1 (January 2006): 120–29. http://dx.doi.org/10.1016/j.chemolab.2005.09.001.

Full text
APA, Harvard, Vancouver, ISO, and other styles
More sources

Dissertations / Theses on the topic "Auto regression"

1

Medeiros, Patrick Valverde. "Análise da evapotranspiração de referência a partir de medidas lisimétricas e ajuste estatístico de estimativas de nove equações empírico-teóricas com base na equação de Penman-Monteith." Universidade de São Paulo, 2008. http://www.teses.usp.br/teses/disponiveis/18/18138/tde-21052008-090008/.

Full text
Abstract:
A quantificação da evapotranspiração é uma tarefa essencial para a determinação do balanço hídrico em uma bacia hidrográfica e para o estabelecimento do déficit hídrico de uma cultura. Nesse sentido, o presente trabalho aborda a análise da evapotranspiração de referência (ETo) para a região de Jaboticabal-SP. O comportamento do fenômeno na região foi estudado a partir da interpretação de dados de uma bateria de 12 lisímetros de drenagem (EToLis) e estimativas teóricas por 10 equações diferentes disponíveis na literatura. A análise estatística de correlação indica que as estimativas da ETo por equações teóricas comparadas à EToLis medida em lisímetro de drenagem não apresentaram bons índices de comparação e erro. Admitindo que a operação dos lisímetros não permitiu a determinação da ETo com boa confiabilidade, propôs-se um ajuste local das demais metodologias de estimativa da ETo, através de auto-regressão (AR) dos ruídos destas equações em comparação com uma média anual estimada pela equação de Penman-Monteith (EToPM), tomada como padrão, em períodos quinzenal e mensal. O ajuste através de regressão linear simples também foi analisado. Os resultados obtidos indicam que a radiação efetiva é a variável climática de maior importância para o estabelecimento da ETo na região. A estimativa pela equação de Penman-Monteith apresentou excelente concordância com as equações de Makkink (1957) e do balanço de energia. Os ajustes locais propostos apresentaram excelentes resultados para a maioria das equações testadas, dando-se destaque às equações da radiação solar FAO-24, de Makkink (1957), de Jensen-Haise (1963), de Camargo (1971), do balanço de radiação, de Turc (1961) e de Thornthwaite (1948). O ajuste por regressão linear simples é de mais fácil execução e apresentou excelentes resultados.
The quantification of the evapotranspiration is an essential task for the determination of the water balance in a watershed and for the establishment of the culture´s water deficit. Therefore, the present work describes the analysis of the reference evapotranspiration (ETo) for the region of Jaboticabal-SP. The phenomenon behavior in the region was studied based on the interpretation of 12 drainage lysimeters data (EToLis) and on theoretical estimates for 10 different equations available in the Literature. An statistical analysis indicated that the theoretical ETo estimates compared with the EToLis did not present good indices of comparison and error. Admitting that the lysimeters operation did not allow a reliable ETo determination, a local adjustment of the theoretical methodologies for ETo estimate was considered. An auto-regression (AR) of the noises of these equations in comparison with the annual average estimate for the Penman-Monteith equation (EToPM), taken as standard, has been performed in fortnightly and monthly periods. The adjustment through simple linear regression has also been analyzed. The obtained results indicate that the effective radiation is the most important climatic variable for the establishment of the ETo in the region. The Penman-Monteith estimate presented excellent correlation to the estimates by Makkink (1957) equation and the energy balance. The local adjustments presented excellent results for the majority of the tested equations, specially for the solar radiation FAO-24, Makkink (1957), Jensen-Haise (1963), Camargo (1971), radiation balance, Turc (1961) and Thornthwaite (1948) equations. The adjustment by simple linear regression is of easier execution and also presented excellent results.
APA, Harvard, Vancouver, ISO, and other styles
2

Alfuhaid, Abdulaziz Ataallah. "AN AGENT-BASED SYSTEMATIC ENSEMBLE APPROACH FOR AUTO AUCTION PREDICTION." University of Akron / OhioLINK, 2018. http://rave.ohiolink.edu/etdc/view?acc_num=akron1542560217326084.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Hagos, Tesfamichael Marikos. "Estimation of phases for compliant motion : Auto-regressive HMM, multi-class logistic regression, Learning from Demonstration (LfD), Gradient descent optimization." Thesis, Luleå tekniska universitet, Rymdteknik, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:ltu:diva-65613.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Dhankhar, Rashmi. "Effects of expansionary monetary policy shocks on financial variables." Thesis, Manhattan, Kan. : Kansas State University, 2010. http://hdl.handle.net/2097/3517.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Alkan, Feyza. "The Sustainability Analysis Of Turkish Domestic Debt." Master's thesis, METU, 2009. http://etd.lib.metu.edu.tr/upload/2/12611159/index.pdf.

