In statistics, autoregressive fractionally integrated moving average models are time series models that generalize ARIMA (autoregressive integrated… (More)

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Review

2017

Review

2017

- Kai Liu, Yangquan Chen, Xi Zhang
- Axioms
- 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

- Tomasz Andrysiak, Lukasz Saganowski, Wojciech Mazurczyk
- EURASIP J. Wireless Comm. and Networking
- 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

- Henghsiu Tsai
- 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

- Peter F. Craigmile, Peter Guttorp, Donald B. Percival
- IEEE Transactions on Signal Processing
- 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

- Jurgen A. Doornik, Marius Ooms
- Computational Statistics & Data Analysis
- 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

- George N. Fouskitakis, Spilios D. Fassois
- IEEE Trans. Signal Processing
- 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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