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A general result on the estimation bias of ARMA models Journal article
JOURNAL OF STATISTICAL PLANNING AND INFERENCE, 2018,Volume: 197,Page: 107-125
Authors:  Bao, Yong
Favorite | View/Download:110/0 | TC[WOS]:4 TC[Scopus]:4 | Submit date:2018/10/30
ARMA  Maximum likelihood  Bias  
Research of predicting machine's remaining useful life based on statistical pattern recognition and auto-regressive and moving average model Journal article
Shanghai Jiaotong Daxue Xuebao/Journal of Shanghai Jiaotong University, 2011,Volume: 45,Issue: 7,Page: 1000-1005
Authors:  Liao W.-Z.;  Pan E.-S.;  Wang Y.;  Xi L.-F.
Favorite | View/Download:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/01/16
Auto-regressive and moving average (ARMA) model  Health index (HI)  Prediction  Remaining useful life (RUL)  Statistical pattern recognition (SPR)  
Value-at-Risk Estimation of Crude Oil Price via Morphological Component Analysis Conference paper
Proceedings of the Third International Conference on Business Intelligence and Computational Finance, Hong Kong, Hong Kong, China, 13-15 Aug. 2010
Authors:  Kaijian He;  Kin Keung Lai;  Jerome Yen
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/10
Value At Risk Model  Morphological  Component  Analysis  Arma-garch Model  
A Hybrid Slantlet Denoising Least Squares Support vector Regression Model for Exchange Rate Prediction Conference paper
ICCS 2010 - INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE, PROCEEDINGS, Univ Amsterdam, Amsterdam, NETHERLANDS, MAY 31-JUN 02, 2010
Authors:  Kai jian He;  Kin Keung Lai;  Jerome Yen
Favorite | View/Download:13/0 | TC[WOS]:15 TC[Scopus]:1 | Submit date:2019/12/11
Least Squares Support Vector Regression Model  Slantlet Analysis  Denoising Algorithm  Arma Model  Random Walk Model