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You searched for subject:(Farima). Showing records 1 – 5 of 5 total matches.

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Siauliai University

1. Mockus, Robertas. Statistinių įrankių, pagrįstų pokyčių statistika, paketo kūrimas.

Degree: Master, Informatics, 2008, Siauliai University

URL: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080929_113159-18111 ;

►

Šiame magistro darbe nagrinėjama IR statistika bei FARIMA ir AR duomenų generavimo algoritmai. Darbe pateikta programinė IR statistikos skaičiavimo bei FARIMA ir AR duomenų generavimo… (more)

Subjects/Keywords: Statitiniai įrankiai; Pagrįsti pokyčiai; Statistika; Farima; Statistical tools; Increment ratio; Statistic; Farima

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Mockus, Robertas. (2008). Statistinių įrankių, pagrįstų pokyčių statistika, paketo kūrimas. (Masters Thesis). Siauliai University. Retrieved from http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080929_113159-18111 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Chicago Manual of Style (16^th Edition):

Mockus, Robertas. “Statistinių įrankių, pagrįstų pokyčių statistika, paketo kūrimas.” 2008. Masters Thesis, Siauliai University. Accessed January 17, 2021. http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080929_113159-18111 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

MLA Handbook (7^th Edition):

Mockus, Robertas. “Statistinių įrankių, pagrįstų pokyčių statistika, paketo kūrimas.” 2008. Web. 17 Jan 2021.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Vancouver:

Mockus, Robertas. Statistinių įrankių, pagrįstų pokyčių statistika, paketo kūrimas. [Internet] [Masters thesis]. Siauliai University; 2008. [cited 2021 Jan 17]. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080929_113159-18111 ;.

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Council of Science Editors:

Mockus, Robertas. Statistinių įrankių, pagrįstų pokyčių statistika, paketo kūrimas. [Masters Thesis]. Siauliai University; 2008. Available from: http://vddb.laba.lt/obj/LT-eLABa-0001:E.02~2008~D_20080929_113159-18111 ;

Note: this citation may be lacking information needed for this citation format:
Author name may be incomplete

Texas A&M University

2. Weymer, Bradley Allen. An Investigation of the Role of Framework Geology on Modern Barrier Island Transgression.

Degree: PhD, Geology, 2016, Texas A&M University

URL: http://hdl.handle.net/1969.1/157933

► The framework geology controls on modern barrier island transgression and the relationship of these controls to subsurface structure, hydrology, and island geomorphology are not well… (more)

▼ The framework geology controls on modern barrier island transgression and the relationship of these controls to subsurface structure, hydrology, and island geomorphology are not well understood. Recent evidence suggests that alongshore variations in pre-Holocene geology of barrier islands modify nearshore hydrodynamic processes and sediment transport, ultimately affecting how barrier islands will respond to storms and relative sea-level rise. Explorations of Holocene barrier island geology are usually based on cores to supplement bathymetric, onshore/offshore seismic and/or ground-penetrating radar (GPR) surveys. Alternative near-surface geophysical methods including electromagnetic induction (EMI) sensors are increasingly being used for coastal research because they are non-invasive, provide continuous subsurface information across a variety of sub-environments, are capable of characterizing large areas in a short time, and are considerably more cost effective than the abovementioned techniques. This dissertation demonstrates the utility of using EMI methods for mapping large-scale (10¹ – 10² km) barrier island framework geology at Padre Island National Seashore (PAIS), Texas, USA. Instrument calibrations and tidal experiments suggest that although hydrology influences EMI signals along the beach, the effect of changing hydrology is not statistically significant over large spatial scales. For the first time, this study shows the importance of statistically modeling EMI spatial data and digital elevation model (DEM) extracted morphometrics to examine the statistical relationships (or lack thereof) between framework geology and geomorphology. A family of fractional autoregressive integrated moving average ARIMA (p,d,q) models demonstrate each spatial data series is most accurately modeled by a single parameter, d, indicating a strong tendency towards long-range dependence (LRD) that suggests self-similarity. Dune height and EMI σa have nearly identical d-values (~ 0.35), which suggests a statistically significant connection between framework geology and dune height at a global scale (100 km). Variations in d at both regional (~30 km) and local (10 km) scales differ by varying degrees, providing further evidence that framework geology controls are more important at the largest spatial scales. By integrating EMI and DEM morphometrics with multivariate analysis and ARIMA modeling, this study offers a robust and novel way for accurately quantifying the entire geological complexity of a barrier island using only three parameters (p,d,q). Moreover, this study shows that EMI sensors are complementary to and offer significant advantages over traditional methods in support of an improved understanding of large-scale barrier island transgression. Advisors/Committee Members: Houser, Chris (advisor), Giardino, John R (advisor), Everett, Mark E (committee member), Dellapenna, Timothy (committee member).

