Academic literature on the topic 'VARMA model'
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Journal articles on the topic "VARMA model"
Al-Nasser, A. H., and L. T. Abdullah. "The Estimators of Vector Autoregressive Moving Avarege Model VARMA of Lower Order: VARMA (0,1), ARMA (1,0), VARMA (1,1), VARMA (1,2), VARMA (2,1), VARMA (2,2) with Forecasting." Journal of Physics: Conference Series 1818, no. 1 (March 1, 2021): 012145. http://dx.doi.org/10.1088/1742-6596/1818/1/012145.
Full textSfetcu, Răzvan-Cornel, Sorina-Cezarina Sfetcu, and Vasile Preda. "Ordering Awad–Varma Entropy and Applications to Some Stochastic Models." Mathematics 9, no. 3 (January 31, 2021): 280. http://dx.doi.org/10.3390/math9030280.
Full textWei, Ching-Chun. "Empirical Analysis of “Volatilitysurprise” between Dollar Exchange Rate and CRB Commodity Future Markets." International Journal of Economics and Finance 8, no. 9 (August 24, 2016): 117. http://dx.doi.org/10.5539/ijef.v8n9p117.
Full textOlusola-Makinde, Olubukola O., and Olusola S. Makinde. "COVID-19 incidence and mortality in Nigeria: gender based analysis." PeerJ 9 (February 12, 2021): e10613. http://dx.doi.org/10.7717/peerj.10613.
Full textUSMAN, Mustofa, N. INDRYANI, WARSONO A., and AMANTO WAMILIANA. "DYNAMIC MODELING OF TIME SERIES DATA USING BEKK-GARCH MODEL." Periódico Tchê Química 17, no. 36 (December 20, 2020): 1186–98. http://dx.doi.org/10.52571/ptq.v17.n36.2020.1202_periodico36_pgs_1186_1198.pdf.
Full textRaghavan, Mala, George Athanasopoulos, and Param Silvapulle. "Canadian monetary policy analysis using a structural VARMA model." Canadian Journal of Economics/Revue canadienne d'économique 49, no. 1 (February 2016): 347–73. http://dx.doi.org/10.1111/caje.12200.
Full textKamarianakis, Yiannis, and Poulicos Prastacos. "Forecasting Traffic Flow Conditions in an Urban Network: Comparison of Multivariate and Univariate Approaches." Transportation Research Record: Journal of the Transportation Research Board 1857, no. 1 (January 2003): 74–84. http://dx.doi.org/10.3141/1857-09.
Full textShukla, P. K., and L. Stenflo. "Linear and nonlinear coupled Alfvén-Varma modes." Journal of Plasma Physics 40, no. 3 (December 1988): 473–79. http://dx.doi.org/10.1017/s0022377800013441.
Full textWei, Ching-Chun. "Modeling and Analyzing the Mean and Volatility Relationship between Electricity Price Returns and Fuel Market Returns." International Journal of Economics and Finance 8, no. 7 (June 23, 2016): 55. http://dx.doi.org/10.5539/ijef.v8n7p55.
Full textWu, Edward Ming-Yang, and Shu-Lung Kuo. "VARMA-EGARCH Model for Air-Quality Analyses and Application in Southern Taiwan." Atmosphere 11, no. 10 (October 14, 2020): 1096. http://dx.doi.org/10.3390/atmos11101096.
Full textDissertations / Theses on the topic "VARMA model"
Tonner, Jaromír. "Overcomplete Mathematical Models with Applications." Doctoral thesis, Vysoké učení technické v Brně. Fakulta strojního inženýrství, 2010. http://www.nusl.cz/ntk/nusl-233893.
Full textQi, Jing. "Application of Intervention Analysis to Evaluate the Impacts of Special Events on Freeways." FIU Digital Commons, 2008. http://digitalcommons.fiu.edu/etd/71.
Full textEriksen, Håkon. "Development of Calculation Model for Heat Exchangers in Subsea Systems." Thesis, Norwegian University of Science and Technology, Department of Energy and Process Engineering, 2010. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-9115.
Full textSubsea processing can make production from otherwise unprofitable fields profitable. In subsea processing controlled cooling of the process fluid will often be required. Robust and simple solutions are desirable in subsea processing. Coolers that rely on natural convection from the surrounding seawater are therefore interesting, but control of the process fluid outlet temperature is hard to obtain in such coolers. In this study a calculation model for subsea coolers has been developed. The commercial software MATLAB has been used for developing a program. Heat transfer and frictional pressure drop correlations have been studied and recommendations are made for the model. The model is based on tubes in parallel, and the tubes can be oriented vertically or horizontally. The program allows for open, semi-open and closed arrangements on the waterside, and both natural and forced convection is implemented. The program has been tested through simulations of two test cases and found to be performing as desired.