Full text
Abstract:
In this thesis, sustainability of the Turkish domestic debt is analyzed within the &ldquo
sustainability indicators&rdquo
perspective. The fiscal targets of Maastricht Treaty (1992) are imposed on the Turkish fiscal policy and it is investigated whether these targets are the indicators for sustainability in the medium term. Uctum and Wickens&rsquo
(2000) methodology is followed in assessing the sustainability of the current fiscal policy and the efficiency of the Maastricht Treaty (1992) targets. Moreover, the vector auto regression (VAR) approach of Garcia and Rigobon (2004) is utilized in deriving the econometric model for the debt dynamics of Turkey. The results suggest that domestic debt of Turkey has been unsustainable within 1994-2008. Furthermore, the Maastricht Treaty (1992) fiscal targets are binding for Turkey and gaining more significance in the recent years.
APA, Harvard, Vancouver, ISO, and other styles
6

Hentic-Giliberto, Michelle. "Les caractéristiques des auto-entrepreneurs bretons : comparaison avec les autres entrepreneurs." Thesis, Brest, 2014. http://www.theses.fr/2014BRES0023/document.

Full text
Abstract:
Alors que les mutations s’accélèrent et l’instabilité semble permanente, l’esprit d’entreprise est valorisé par les acteurs publics et privés. En France, l’auto-entrepreneur, créé par la loi n° 2008-776 du 4 août 2008, favorise l’accès à l’entrepreneuriat au plus grand nombre. Depuis 2009, les créations d’entreprises comptent pour plus de moitié d’auto-entrepreneurs. Aussi, l’existence d’une dynamique entrepreneuriale spécifique à ces créations se pose. La recherche s’inscrit dans une approche constructiviste d’essai d’explication du phénomène par l’identification des caractéristiques des auto-entrepreneurs en comparaison aux autres entrepreneurs. Elle prend racine dans l’examen de 700 dossiers d’évaluation de projets en phase amont de la création/ reprise dans le sud Finistère, soit, de fin 2008 à début 2012 près d’1% des créations / reprises en Bretagne. L’appui sur les paradigmes entrepreneuriaux amène à rapprocher des standards théoriques génériques à des constatations issues du terrain. Une approche hypothético-déductive permet d’identifier les caractéristiques des auto-entrepreneurs en comparaison aux autres entrepreneurs. L’analyse qualitative thématique d’entretiens biographiques d’auto-entrepreneurs triangule et confirme les résultats. La recherche questionne le paradigme de la création/ obtention de valeur nouvelle ou existante. Elle interroge le processus schumpétérien d’innovation créatrice versus destructrice, et sa possible mobilisation dans une lecture du succès de l’auto-entrepreneur. Elle propose une approche effectuale de la création en auto-entrepreneuriat. Elle confirme le rôle de l’accompagnement en phase amont de la création/ reprise d’entreprises
While mutations accelerate and instability seems to be permanent, entrepreneurship is valued by public and private actors. In France, the auto-entrepreneur, created by Law No. 2008-776 of 4 August 2008, promotes access to entrepreneurship to greater numbers. Since 2009, the auto-entrepreneurs account for more than half of self-employed entrepreneurs. Also, the existence of a specific entrepreneurial approach to business creation projects under this status arises. This research is part of a constructivist approach to explain the phenomenon by identifying the characteristics of auto-entrepreneurs in comparison to other entrepreneurs. It is rooted in the examination of 700 projects evaluated in upstream phase of the creation / buyout in the southern Finistère, from late 2008 to early 2012, almost 1% of the creation / buyout firms on the Brittany area. The support of entrepreneurial paradigms leads to closer generic theoretical standard to findings from the field. A counterfactual approach identifies the characteristics of auto-entrepreneurs in comparison to other entrepreneurs. Thematic qualitative analysis of biographical interviews of auto-entrepreneurs triangulates and confirms the results. The research questions the paradigm of creating / obtaining new or existing value. She questions the Schumpeterian process of creative versus destructive innovation, and its possible mobilization in a reading of the success of the auto-entrepreneur. It offers effectual approach creation depending on the status of auto-entrepreneur. It confirms the role of the accompanying upstream phase of the creation / buyout business
APA, Harvard, Vancouver, ISO, and other styles
7