Subjects/Keywords: Barrier islands; framework geology; electromagnetic induction; signal processing; FARIMA; long-range dependence

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Weymer, B. A. (2016). An Investigation of the Role of Framework Geology on Modern Barrier Island Transgression. (Doctoral Dissertation). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/157933

Chicago Manual of Style (16^th Edition):

Weymer, Bradley Allen. “An Investigation of the Role of Framework Geology on Modern Barrier Island Transgression.” 2016. Doctoral Dissertation, Texas A&M University. Accessed January 17, 2021. http://hdl.handle.net/1969.1/157933.

MLA Handbook (7^th Edition):

Weymer, Bradley Allen. “An Investigation of the Role of Framework Geology on Modern Barrier Island Transgression.” 2016. Web. 17 Jan 2021.

Vancouver:

Weymer BA. An Investigation of the Role of Framework Geology on Modern Barrier Island Transgression. [Internet] [Doctoral dissertation]. Texas A&M University; 2016. [cited 2021 Jan 17]. Available from: http://hdl.handle.net/1969.1/157933.

Council of Science Editors:

Weymer BA. An Investigation of the Role of Framework Geology on Modern Barrier Island Transgression. [Doctoral Dissertation]. Texas A&M University; 2016. Available from: http://hdl.handle.net/1969.1/157933

Missouri University of Science and Technology

3. Rupasinghe, Maduka. Sieve bootstrap based prediction intervals and unit root tests for time series.

Degree: PhD, Mathematics and Statistics, Missouri University of Science and Technology

URL: https://scholarsmine.mst.edu/doctoral_dissertations/2260

► "The application of the sieve bootstrap procedure, which resamples residuals obtained by fitting a finite autoregressvie (AR) approximation to empirical time series, to obtaining prediction… (more)

▼ "The application of the sieve bootstrap procedure, which resamples residuals obtained by fitting a finite autoregressvie (AR) approximation to empirical time series, to obtaining prediction intervals for integrated, long-memory, and seasonal time series as well as constructing a test for seasonal unit roots, is considered. The advantage of this resampling method is that it does not require knowledge about the underlying process generating a given time series and has been shown to work well for ARMA processes. We extend the 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 that the proposed method works well for both ARIMA and FARIMA processes. Following the existing sieve bootstrap frame-work for testing unit roots for nonseasonal processes, we propose new bootstrap-based unit root tests for seasonal time series. In this procedure, the bootstrap distributions of the well known Dickey-Hasza-Fuller (DHF) seasonal test statistics are obtained and utilized to determine the critical points for the test. The asymptotic properties of the proposed method are established and a Monte Carlo simulation study is employed to demonstrate that the proposed unit root tests yield higher powers compared to the DHF test. Also, a sieve bootstrap method is implemented to obtaining prediction intervals for time series with seasonal unit roots. The asymptotic properties of the proposed prediction intervals are established and a Monte Carlo simulation study is carried out to examine the finite sample validity. Finally, we derive expressions for the asymptotic distributions of the Dickey-Fuller (DHF) type test statistics, under weakly dependent errors and show that they can be expressed as functional of the standard Brownian motions. Currently, the asymptotic results are available only for non-seasonal time series" – Abstract, page v.