Tjøstheim, Sindre. "Chemical Looping Combustion Cold Flow Model commissioning and performance evaluation." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for elkraftteknikk, 2010. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-11059.
Full textNilsson, Marita. "Proveniensprincipen : Vara eller icke vara - det är frågan i en digitaliseradinformationsförvaltning." Thesis, Mittuniversitetet, Avdelningen för informationssystem och -teknologi, 2018. http://urn.kb.se/resolve?urn=urn:nbn:se:miun:diva-34413.
Full textThis essay describes the debate about the principle ofprovenance and its multiple forms, and the transformationsof these forms, due to the coming of electronic informations.The thesis intended to explain the definitions of the principlein a modern information management and there explore howthey operate proactively to assure provenance.The qualitative investigation was carried out at tenmunicipality final archives, where each municipalityarchivist was being interviewed. The study expounds in whatway the digitisation has simplified the methods to conductassured provenance, where automated metadata shows therelationships of the information to function and process. Theessay also debates the difficulties that appear when digitalinformation are being organized in different ways thananalogue information, and how this fact requires a newinterpretation of the principle of provenance.The researcher concludes that the investigated archives,ensure respect des fonds when it concerns the content of thearchives, but not when it comes to the whole content of theinformation management. The result of the study also showsthat the respect of original order as a reflection of theorganization, has to be understood throughout all content ofthe management and its logical order, rather than the visiblecontent that the archives embrace. Furthermore the thesisobserves the importance of proactivity, regarding theclarification of the relationships between the information andthe processes that produce and use them. This could beachieved with early application of metadata and developmentof systems that keep metadata trough all processes. Theconclusion of the essay is that this is not pursued in theextension that is required.
Kerala, Varma Vipin [Verfasser]. "Critical, statistical, and thermodynamical properties of lattice models / Vipin Kerala Varma." Bonn : Universitäts- und Landesbibliothek Bonn, 2013. http://d-nb.info/1045276502/34.
Full textAlj, Abdelkamel. "Contribution to the estimation of VARMA models with time-dependent coefficients." Doctoral thesis, Universite Libre de Bruxelles, 2012. http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209651.
Full textvectoriels ou VARMA, `a coefficients dépendant du temps, et avec une matrice de covariance
des innovations dépendant du temps. Ces modèles sont appel´es tdVARMA. Les éléments
des matrices des coefficients et de la matrice de covariance sont des fonctions déterministes
du temps dépendant d’un petit nombre de paramètres. Une première partie de la thèse
est consacrée à l’étude des propriétés asymptotiques de l’estimateur du quasi-maximum
de vraisemblance gaussienne. La convergence presque sûre et la normalité asymptotique
de cet estimateur sont démontrées sous certaine hypothèses vérifiables, dans le cas o`u les
coefficients dépendent du temps t mais pas de la taille des séries n. Avant cela nous considérons les propriétés asymptotiques des estimateurs de modèles non-stationnaires assez
généraux, pour une fonction de pénalité générale. Nous passons ensuite à l’application de
ces théorèmes en considérant que la fonction de pénalité est la fonction de vraisemblance
gaussienne (Chapitre 2). L’étude du comportement asymptotique de l’estimateur lorsque
les coefficients du modèle dépendent du temps t et aussi de n fait l’objet du Chapitre 3.
Dans ce cas, nous utilisons une loi faible des grands nombres et un théorème central limite
pour des tableaux de différences de martingales. Ensuite, nous présentons des conditions
qui assurent la consistance faible et la normalité asymptotique. Les principaux
résultats asymptotiques sont illustrés par des expériences de simulation et des exemples
dans la littérature. La deuxième partie de cette thèse est consacrée à un algorithme qui nous
permet d’évaluer la fonction de vraisemblance exacte d’un processus tdVARMA d’ordre (p, q) gaussien. Notre algorithme est basé sur la factorisation de Cholesky d’une matrice
bande partitionnée. Le point de départ est une généralisation au cas multivarié de Mélard
(1982) pour évaluer la fonction de vraisemblance exacte d’un modèle ARMA(p, q) univarié. Aussi, nous utilisons quelques résultats de Jonasson et Ferrando (2008) ainsi que les programmes Matlab de Jonasson (2008) dans le cadre d’une fonction de vraisemblance
gaussienne de modèles VARMA à coefficients constants. Par ailleurs, nous déduisons que
le nombre d’opérations requis pour l’évaluation de la fonction de vraisemblance en fonction de p, q et n est approximativement le double par rapport à un modèle VARMA à coefficients
constants. L’implémentation de cet algorithme a été testée en comparant ses résultats avec
d’autres programmes et logiciels très connus. L’utilisation des modèles VARMA à coefficients
dépendant du temps apparaît particulièrement adaptée pour la dynamique de quelques
séries financières en mettant en évidence l’existence de la dépendance des paramètres en
fonction du temps.