Akkoyunlu, Sule. "Turkish consumption and saving." Thesis, University of Oxford, 2000. http://ora.ox.ac.uk/objects/uuid:0ba100a8-0a19-40f5-a7c6-c18aa010c130.

Full text
Abstract:
The principle aim of this thesis is to construct a consumption function for Turkey for policy analysis using the annual State Planning Organisation (SPO) time-series data. This study commences from 1962 and extends until the end of 1994, when a financial crisis occurred in Turkey. It attempts to analyse not only the decline in the private savings rate during the first half of the 1980s, but also the significant rise from 1986 onwards. The thesis starts with an introduction which explodes the main research objectives, considers the existing consumption theories and extentions, records the main data features to be explained, briefly overviews the modelling strategy and discusses the basic considerations of the research and gives the structure of thesis. A literature survey on the theory of consumption is given in Chapter 2. The LifeCycle/ Permanent-Income hypothesis is considered as central to the two mainstream approach. : the Euler approach and the solved-out approach. These approaches are further extended by considering uncertainty and precautionary saving, credit restrictions, saving and leisure. habit or costs of adjustments and the durability of goods, the role of assets and asset prices. financial liberalisation and demographic factors. Finally, comparisons between the two approaches arc made in the conclusion of that chapter. Theory can deliver concepts with permanent relationships in economics, but it should be supported by empirical findings, since theory alone is insufficient to determine the actual economic relationship. Hence, Chapter 3 focuses on theoretical and appl ied modelling issues to construct a theory-consistent, congruent and encompassing consumption function. Congruency implies that the empirical model matches the available evidence in al l measured attributes (i.e., it is consistent with the theory from which it was derived, has unexplained components that arc innovations against available information, has basic parameters that are constant, is data admissible, and where any conditioning variables are weakly exogenous for the parameters of interest). Encompassing denotes that the model of interest can account for the result of rival models of the same phenomena. I also define structure as the set of invariant features of the economic mechanism. A parameter can be structural only if it is invariant for an extension of the sample period (constant), is invariant with respect to changes elsewhere in the economy (regime shifts), and is invariant over extensions of the information set (adding more variables). Chapter 4 examines the small-sample properties of the statistical methods used by means of Monte Carlo simulations. The informativeness of the data is investigated in an unrestricted Vector Auto-regression (VAR) with small-samples of noisy data combined with a high real growth rate and nominal inflation. This is to see how the relative drift dominates in explaining the informativeness of the data. The Monte results are summarised by using response surfaces to relate the biases to sample size. The ratio of standard deviations to standard errors in each equation is also analysed. The strong impacts of the system error variances in these response surfaces indicate the importance of high variances in VA Rs. Furthermore, I found noise, and a function of the signal to noise ratio. and cross-equation correlation had a large impact, but less effect from the relative drift. Chapter 5 presents an overview of the Turkish Economy, particularly during the sample period. by pointing out the lessons to be drawn from the stabilisation experiments and their effect on the private sector saving decision in Turkey. The aim of Chapter 6 is to get nominal housing wealth and housing price data from the available data, such as the nominal private disposable income. nominal private investment in the housing sector and the consumer price index, since housing wealth is claimed to be a major determinant of private savings in Turkey. Chapter 7 aims to reveal the problems of Turkish data by analysing the history of the Turkish a1ional Accounts to construct a data-base for estimating a consumption function for Turkey. GDP by expenditure is constructed from five different sources. Turkish accounting residuals are allocated by applying the linear regression approach. The results show that GDP-by-output is more reliable than the GDP-by-expenditure measure for Turkey. Chapter 8 is devoted to the time series modelling and evidence. Previous findings on consumption for Turkey have been formulated using conventional econometric techniques with a static estimation methodology within the Permanent Income Hypothesis (PIH). I adopted the equilibrium correction model (ECM) solved-out consumption function approach and tried to incorporate the effects of age. precautionary behaviour in the case of uncertainty, credit constraints, habits or costs of adjustments. and the durability of goods for developing belier understanding of private sector savings behaviour in Turkey. The modelling is based on the dynamic econometric methodology that involves the estimation of a general unrestricted model (GUM). a co-integration and long-run analysis, and the simplification of the GUM to a parsimonious dynamic model that is deduced by applying a sequential testing procedure. The final model is congruent: It matches the available evidence in all measured attributes and forecasts well, has white noise errors and constant parameters, and encompasses the VAR model equation as well as other specifications in previous models. Moreover, the model has a structural interpretation. The results of the final model reveal strong positive effects of the real interest rate. inflation and inflation uncertainty, a strong negative effect of population aged 15-44, a positive effect after one lag period of the change in the average propensity to consume. which represents the effects of expectations, habits or adjustment costs, in addition to the significant effect of the inverse of per capita Private Disposable Income and the change in housing wealth to income ra1io on the private average propensity to consume in Turkey. These findings offer an explana1ion for the salient features of the Turkish consumption pattern observed from 1he lime series data. These results also provide some policy implications such that inOation control should be strengthened and improved for consumption stabilisation. Furthermore. interest rate policy also has an important role to play in the savings process in Turkey. The research on small-sample properties of 1hc statistical methods by means of Monte Carlo Simulations strengthens the results of the empirical model. These. confirm the poor determination of intercepts in I(I) VARs, and the corresponding advantages of an equilibrium correction model formulation. Furthermore. the insignificance the of irrelevant dynamics should encourage model builders to use a dynamic econometric methodology to develop parsimonious models, such as used for building a consumption model for Turkey in this thesis.
APA, Harvard, Vancouver, ISO, and other styles
8