Subjects/Keywords: Autoregressive Integrated Moving Average (ARIMA); Fractional Auto-Regressive Integrated Moving Average (FARIMA); Mathematics; Statistics and Probability

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Rupasinghe, M. (n.d.). Sieve bootstrap based prediction intervals and unit root tests for time series. (Doctoral Dissertation). Missouri University of Science and Technology. Retrieved from https://scholarsmine.mst.edu/doctoral_dissertations/2260

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Chicago Manual of Style (16^th Edition):

Rupasinghe, Maduka. “Sieve bootstrap based prediction intervals and unit root tests for time series.” Doctoral Dissertation, Missouri University of Science and Technology. Accessed January 17, 2021. https://scholarsmine.mst.edu/doctoral_dissertations/2260.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

MLA Handbook (7^th Edition):

Rupasinghe, Maduka. “Sieve bootstrap based prediction intervals and unit root tests for time series.” Web. 17 Jan 2021.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Vancouver:

Rupasinghe M. Sieve bootstrap based prediction intervals and unit root tests for time series. [Internet] [Doctoral dissertation]. Missouri University of Science and Technology; [cited 2021 Jan 17]. Available from: https://scholarsmine.mst.edu/doctoral_dissertations/2260.

Note: this citation may be lacking information needed for this citation format:
No year of publication.

Council of Science Editors:

Rupasinghe M. Sieve bootstrap based prediction intervals and unit root tests for time series. [Doctoral Dissertation]. Missouri University of Science and Technology; Available from: https://scholarsmine.mst.edu/doctoral_dissertations/2260

Note: this citation may be lacking information needed for this citation format:
No year of publication.

4. Esstafa, Youssef. Modèles de séries temporelles à mémoire longue avec innovations dépendantes : Long-memory time series models with dependent innovations.

Degree: Docteur es, Mathématiques, 2019, Bourgogne Franche-Comté

URL: http://www.theses.fr/2019UBFCD021

► Dans cette thèse nous considérons, dans un premier temps, le problème de l'analyse statistique des modèles FARIMA (Fractionally AutoRegressive Integrated Moving-Average) induits par un bruit… (more)

▼ Dans cette thèse nous considérons, dans un premier temps, le problème de l'analyse statistique des modèles FARIMA (Fractionally AutoRegressive Integrated Moving-Average) induits par un bruit blanc non corrélé mais qui peut contenir des dépendances non linéaires très générales. Ces modèles sont appelés FARIMA faibles et permettent de modéliser des processus à mémoire longue présentant des dynamiques non linéaires, de structures souvent non-identifiées, très générales. Relâcher l'hypothèse d'indépendance sur le terme d'erreur, une hypothèse habituellement imposée dans la littérature, permet aux modèles FARIMA faibles d'élargir considérablement leurs champs d'application en couvrant une large classe de processus à mémoire longue non linéaires. Les modèles FARIMA faibles sont denses dans l'ensemble des processus stationnaires purement non déterministes, la classe formée par ces modèles englobe donc celle des processus FARIMA avec un bruit indépendant et identiquement distribué (iid). Nous appelons par la suite FARIMA forts les modèles dans lesquels le terme d'erreur est supposé être un bruit iid.Nous établissons les procédures d'estimation et de validation des modèles FARIMA faibles. Nous montrons, sous des hypothèses faibles de régularités sur le bruit, que l'estimateur des moindres carrés des paramètres des modèles FARIMA(p,d,q) faibles est fortement convergent et asymptotiquement normal. La matrice de variance asymptotique de l'estimateur des moindres carrés des modèles FARIMA(p,d,q) faibles est de la forme "sandwich". Cette matrice peut être très différente de la variance asymptotique obtenue dans le cas fort (i.e. dans le cas où le bruit est supposé iid). Nous proposons, par deux méthodes différentes, un estimateur convergent de cette matrice. Une méthode alternative basée sur une approche d'auto-normalisation est également proposée pour construire des intervalles de confiance des paramètres des modèles FARIMA(p,d,q) faibles. Cette technique nous permet de contourner le problème de l'estimation de la matrice de variance asymptotique de l'estimateur des moindres carrés.Nous accordons ensuite une attention particulière au problème de la validation des modèles FARIMA(p,d,q) faibles. Nous montrons que les autocorrélations résiduelles ont une distribution asymptotique normale de matrice de covariance différente de celle obtenue dans le cadre des FARIMA forts. Cela nous permet de déduire la loi asymptotique exacte des statistiques portmanteau et de proposer ainsi des versions modifiées des tests portmanteau standards de Box-Pierce et Ljung-Box. Il est connu que la distribution asymptotique des tests portmanteau est correctement approximée par un khi-deux lorsque le terme d'erreur est supposé iid. Dans le cas général, nous montrons que cette distribution asymptotique est celle d'une somme pondérée de khi-deux. Elle peut être très différente de l'approximation khi-deux usuelle du cas fort. Nous adoptons la même approche d'auto-normalisation utilisée pour la construction des intervalles de confiance des paramètres des… Advisors/Committee Members: Saussereau, Bruno (thesis director), Boubacar Mainassara, Yacouba (thesis director).

