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Results 1 to 25 of 853

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Development and evaluation of control charts using exponentially weighted moving averagesCHERN HSOON NG; CASE, K. E.Journal of quality technology. 1989, Vol 21, Num 4, pp 242-250, issn 0022-4065, 9 p.Article

Reduced order ARMA spectral estimation of ocean wavesMANDAL, S; WITZ, J. A; LYONS, G. J et al.Applied ocean research. 1992, Vol 14, Num 5, pp 303-312, issn 0141-1187Article

A modified Hannan-Rissanen strategy for mixed autoregressive-moving average order determinationPOSKITT, D. S.Biometrika. 1987, Vol 74, Num 4, pp 781-790, issn 0006-3444Article

A simple method for estimating the orders of ARMA processesLEE, S.-J; YOSHIDA, Y.Transactions of the Institute of Electronics and Communication Engineers of Japan. Section E. 1986, Vol 69, Num 8, pp 830-833, issn 0387-236XArticle

The uniqueness of moving average representations with independent and identically distributed random variables for non-Gaussian stationary time seriesFINDLEY, D. F.Biometrika. 1986, Vol 73, Num 2, pp 520-521, issn 0006-3444Article

Moving average fields, macro-scale response measures, and homogenizing micro-scale variationMCCOY, John J.The Journal of the Acoustical Society of America. 2005, Vol 117, Num 6, pp 3393-3401, issn 0001-4966, 9 p.Article

A note on the derivation of theoretical autocovariances for ARMA modelsMCKENZIE, E.Journal of statistical computation and simulation (Print). 1986, Vol 24, Num 2, pp 159-162, issn 0094-9655Article

IDENTIFICATION ET SIMULATION D'UNE CLASSE DE PROCESSUS STABLES AUTOSIMILAIRES A ACCROISSEMENTS STATIONNAIRES = IDENTIFICATION AND SIMULATION OF SOME SELF-SIMILAR STABLE PROCESSES WITH STATIONARY INCREMENTSDury, Marie-Eliette; Benassi, Albert.2001, 196 p.Thesis

On ARMA controllers in continuous-time feedback schemesYAMANAKA, K.International Journal of Control. 1997, Vol 67, Num 4, pp 641-648, issn 0020-7179Article

Spectral estimation of speech corrupted by colored noiseMORIKAWA, H; FUJISAKI, H.T.S. Traitement du signal. 1987, Vol 4, Num 5, pp 439-445Article

Flow control in ServerNetR clustersSHURBANOV, V; AVRESKY, D; MEHRA, P et al.Lecture notes in computer science. 2000, pp 1148-1156, issn 0302-9743, isbn 3-540-67956-1Conference Paper

Testing linearity against nonlinear moving average modelsBRÄNNÄS, K; DE GOOIJER, J. G; TERÄSVIRTA, T et al.Communications in statistics. Theory and methods. 1998, Vol 27, Num 8, pp 2025-2035, issn 0361-0926Article

Sampled autocovariance and autocorrelation results for linear time processesANDERSON, O. D; DE GOOIJER, J. G.Communications in statistics. Simulation and computation. 1988, Vol 17, Num 2, pp 489-513, issn 0361-0918Article

An efficient method to compute consistent estimates of the AR parameters of an ARMA modelSHIPING LI; DICKINSON, B. W.IEEE transactions on automatic control. 1986, Vol 31, Num 3, pp 275-278, issn 0018-9286Article

Detecting changes in the AR parameters of a nonstationary ARMA processMOUSTAKIDES, G. V; BENVENISTE, A.Stochastics. 1986, Vol 16, Num 1-2, pp 137-155, issn 0090-9491Article

Mixing properties of harris chains and autoregressive processesATHREYA, K. B; PANTULA, S. G.Journal of applied probability. 1986, Vol 23, Num 4, pp 880-892, issn 0021-9002Article

L'utilisation des représentations markoviennes dans l'identification des processus stochastiques ARMA vectoriels = On using markovian representations for identification of vector ARMA stochastic processesNSIRI, Saïd.1985, 135 fThesis

Forecasting S&P500 Index Movement with Support Vector MachinesROSILLO, R; DE LA FUENTE, D; BRUGOS, J. A. L et al.Artificial intelligence. International conferenceWorldComp'2011. 2011, pp 648-653, isbn 1-60132-183-X 1-60132-184-8 1-60132-185-6, 6 p.Conference Paper

Using composite moving averages to forecast salesROBB, D. J; SILVER, E. A.The Journal of the Operational Research Society. 2002, Vol 53, Num 11, pp 1281-1285, issn 0160-5682, 5 p.Article

A method for estimating the coefficients of a polynomial phase signalKITCHEN, J.Signal processing. 1994, Vol 37, Num 3, pp 463-470, issn 0165-1684Article

Evaluation of control charts under linear trendAERNE, L. A; CHAMP, C. W; RIGDON, S. E et al.Communications in statistics. Theory and methods. 1991, Vol 20, Num 10, pp 3341-3349, issn 0361-0926Article

Consistent order determination for processes with infinite varianceBHANSALL, R. J.Journal of the Royal Statistical Society. Series B. Methodological. 1988, Vol 50, Num 1, pp 46-60, issn 0035-9246Article

Multiple time series model identification using concatenated sample cross-correlationsJEON, T. J; PARK, S. J.Communications in statistics. Theory and methods. 1988, Vol 17, Num 1, pp 1-16, issn 0361-0926Article

Log-fractional stable processesKASAHARA, Y; MAEIJIMA, M; VERVAAT, W et al.Stochastic processes and their applications. 1988, Vol 30, Num 2, pp 329-339, issn 0304-4149Article

Estimation of parameters of a multivariate moving average model from estimates of the inverse autocovariance functionNAKANO, J; TAGAMI, S.Communications in statistics. Theory and methods. 1987, Vol 16, Num 1, pp 181-192, issn 0361-0926Article

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