Fransson, Martin. "Identification of a Genetic Network in the Budding Yeast Cell Cycle." Thesis, Linköping University, Department of Electrical Engineering, 2004. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-2389.

Full text
Abstract:

By using AR/ARX-models on data generated by a nonlinear differential equation system representing a model for the cell-cycle control system in budding yeast, the interactions among proteins and thereby also to some extent the genes, are sought. A method consisting of graphical analysis of differences between estimates from two local linear models seems to make it possible to separate a set of linear equations from the nonlinear system. By comparing the properties of the estimations in the linear equations a set of approximate equations corresponding well to the real ones are found.

A NARX model is tested on the same system to see whether it is possible to find the dependencies in one of the nonlinear differential equations. This approach did, for the choice of model, not work.

APA, Harvard, Vancouver, ISO, and other styles
9

Kollár, Miroslav. "Macrofinance Modeling from Asset Allocation Perspective." Doctoral thesis, Vysoká škola ekonomická v Praze, 2006. http://www.nusl.cz/ntk/nusl-79535.

Full text
Abstract:
The dissertation dealt with the interaction between the macro-economy and financial markets. In the first part of the dissertation I laid down a general case for macro-based active asset allocation. In the main part of my dissertation, after a theoretical introduction to term structure models and macrofinance models, I developed a VAR macrofinance model of the term structure of interest rates for the Czech economy based on the dynamic interpretation of the Nelson-Siegel model, and showed the use of such modeling framework in bond-yield prediction and asset allocation.
APA, Harvard, Vancouver, ISO, and other styles
10

Tiftik, Mehmet Emre. "Assessing Domestic Debt Sustainability Of Turkey With A Risk Management Approach." Master's thesis, METU, 2006. http://etd.lib.metu.edu.tr/upload/3/12607632/index.pdf.