Subjects/Keywords: Processus à mémoire longue; Processus non linéaires; Modèles FARIMA faibles; Modèles AR fractionnaires; Tests portmanteau de Ljung-Box et Box-Pierce; Estimateur spectral; Estimateur des moindres carrés; Convergence forte; Approche d'auto normalisation; Autocorrelation résiduelles; Mouvement brownien fractionnaire; Bruit gaussien fractionnaire; Modèles autorégressifs fractionnaires; Long-Memory processes; Nonlinear processes; Weak FARIMA models; Fractional AR models; Portmanteau tests of Ljung-Box and Box-Pierce; Spectral density estimation; Least squares estimator; Consistency; Asymptotic normality; Spectral estimator; Self normalization approch; Residual autocorrelations; Fractional Brownian motion; Fractional Gaussian noise; 519; 62M10; 62F03; 62F05; 91B84; 62P05

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Esstafa, Y. (2019). Modèles de séries temporelles à mémoire longue avec innovations dépendantes : Long-memory time series models with dependent innovations. (Doctoral Dissertation). Bourgogne Franche-Comté. Retrieved from http://www.theses.fr/2019UBFCD021

Chicago Manual of Style (16^th Edition):

Esstafa, Youssef. “Modèles de séries temporelles à mémoire longue avec innovations dépendantes : Long-memory time series models with dependent innovations.” 2019. Doctoral Dissertation, Bourgogne Franche-Comté. Accessed January 17, 2021. http://www.theses.fr/2019UBFCD021.

MLA Handbook (7^th Edition):

Esstafa, Youssef. “Modèles de séries temporelles à mémoire longue avec innovations dépendantes : Long-memory time series models with dependent innovations.” 2019. Web. 17 Jan 2021.

Vancouver:

Esstafa Y. Modèles de séries temporelles à mémoire longue avec innovations dépendantes : Long-memory time series models with dependent innovations. [Internet] [Doctoral dissertation]. Bourgogne Franche-Comté; 2019. [cited 2021 Jan 17]. Available from: http://www.theses.fr/2019UBFCD021.

Council of Science Editors:

Esstafa Y. Modèles de séries temporelles à mémoire longue avec innovations dépendantes : Long-memory time series models with dependent innovations. [Doctoral Dissertation]. Bourgogne Franche-Comté; 2019. Available from: http://www.theses.fr/2019UBFCD021

NSYSU

5. Chiang, Pei-Jung. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.

Degree: Master, Applied Mathematics, 2006, NSYSU

URL: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

► Recently there have been reports that certain physiological data seem to have the properties of long-range correlation and self-similarity. These two properties can be characterized… (more)

Subjects/Keywords: Embedded Branching Process (EBP); R/S method; Hurst parameter; self-similar process; Detrended Fluctuation Analysis (DFA); Fractional ARIMA (FARIMA); Fractional Brownian Motion (FBM); I(d) process

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6^th Edition):

Chiang, P. (2006). A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. (Thesis). NSYSU. Retrieved from http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16^th Edition):

Chiang, Pei-Jung. “A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.” 2006. Thesis, NSYSU. Accessed January 17, 2021. http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7^th Edition):

Chiang, Pei-Jung. “A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process.” 2006. Web. 17 Jan 2021.

Vancouver:

Chiang P. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. [Internet] [Thesis]. NSYSU; 2006. [cited 2021 Jan 17]. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Chiang P. A Study on the Estimation of the Parameter and Goodness of Fit Test for the Self-similar Process. [Thesis]. NSYSU; 2006. Available from: http://etd.lib.nsysu.edu.tw/ETD-db/ETD-search/view_etd?URN=etd-0705106-152417

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation