Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 14 of 14 for “"ARMA models"”.
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On stationary and nonstationary fatigue load modeling using autoregressive moving average (ARMA) models
… referred to as Autoregressive Moving Average (ARMA) models, while a Fourier series is used to account for the variation of the mean and variance. Due to the use of random phase angles in the Fourier series, an ensemble of mean and variance variations is obtained. The methods of nonparametric …
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Random Vibration Analysis of Higher-Order Nonlinear Beams and Composite Plates with Applications of ARMA Models
… statistical data reconstruction technique named ARMA modeling and its applications in random vibration data analysis are discussed. The model is applied to the simulation data of nonlinear beams. It is shown that good estimations of both the nonlinear frequencies and the power spectral densities …
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Generalized gamma spatial ARMA conditional model for speckled data: theoretical developments and applications
… aims to advance the study of conditional spatial ARMA models for SAR image data. First, we propose a conditional spatial ARMA model based on the generalized gamma distribution, which incorporates spatial correlation and accounts for the positive and asymmetric nature of SAR data. We derive the …
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Transformed-linear models for time series extremes
… nonnegative regularly-varying time series models that are constructed similarly to classical non-extreme ARMA models. Rather than fully characterizing tail dependence of the time series, we define the concept of weak tail stationarity which allows us to describe a regularly-varying time …
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Modeling and trading the Greek stock market with artificial intelligence models
… 2 hybrid combinations of linear and no linear models for modeling and trading the ASE20 Greek stock index using as inputs previous values of the ASE20 index and of four other financial indices. For comparison purposes, the trading performance of the ESVM stock predictor, Gene Expression …
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UAS Model Identification and Simulation to Support In-Flight Testing of Discrete Adaptive Fault-Tolerant Control Laws
… state-space system is reconstructed from these models to derive Auto-Regressive Moving-Average (ARMA) models used to design a Discrete Direct and Indirect Model Reference Adaptive Control. Description of the UAS, sub-systems, and integration is presented in this thesis along with analysis of …
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Applications of Box-Jenkins methods of time series analysis to the reconstruction of drought from tree rings
… adjusting for the lag in response in regression models to reconstruct annual climatic or hydrologic series. The proposed methods are described and applied to test data from Oregon and Southern California. Transfer-function modeling is used to estimate the dependence of the current ring on past …
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Application of multivariable and intelligent control strategies for improving plasma characteristics in reactive ion etching
… control based on both linear and nonlinear models of the Plasma Generation Subsystem (PGS) are developed to improve plasma characteristics in the Reactive Ion Etching process. The proposed approaches result in superior accuracy and performance when compared to results that are available in …
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Ανάλυση και έλεγχος γραμμικών και μη γραμμικών συστημάτων με περιορισμούς μέσω πολυεδρικών συναρτήσεων Lyapunov
… αυτοανάδρομων μοντέλων κινούμενου μέσου όρου (ARMA models). Αρχικά εδραιώθηκαν συνθήκες που εγγυώνται ευστάθεια για ένα συγκεκριμένο σύνολο αρχικών συνθηκών παρουσία περιορισμών. Τα αποτελέσματα αυτά εφαρμόστηκαν στην κατηγορία των δικτυωμένων συστημάτων ελέγχου (NCS), όπου υπολογίστηκε ένας …
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Algorithms in time series
The use of finitely parametrized linear models such as ARMA models in analysing time series data has been extensively studied and in recent years there has been an increasing emphasis on the development of fast regression—based algorithms for the problem of model identification. In this thesis we …
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Algorithms in time series
The use of finitely parametrized linear models such as ARMA models in analysing time series data has been extensively studied and in recent years there has been an increasing emphasis on the development of fast regression—based algorithms for the problem of model identification. In this thesis we …
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Drought predictions: applications in Australia.
… the nature of drought in Australia, multivariate models of drought characteristics are developed. Preliminary analysis demonstrates high correlations between several drought characteristics, these are the drought severity, intensity and duration. This thesis applies the copula concept, which is a …
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Non-stationary time-dependent ARMA random vibration modeling, analysis & SHM with wind turbine applications
… non-stationary modeling methods, Time-dependent ARMA (TARMA) models are characterized by several advantages that make them strong candidates for the problem discussed in this thesis. These include the modeling parsimony, referring to the capacity of representing very complex phenomena within a …
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Advanced and complete functional series time-dependent ARMA (FS-TARMA) methods for the identification and fault diagnosis of non-stationary stochastic structural systems
… AutoRegressive Moving Average (FS-TARMA) models. These models have parameters that explicitly depend on time, with the dependence described by deterministic functions belonging to specific functional sub-spaces. The focus of the present thesis is on the development of complete and …