Full text
Abstract:
This thesis analyzes the debt dynamics of Turkey and assesses the sustainability of fisscal policy. The assessment of fiscal policy follows the methodology of Garcia and Rigobon (2004). This approach focuses on the concept of debt sustainability from a risk management perspective and incorporates the effects of stochastic shocks to the economy in its assessment. The results suggest that a continuation of the present fiscal stances will lead to a fiscal unsustainability in Turkey. Furthermore, the results indicate that the properties of the debt dynamics are closely related to the spreads on both dollar denominated debt and YTL denominated debt. This thesis also provides an application of two traditional methodologies, such as Wilcox'
s (1989) methodology and Uctum and Wicken'
s (2000) methodology in order to assess the fiscal sustainability of Turkey.
APA, Harvard, Vancouver, ISO, and other styles
More sources

Books on the topic "Auto regression"

1

Lloyd, Tim. Testing a capital pricing model of land values: Cointegration and error correction in a vector auto-regression. Nottingham: Department of Economics, University of Nottingham, 1992.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
2

Skinner, Gregory H. Two-dimensional auto-regressive modeling. Monterey, Calif: Naval Postgraduate School, 1989.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
3

Ishiguro, M. ARdock, an auto-regressive model analyzer. Tokyo: Institute of Statistical Mathematics, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
4

Ishiguro, M. ARdock, an auto-regressive model analyzer. Tokyo: Institute of Statistical Mathematics, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
5

Skalin, Joakim. Modelling macroeconomic time series with smooth transition auto regressions. Stockholm: Stockholm School of Economics, 1999.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
6

Burridge, Peter. Forecasting and signal extraction in auto regressive-moving average models. Coventry: University of Warwick,Department of Economics, 1986.

Find full text
APA, Harvard, Vancouver, ISO, and other styles
7

Berg, Andrew, and Rafael Portillo. Introduction to Part I. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198785811.003.0003.

Full text
Abstract:
Developing an understanding of monetary policy in LICs must start with the evidence. This chapter briefly reviews the challenges facing the empirical researcher in SSA, including scarce and inaccurate data, short policy regimes that make powerful inference difficult, and the lack of structural models to help interpret the data. It provides an overview of Chapters 4–6, which take three very different approaches to looking at these data: a broad search for cross-country stylized facts (Chapter 4), a detailed case study of a major monetary policy event (Chapter 5), and an examination of whether vector auto-regressions (VARs)—the workhorse empirical tool in this area—are likely to yield useful results in the SSA context (Chapter 6).
APA, Harvard, Vancouver, ISO, and other styles
8

Kobylinska-Dehe, Ewa, Pawel Dybel, and Ludger M. Hermanns, eds. Wiederkehr des Verdrängten? Psychosozial-Verlag, 2020. http://dx.doi.org/10.30820/9783837977325.

Full text
Abstract:
Kann die »antidemokratische Wende« in Polen und in anderen postkommunistischen Ländern, die auch in Deutschland und Westeuropa spürbar ist, als Erbe der Totalitarismen des vergangenen Jahrhunderts und als Wiederkehr des Verdrängten verstanden werden? Oder ist sie Ausdruck einer neuen Regression zu archaischen Ängsten und Aggressionen angesichts der Herausforderungen durch die Globalisierungsprozesse? Vor diesem Hintergrund stellen die Autor*innen die Frage nach dem kritischen Potenzial der Psychoanalyse. Verfügt sie über das Erkenntnispotenzial, um die beunruhigenden sozialen Phänomene zu erklären? Mit Beiträgen von Lisa Appignanesi, Jakub Bobrzyński, Bernhard Bolech, Felix Brauner, Paweł Dybel, Lilli Gast, Ewa Głód, Tomas V. Kajokas, Ewa Kobylinska-Dehe, Andrzej Leder, Rosalba Maccarrone Erhardt, Ewa Modzelewska-Kossowska, Małgorzata Ojrzyńska, Katarzyna Prot-Klinger, Annette Simon, Wojciech Sobański, Krzystof Szwajca, Nadine Teuber, Joanna Tokarska-Bakir, Hans-Jürgen Wirth und Anna Zajenkowska
APA, Harvard, Vancouver, ISO, and other styles
9

Dampak reformasi nilai tukar rupiah terhadap tingkat inflasi dan neraca perdagangan Indonesia: Suatu pendekatan model vektor auto regressive : laporan penelitian dosen muda. [Jambi]: Fakultas Ekonomi, Universitas Jambi, 2007.