Doctorat en Sciences
info:eu-repo/semantics/nonPublished
Chow, Chi-kin. "Some contributions to estimation in advanced time series models--VARMA and BSM." HKBU Institutional Repository, 1991. https://repository.hkbu.edu.hk/etd_ra/6.
Full textMyrtrøen, Ole-Jørgen Feiring. "Vertical Stratification in a Ventilated Space : Comparison of Theoretical Predictions to Experimental Results from a Water Scale Model." Thesis, Norwegian University of Science and Technology, Department of Energy and Process Engineering, 2007. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-8841.
Full textThis study investigates the behaviour of a vertically distributed source of buoyancy on the vertical stratification in a ventilated space, an important factor for determining indoor comfort when using displacement ventilation. A new theory describing the behaviour of this buoyancy source in a ventilated space was presented previous to this work, but experimental results were required in order to validate the theoretical and numerical modelling. The behaviour of this source of buoyancy on the stratification in a ventilated space is studied for a mechanically ventilated at steady-state and for a linearly stratified environment using salt water in a water scale model. The stratifications were measured using a traversing conductivity probe and then compared to theoretical predictions by numerically solving the plume equations for the new theory in Fortran. High quality measurements were produced, showing excellent repeatability for stratification measurements at steady-state with deviations of less than 1 %. Moreover, the linear stratifications had linear best fits up to R2 = 0.999 by using the double-bucket method. The theoretical predictions of the influence of the vertically distributed source correlate quantitatively with the mechanically ventilated experiments, showing good agreement to the strength of the ambient stratification, the position of the first front and the ventilation flow rate. The experimental results for the determination of the height of a horizontal intrusion of fluid into the linearly stratified environment were severely affected by the occurrence of gravity current at the ceiling of the ventilated space and comparisons to the new theory was not successful because of this. A two-layer stratification is observed where the upper layer had a weakly stratified density profile, instead of the multi-layer stratification predicted by previous researchers in their theoretical model. This discrepancy is due to smoothing and vertical turbulent mixing in the water scale model. It is recommended that the characteristic of the membrane that is used in the water scale model is investigated in relation to the gravity currents for future research.
Skrataas, Stine Mia Rømmesmo. "Compressible flows in process equipment: Problems, methods and models." Thesis, Norges teknisk-naturvitenskapelige universitet, Institutt for energi- og prosessteknikk, 2011. http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-13685.
Full textBooks on the topic "VARMA model"
Z, Markov Konstantin, ed. Proceedings of the Eighth International Symposium on Continuum Models and Discrete Systems: 11-16 June 1995, Varna, Bulgaria. Singapore: World Scientific, 1996.
Find full text1921-, Borisov Milko, Kirov N, and Vavrek Aleksandŭr, eds. Disordered systems and new materials: Proceedings of the Fifth International School on Condensed Matter Physics, Varna, Bulgaria, 19-27 September 1988. Singapore: World Scientific, 1989.
Find full textNauchno-tekhnicheska, konferent͡sii͡a s. mezhdunarodno uchastie "DZU" (3rd 1989 Druzhba Varna Bulgaria). Modelirane i simulirane na choveshkata pamet "MNEMO'89": III Nauchno-tekhnicheska konferent͡sii͡a s mezhdunarodno uchastie "DZU'89," 16-17 oktombri 1989 g., kurorta "Druzhba" Varna : rezi͡umeta. Stara Zagora: Tekhnologichen in-t po zapameti͡avashti ustroĭstva na magnitni diskove pri Dŭrzhavna firma "DZU"--St. Zagora, Sekt͡sii͡a Mnemologii͡a i bionichen izkustven intelekt--TIZUMD, 1989.
