Autoregressive fractionally integrated moving average

Known as: ARFIMA 
In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated… (More)
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Topic mentions per year

Topic mentions per year

1994-2018
05101519942018

Papers overview

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Review
2017
Review
2017
Strong coupling between values at different times that exhibit properties of long range dependence, non-stationary, spiky signals… (More)
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2016
2016
The article proposes a novel two-stage network traffic anomaly detection method for the railway transportation critical… (More)
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2009
2009
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is… (More)
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2005
2005
  • Kyungduk Koa, Marina Vannuccib
  • 2005
Long memory processes are widely used in many scientific fields, such as economics, physics and engineering. In this paper we… (More)
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2005
2005
  • Fong-Lin Chu
  • 2005
The primary aim of this paper is to incorporate fractionally integrated ARMA (p, d, q) (ARFIMA) models into tourism forecasting… (More)
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2005
2005
We consider the problem of estimating the parameters for a stochastic process using a time series containing a trend component… (More)
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2003
2003
We discuss computational aspects of likelihood-based estimation of univariate ARFIMA(p, d, q) models. We show how efficient… (More)
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2001
2001
A major difficulty in investigating the nature of interdecadal variability of climatic time series is their shortness. An… (More)
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1999
1999
A novel pseudo-linear method for the estimation of fractionally integrated ARMA (ARFIMA) models that are capable of representing… (More)
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1994
1994
The di erential geometry of autoregressive fractionally integrated moving average processes is developed. Properties of Toeplitz… (More)
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