Find full text
APA, Harvard, Vancouver, ISO, and other styles

Book chapters on the topic "Auto regression"

1

Sisman-Yilmaz, N. Arzu, Ferda N. Alpaslan, and Lakhmi C. Jain. "Fuzzy Multivariate Auto-Regression Method and its Application." In Studies in Fuzziness and Soft Computing, 281–300. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-39972-8_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Ravi, Vadlamani, and Amit Yadav. "Privacy Preserving Data Mining Using General Regression Auto-Associative Neural Network: Application to Regression Problems." In Swarm, Evolutionary, and Memetic Computing, 618–24. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-20294-5_53.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Lu, Yu-zhen, Ming-hui Qu, and Min Zhang. "An Application of Dynamic Regression Model and Residual Auto-Regressive Model in Time Series." In Advances in Neural Networks – ISNN 2014, 222–31. Cham: Springer International Publishing, 2014. http://dx.doi.org/10.1007/978-3-319-12436-0_25.

Full text
APA, Harvard, Vancouver, ISO, and other styles
4

Pirhonen, Mikko, Olli Suominen, and Antti Vehkaoja. "Auto-regression-driven, reallocative particle filtering approaches in PPG-based respiration rate estimation." In EMBEC & NBC 2017, 1020–24. Singapore: Springer Singapore, 2017. http://dx.doi.org/10.1007/978-981-10-5122-7_255.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Taghavi, Majid. "Debt, growth and inflation in large European economies: a vector auto-regression analysis." In Capitalism and Democracy in the 21st Century, 165–79. Heidelberg: Physica-Verlag HD, 2001. http://dx.doi.org/10.1007/978-3-662-11287-8_9.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Yao, Ping. "Integrating Generalized Linear Auto-Regression and Artificial Neural Networks for Coal Demand Forecasting." In Advances in Neural Networks – ISNN 2009, 993–1001. Berlin, Heidelberg: Springer Berlin Heidelberg, 2009. http://dx.doi.org/10.1007/978-3-642-01507-6_112.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Kazar, Baris M., Shashi Shekhar, David J. Lilja, Ranga R. Vatsavai, and R. Kelley Pace. "Comparing Exact and Approximate Spatial Auto-regression Model Solutions for Spatial Data Analysis." In Geographic Information Science, 140–61. Berlin, Heidelberg: Springer Berlin Heidelberg, 2004. http://dx.doi.org/10.1007/978-3-540-30231-5_10.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Jin, Xiangyang, Shisheng Zhong, Gang Ding, and Lin Lin. "Engine Testing Fault Classification Based on the Multi-class SVM of Auto-regression." In Lecture Notes in Electrical Engineering, 33–38. Berlin, Heidelberg: Springer Berlin Heidelberg, 2012. http://dx.doi.org/10.1007/978-3-642-26001-8_5.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Nayak, Archana M., and Nirbhay Chaubey. "Predicting Passenger Flow in BTS and MTS Using Hybrid Stacked Auto-encoder and Softmax Regression." In Communications in Computer and Information Science, 29–41. Singapore: Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-15-6648-6_3.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Ravi, Vadlamani, and Ranabir De. "Principal Component Analysis and General Regression Auto Associative Neural Network Hybrid as One-Class Classifier." In Swarm, Evolutionary, and Memetic Computing, 164–75. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-20294-5_15.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Conference papers on the topic "Auto regression"

1

Runkler, Thomas A., and Hans Georg Seedig. "Fuzzy c-auto regression models." In 2008 IEEE 16th International Conference on Fuzzy Systems (FUZZ-IEEE). IEEE, 2008. http://dx.doi.org/10.1109/fuzzy.2008.4630617.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Priya, S. Selva, and Lavanya Gupta. "Predicting the future in time series using auto regressive linear regression modeling." In 2015 Twelfth International Conference on Wireless and Optical Communications Networks (WOCN). IEEE, 2015. http://dx.doi.org/10.1109/wocn.2015.8064521.

Full text
APA, Harvard, Vancouver, ISO, and other styles
3

Li, Qianru, Christophe Tricaud, Rongtao Sun, and YangQuan Chen. "Great Salt Lake Surface Level Forecasting Using FIGARCH Model." In ASME 2007 International Design Engineering Technical Conferences and Computers and Information in Engineering Conference. ASMEDC, 2007. http://dx.doi.org/10.1115/detc2007-34909.

