autoregressive model
Note on a new Seasonal Fractionally Integrated Separable Spatial Autoregressive Model
... Spatial Autoregressive model, denoted in the following by Seasonal FISSAR extending at the same time the works of Shitan (2008) [23] and Boissy et ...
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Multivariate Autoregressive Model Constrained by Anatomical Connectivity to Reconstruct Focal Sources
... Multivariate Autoregressive Model Constrained by Anatomical Connectivity to Reconstruct Focal Sources Brahim Belaoucha 1 , Mouloud Kachouane 1, 2 and Th´eodore Papadopoulo 1 Abstract— In this paper, we ...
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Autoregressive model-based reconstruction of quantitative acoustic maps from RF signals sampled at innovation rate
... a model mismatch caused by noise, artifacts or scattering in the tissue structure, the FRI-based AR estimator is able to obtain the most desirable two echoes in the manner of screening out such noise perturbations ...
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NIRS-EEG joint imaging during transcranial direct current stimulation: online parameter estimation with an autoregressive model
... an autoregressive (ARX) model to track the transient coupling relation between the changes in EEG power spectrum and NIRS signals during anodal tDCS (2mA, 10min) using a 4x1 ring high-definition ...ARX ...
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DATA-DRIVEN AUTOREGRESSIVE MODEL IDENTIFICATION FOR STRUCTURAL HEALTH MONITORING IN ANISOTROPIC COMPOSITE PLATES
... This paper demonstrated that multiple AR identified models in the healthy and in the initial damaged conditions could be helpful to perform an extrapolation to a future state if the damages progress in a similar way. ...
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Seq2VAR: multivariate time series representation with relational neural networks and linear autoregressive model
... to model these interactions is the vector linear autoregression ...generative model to form an encoder-decoder of MTS. The model is denoted Seq2VAR for Sequence- ...
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Autoregressive model-based reconstruction of quantitative acoustic maps from RF signals sampled at innovation rate
... AR model-based parametric acoustic map reconstruction in QAM ...parametric model of the QAM RF signals with a limited number of degrees of freedom, ...
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A descriptive method to evaluate the number of regimes in a switching autoregressive model
... the model (TAR or Markov switching?, for instance), the hierarchical classification provides only the estimators for the regression lines, a likelihood approach should be used instead, once we fixed the number of ...
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Estimating the number of regimes in a switching autoregressive model
... L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignemen[r] ...
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Nearest neighbor balanced block designs for autoregressive errors
... Keywords: block design, autoregressive model, nearest-neighbor balanced, generalized least squares estimation, universally optimal. 1. I NTRODUCTION We owe the systematic introduction of statistical methods ...
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Bayesian sparse estimation of migrating targets in autoregressive noise for wideband radar
... Abstract—In recent work we showed the interest of using sparse representation techniques to estimate a target scene observed by wideband radar systems. However the principle was demonstrated in a white noise background ...
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Driver estimation in non-linear autoregressive models
... non-linear autoregressive models, the time dependency of coefficients is often driven by a particular time-series which is not given and thus has to be estimated from the ...allow model evaluation on a ...
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Sodium boiling Detection in a LMFBR Using Autoregressive Models and SVM
... threshold. Autoregressive model-based detection techniques are also proposed in the ...(AR) model for sodium leak ...AR model follows a gaussian distribution, he showed that this prediction ...
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A Generalized Portmanteau Test for Independence of Two Infinite Order Vector Autoregressive Series
... order autoregressive series AR(∞), say {X t (1) } and {X t (2) ...an autoregressive model of order p to a series of N observations from each infinite order autoregressive process X (h) , h = ...
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Bayesian sparse estimation of migrating targets in autoregressive noise for wideband radar
... Delft University of Technology Delft, The Netherlands Email: F.LeChevalier@tudelft.nl Abstract—In recent work we showed the interest of using sparse representation techniques to estimate a target scene observed by ...
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Estimating the Number of Regimes of Non-linear Autoregressive Models.
... The consistency of b p is given by the next result, which in an extension of Gassiat (2002): Theorem 1 : Consider the model (Yt, Yt−1) defined by (1) and the penalized- likelihood criterion introduced in (2). Let ...
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Autoregressive Moving Average Modeling of Late Reverberation in the Frequency Domain
... parametric model of the ACVF and PSD, leading to a generative ARMA model of late reverberation in the frequency ...the model includes the investigation of a more accurate and justified expression of ...
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Operator-valued Kernel-based Vector Autoregressive Models for Network Inference
... into model-free and model-driven approaches. Model-free approaches for association networks directly estimate information-theoretic measures, such as mutual information to detect edges in the network ...
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Minimality and identifiability of discrete‐time switched autoregressive exogenous systems
... intake model proposed in 30 , one can consider approximating the intake manifold with a SISO SARX system of type (2, 2) by viewing 𝑝 and 𝑣 as piecewise constant signals, each of which is allowed, for simplicity, ...
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Modelling Dengue Epidemics with Autoregressive Switching Markov Models (AR-HMM)
... 1 Introduction Since the eighteen century, mathematical models of infectious diseases have been developed and used for providing information to health authorities [1]. During the 60s, the improvements in the prevention ...
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