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  2. Autoregressive moving-average model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_moving...

    The general ARMA model was described in the 1951 thesis of Peter Whittle, Hypothesis testing in time series analysis, and it was popularized in the 1970 book by George E. P. Box and Gwilym Jenkins. ARMA models can be estimated by using the Box–Jenkins method .

  3. Autoregressive model - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_model

    Together with the moving-average (MA) model, it is a special case and key component of the more general autoregressive–moving-average (ARMA) and autoregressive integrated moving average (ARIMA) models of time series, which have a more complicated stochastic structure; it is also a special case of the vector autoregressive model (VAR), which ...

  4. SETAR (model) - Wikipedia

    en.wikipedia.org/wiki/SETAR_(model)

    SETAR models were introduced by Howell Tong in 1977 and more fully developed in the seminal paper (Tong and Lim, 1980). They can be thought of in terms of extension of autoregressive models, allowing for changes in the model parameters according to the value of weakly exogenous threshold variable z t, assumed to be past values of y, e.g. y t-d, where d is the delay parameter, triggering the ...

  5. Autoregressive conditional heteroskedasticity - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_conditional...

    ARCH models are commonly employed in modeling financial time series that exhibit time-varying volatility and volatility clustering, i.e. periods of swings interspersed with periods of relative calm (this is, when the time series exhibits heteroskedasticity).

  6. Autoregressive integrated moving average - Wikipedia

    en.wikipedia.org/wiki/Autoregressive_integrated...

    The CRAN task view on Time Series is the reference with many more links. The "forecast" package in R can automatically select an ARIMA model for a given time series with the auto.arima() function [that can often give questionable results] and can also simulate seasonal and non-seasonal ARIMA models with its simulate.Arima() function. [16]

  7. Real-time Control System - Wikipedia

    en.wikipedia.org/wiki/Real-time_Control_System

    A reference model architecture is a canonical form, not a system design specification. The RCS reference model architecture combines real-time motion planning and control with high level task planning, problem solving, world modeling, recursive state estimation, tactile and visual image processing, and acoustic signature analysis. In fact, the ...

  8. Category:Time series models - Wikipedia

    en.wikipedia.org/wiki/Category:Time_series_models

    This page was last edited on 3 December 2016, at 11:24 (UTC).; Text is available under the Creative Commons Attribution-ShareAlike 4.0 License; additional terms may apply.

  9. Real-time simulation - Wikipedia

    en.wikipedia.org/wiki/Real-time_simulation

    Real-time simulation refers to a computer model of a physical system that can execute at the same rate as actual "wall clock" time. In other words, the computer model runs at the same rate as the actual physical system. For example, if a tank takes 10 minutes to fill in the real world, it would take 10 minutes to fill in the simulation as well.