Find full textInternational, Symposium on Computer Arithmetic Scientific Computation and Mathematical Modelling (1990 Albena Bulgaria). International Symposium on Computer Arithmetic, Scientific Computation and Mathematical Modelling, International Summer School on Mathematical Modelling and Scientific Computation: September 23-28, 1990, Albena (near Varna), Bulgaria. Albena, Bulgaria: Bulgarian Academy of Sciences, 1990.
Find full textPowell, Craig M. PTEN and Autism With Macrocepaly. Oxford University Press, 2013. http://dx.doi.org/10.1093/med/9780199744312.003.0010.
Full textViacheslavovich, Kalashnikov Vladimir, Penkov Boian Ivan 1927-, Zolotarev V. M, and Vsesoi͡u︡znyĭ seminar po problemam nepreryvnosti i ustoĭchivosti stokhasticheskikh modeleĭ (9th : 1985 : Varna, Bulgaria), eds. Stability problems for stochastic models: Proceedings of the 9th international seminar held in Varna, Bulgaria, May 13-19, 1985. Berlin: Springer-Verlag, 1987.
Find full textKalashnikov, Vladimir Viacheslavovich. Stability Problems for Stochastic Models: Proceedings of the 9th International Seminar Held in Varna, Bulgaria, May 13-19, 1985 (Lecture Notes in Mathematics). Springer, 1987.
Find full textStability Problems for Stochastic Models: Proceedings of the 9th International Seminar held in Varna, Bulgaria, May 13-19, 1985 (Lecture Notes in Mathematics). Springer, 1987.
Find full textSt, Chendov B., Sŭi͡u︡z na uchenite v Bŭlgarii͡a︡., Institut za filosofski nauki (Bŭlgarska akademii͡a︡ na naukite). Interdisciplinary Research Group on the Methodology of Mathematical Modelling., Institut za filosofski nauki (Bŭlgarska akademii͡a︡ na naukite). Interdisciplinary Research Group on Logical Systems and Applications., International Symposium on MMM (7th : 1994 : Varna, Bulgaria), and International Symposium on L & A (3rd : 1994 : Varna, Bulgaria), eds. Methodology of mathematical modelling IV: Scientific communications presented to the Seventh International Symposium on MMM, June 10-15, 1994, Third International Symposium on L & A, June 13-15, 1994, as well as to former symposia on MMM and L & A, "F. Joliot-Curie" International House of Scientists, St. Constantine Resort, Varna, Bulgaria. Sofia: Bulgarian Academy of Sciences, Institute of Philosophical Sciences, 1994.
Find full textBook chapters on the topic "VARMA model"
Hallin, Marc, and Davy Paindaveine. "Affine invariant linear hypotheses for the multivariate general linear model with VARMA error terms." In Institute of Mathematical Statistics Lecture Notes - Monograph Series, 417–32. Beachwood, OH: Institute of Mathematical Statistics, 2003. http://dx.doi.org/10.1214/lnms/1215091951.
Full textHallin, Marc, and Davy Paindaveine. "Affine invariant linear hypotheses for the multivariate general linear model with VARMA error terms." In Institute of Mathematical Statistics Lecture Notes - Monograph Series, 417–32. Beachwood, OH: Institute of Mathematical Statistics, 2003. http://dx.doi.org/10.1214/lnms/1215091951.
Full textGómez, Víctor. "Cointegrated VARMA Models." In Linear Time Series with MATLAB and OCTAVE, 263–78. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-20790-8_8.
Full textLütkepohl, Helmut. "Estimation of VARMA Models." In Introduction to Multiple Time Series Analysis, 241–83. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/978-3-642-61695-2_7.
Full textLütkepohl, Helmut. "Estimation of VARMA Models." In New Introduction to Multiple Time Series Analysis, 447–92. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-540-27752-1_12.
Full textLütkepohl, Helmut. "Estimation of VARMA Models." In Introduction to Multiple Time Series Analysis, 241–83. Berlin, Heidelberg: Springer Berlin Heidelberg, 1991. http://dx.doi.org/10.1007/978-3-662-02691-5_7.
Full textGómez, Víctor. "Stationarity, VARMA, and ARIMA Models." In Linear Time Series with MATLAB and OCTAVE, 21–120. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-20790-8_2.
Full textGómez, Víctor. "VARMAX and Transfer Function Models." In Linear Time Series with MATLAB and OCTAVE, 121–72. Cham: Springer International Publishing, 2019. http://dx.doi.org/10.1007/978-3-030-20790-8_3.