Full text
Abstract:
In this paper, we have examined 4 models for Great Salt Lake level forecasting: ARMA (Auto-Regression and Moving Average), ARFIMA (Auto-Regressive Fractional Integral and Moving Average), GARCH (Generalized Auto-Regressive Conditional Heteroskedasticity) and FIGARCH (Fractional Integral Generalized Auto-Regressive Conditional Heteroskedasticity). Through our empirical data analysis where we divide the time series in two parts (first 2000 measurement points in Part-1 and the rest is Part-2), we found that for Part-2 data, FIGARCH offers best performance indicating that conditional heteroscedasticity should be included in time series with high volatility.
APA, Harvard, Vancouver, ISO, and other styles
4

Tomar, Nimisha, Durga Patel, and Akshat Jain. "Air Quality Index Forecasting using Auto-regression Models." In 2020 IEEE International Students' Conference on Electrical,Electronics and Computer Science (SCEECS). IEEE, 2020. http://dx.doi.org/10.1109/sceecs48394.2020.216.

Full text
APA, Harvard, Vancouver, ISO, and other styles
5

Varagnolo, Damiano, Gianluigi Pillonetto, and Luca Schenato. "Auto-tuning procedures for distributed nonparametric regression algorithms." In 2015 European Control Conference (ECC). IEEE, 2015. http://dx.doi.org/10.1109/ecc.2015.7330614.

Full text
APA, Harvard, Vancouver, ISO, and other styles
6

Hu, Jianfeng, and Zhendong Mu. "EEG authentication system based on auto-regression coefficients." In 2016 10th International Conference on Intelligent Systems and Control (ISCO). IEEE, 2016. http://dx.doi.org/10.1109/isco.2016.7727122.

Full text
APA, Harvard, Vancouver, ISO, and other styles
7

Anguita, Davide, Luca Ghelardoni, and Alessandro Ghio. "Long-term energy load forecasting using Auto-Regressive and approximating Support Vector Regression." In 2012 IEEE International Energy Conference (ENERGYCON 2012). IEEE, 2012. http://dx.doi.org/10.1109/energycon.2012.6348269.

Full text
APA, Harvard, Vancouver, ISO, and other styles
8

Liu, Qian-qian, and Hong-xia Wang. "Study on fault forecasting based on auto-regression model." In 2015 IEEE Advanced Information Technology, Electronic and Automation Control Conference (IAEAC). IEEE, 2015. http://dx.doi.org/10.1109/iaeac.2015.7428733.

Full text
APA, Harvard, Vancouver, ISO, and other styles
9

Fan, Wei, Feng Ding, and Yang Shi. "Parameter Estimation for Hammerstein Nonlinear Controlled Auto-Regression Models." In 2007 IEEE International Conference on Automation and Logistics. IEEE, 2007. http://dx.doi.org/10.1109/ical.2007.4338714.

Full text
APA, Harvard, Vancouver, ISO, and other styles
10

Pu, Tiecheng, and Jing Bai. "An auto regression compression method for industrial real time data." In 2014 26th Chinese Control And Decision Conference (CCDC). IEEE, 2014. http://dx.doi.org/10.1109/ccdc.2014.6853094.

Full text
APA, Harvard, Vancouver, ISO, and other styles

Reports on the topic "Auto regression"

1

Julio, Juan. Estimating the Exchange Rate Pass-Through: A Time-Varying Vector Auto-Regression with Residual Stochastic Volatility Approach. Banco de la República de Colombia, October 2019. http://dx.doi.org/10.32468/be.1093.

Full text
APA, Harvard, Vancouver, ISO, and other styles
2

Mychal, Myron R., and Donald R. Ucci. Robust Locally Optimum Detection in Auto-Regressive Noise. Fort Belvoir, VA: Defense Technical Information Center, August 1999. http://dx.doi.org/10.21236/ada369115.

Full text
APA, Harvard, Vancouver, ISO, and other styles
You might also be interested in the extended bibliographies on the topic 'Auto regression' for particular source types:
Journal articles Dissertations / Theses
We offer discounts on all premium plans for authors whose works are included in thematic literature selections. Contact us to get a unique promo code!

To the bibliography