Search
Search Results
-
Stationary Reversible Processes of a Moving Average and Autorepression with Residuals as a Moving Average
AbstractIn this paper, we show how to select an adequate model of a stationary reversible moving-average process of finite order, given the...
-
-
Tracking Nonstationary Streaming Data via Exponentially Weighted Moving Average Stochastic Gradient Descent
In many applications involving data streams, the sequences of data arise from highly dynamic and often unstable real-life processes, rendering...
-
Forecasting the proportion of stored energy using the unit Burr XII quantile autoregressive moving average model
This paper defines the unit Burr XII autoregressive moving average (UBXII-ARMA) model for continuous random variables in the unit interval, where any...
-
CVaR-based optimization of environmental flow via the Markov lift of a mixed moving average process
Environmental flow is the minimum threshold value of streamflow discharge to guarantee the sustainable development of river environments. In this...
-
A Novel Hybrid Model for Time Series Forecasting Using Artificial Neural Network and Autoregressive Integrated Moving Average Models
Enhancing forecast accuracy while using time series is a potential area of research. Evidences exist in the literature to show that hybrid models can...
-
On Spectral Properties of Stationary Random Processes Connected by a Special Random Time Change
We consider three independent objects: a two-sided wide-sense stationary random sequence ξ := (. . . , ξ −1 , ξ 0 , ξ 1 , . . . ) with zero mean and finite...
-
Invertibility of Infinitely Divisible Continuous-Time Moving Average Processes
This paper studies the invertibility property of continuous time moving average processes driven by a Lévy process. We provide of sufficient...
-
Poisson Processes
Poisson processes are particular types of random point processes. A random point process on the line (resp. in space) is, roughly speaking, a...
-
Cumulative Sum Processes
In this chapter we introduce the basic change point in the mean problem for scalar observations. We see that the most logical and straightforward...
-
-
Some Models of Inventory Level Optimization in Logistics Processes
The problems of optimal inventory management under uncertainty are considered. The approaches to constructing nearly optimal strategies in models...
-
Periodic Trawl Processes: Simulation, Statistical Inference and Applications in Energy Markets
This article introduces the class of periodic trawl processes, which are continuous-time, infinitely divisible, stationary stochastic processes, that...
-
Mathematical Modeling the Processes of Supersonic Cold Gas Dynamic Spraying of Nanoparticles on Substrates
AbstractThe work is devoted to the development of multiscale approaches for modeling the processes of supersonic cold gas dynamic spraying of...
-
Linear Markov Processes
The linear Markov processes are most readily described in terms of evolutions obtained by i.i.d. iterated affine linear maps. This chapter addresses...
-
Gaussian Processes and Brownian Motion
Covariance and independence, rotational symmetry, isonormal Gaussian process, independent increments, Brownian motion and bridge, scaling and...
-
Asymptotic Properties of Extremal Markov Processes Driven by Kendall Convolution
This paper is devoted to the analysis of the finite-dimensional distributions and asymptotic behavior of extremal Markov processes connected with the...
-
Integrodifference models for evolutionary processes in biological invasions
Individual variability in dispersal and reproduction abilities can lead to evolutionary processes that may have significant effects on the speed and...