Full textLütkepohl, Helmut. "Specification and Checking the Adequacy of VARMA Models." In Introduction to Multiple Time Series Analysis, 284–304. Berlin, Heidelberg: Springer Berlin Heidelberg, 1993. http://dx.doi.org/10.1007/978-3-642-61695-2_8.
Full textLütkepohl, Helmut. "Specification and Checking the Adequacy of VARMA Models." In New Introduction to Multiple Time Series Analysis, 493–514. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/978-3-540-27752-1_13.
Full textConference papers on the topic "VARMA model"
Salma, S., G. Sivavaraprasad, B. T. P. Madhav, and D. Venkata Ratnam. "Implementation of VARMA Model for Ionospheric TEC Forecast over an Indian GNSS Station." In 2020 5th International Conference on Devices, Circuits and Systems (ICDCS). IEEE, 2020. http://dx.doi.org/10.1109/icdcs48716.2020.243568.
Full textKoulocheris, Dimitris V., and Vasilis K. Dertimanis. "Parametric Identification of Vehicle’s Vertical Dynamics Using Vector Autoregressive Moving Average Models." In ASME 8th Biennial Conference on Engineering Systems Design and Analysis. ASMEDC, 2006. http://dx.doi.org/10.1115/esda2006-95515.
Full textLarbi, N., and J. Lardies. "Modal Parameters Estimation and Model Order Selection of a Structure Excited by a Random Force." In ASME 1999 Design Engineering Technical Conferences. American Society of Mechanical Engineers, 1999. http://dx.doi.org/10.1115/detc99/vib-8095.
Full textStefanakos, Christos N., and Konstandinos A. Belibassakis. "Nonstationary Stochastic Modelling of Multivariate Long-Term Wind and Wave Data." In ASME 2005 24th International Conference on Offshore Mechanics and Arctic Engineering. ASMEDC, 2005. http://dx.doi.org/10.1115/omae2005-67461.
Full textHoutzager, Ivo, Jan-Willem van Wingerden, and Michel Verhaegen. "VARMAX-based closed-loop subspace model identification." In 2009 Joint 48th IEEE Conference on Decision and Control (CDC) and 28th Chinese Control Conference (CCC). IEEE, 2009. http://dx.doi.org/10.1109/cdc.2009.5400695.
Full textLevieux, Guillaume, and Matthieu Montes. "Towards real-time interactive visualization modes of molecular surfaces: examples with udock." In 2015 IEEE 1st International Workshop on Virtual and Augmented Reality for Molecular Science (VARMS@IEEEVR). IEEE, 2015. http://dx.doi.org/10.1109/varms.2015.7151723.
Full textLambev, Todor, Bogdan Prodanov, Lyubomir Dimitrov, and Iliyan Kotsev. "Digital terrain model of the Varna and Beloslav Lakes, North Bulgarian Black Sea Coast." In Eighth International Conference on Remote Sensing and Geoinformation of the Environment (RSCy2020), edited by Kyriacos Themistocleous, Silas Michaelides, Vincent Ambrosia, Diofantos G. Hadjimitsis, and Giorgos Papadavid. SPIE, 2020. http://dx.doi.org/10.1117/12.2571104.
Full textRafailova, Genka, and Antonio Hadzhikolev. "ASSESSMENT OF SMART EXPERIENCE OF TOURISTS AND LOCAL CITIZENS IN TOURIST DESTINATION." In TOURISM AND CONNECTIVITY 2020. University publishing house "Science and Economics", University of Economics - Varna, 2020. http://dx.doi.org/10.36997/tc2020.563.
Full textViera Santos, Adriel, Iago Franco Bacurau, Jayne De Morais Silva, Talles Brito Viana, and Robson Gonçalves Fechie Feitosa. "Rede Neural Artificial Convolucional Aplicada ao Reconhecimento de Configuração de Mão nos Símbolos de 0 a 9 da Língua Brasileira de Sinais (LIBRAS)." In XV Simpósio Brasileiro de Sistemas de Informação. Sociedade Brasileira de Computação (SBC), 2019. http://dx.doi.org/10.5753/sbsi.2019.7432.
Full textVarela Sánchez, Mauricio. "Modelos de geoide gravimétricos estáticos y dinámicos para Costa Rica." In I Congreso Internacional de Ciencias Exactas y Naturales. Universidad Nacional, 2019. http://dx.doi.org/10.15359/cicen.1.90.
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