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Showing 1 to 6 of 6 for “"FARIMA"”.
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Sieve bootstrap based prediction intervals and unit root tests for time series
… application of the sieve bootstrap to ARIMA and FARIMA processes. The asymptotic properties of the sieve bootstrap prediction intervals for such processes are established, and the finite sample properties are examined by employing Monte Carlo simulations. The Monte Carlo simulation study shows …
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Detection of long-range dependence : applications in climatology and hydrology
… with linear stochastic processes of the FARIMA type and concentrate on the detection of long-range dependence. Long-range dependent processes show an algebraic (i.e. slow) decay of the autocorrelation function. Detection of the latter is important with respect to, e.g. trend tests and …
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Memory Properties Of Transformations Of Linear Processes And Symmetric Gini Correlation
… we provide the memory parameters of the FARIMA (p,d,q) processes. As an example, the memory properties of call option processes at different strike prices are discussed in details. When we develop the memory properties of transformation of linear processes, we use the Pearson correlation …
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Towards Machine Learning-Based Control of Autonomous Vehicles in Solar Panel Cleaning Systems
<p>This thesis presents a machine learning (ML)-based approach for the intelligent control of Autonomous Vehicles (AVs) utilized in solar panel cleaning systems, aiming to mitigate challenges arising from uncertainties, disturbances, and dynamic environments. Solar panels, predominantly situated in …
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Trends and Extreme Values of River Discharge Time Series
… der Daten mittels stochastischer FARIMA-Prozesse modelliert, da durch Autokorrelationen unechte Trends vorgetäuscht werden können. Wir nehmen an, dass die Daten additiv zusammengesetzt sind aus natürlicher Variabilität, die durch den stochastischen Prozeß repräsentiert wird, und …
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Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis
… processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in …