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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… 
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Related topics

Related topics

5 relations
Autoregressive integrated moving averageDifferintegralElectricity price forecastingSpectral density

Papers overview

Semantic Scholar uses AI to extract papers important to this topic.
2018
2018
Beta autoregressive fractionally integrated moving average models
2017
2017
Average run length of the long-memory autoregressive fractionally integrated moving average process of the exponential weighted moving average control chart
Abstract Measurement of control chart efficiency by comparison of average run length (ARL) is widely implemented in quality… 
2014
2014
Forecasting Long Memory Time Series for Stock Price with Autoregressive Fractionally Integrated Moving Average
The presence of long memory time series is characterized by autocorrelation function which decrease slowly or hyperbolic. The… 
2012
2012
Statistical analysis of autoregressive fractionally integrated moving average models in R
The autoregressive fractionally integrated moving average (ARFIMA) processes are one of the best-known classes of long-memory… 
Highly Cited
2012
Highly Cited
2012
Forecasting of short-term traffic-flow based on improved neurofuzzy models via emotional temporal difference learning algorithm
2009
2009
On continuous-time autoregressive fractionally integrated moving average processes
In this paper, we consider a continuous-time autoregressive fractionally integrated moving average (CARFIMA) model, which is… 
2006
2006
Bayesian wavelet analysis of autoregressive fractionally integrated moving-average processes
2005
2005
Network traffic prediction based on a new time series model
Fast and accurate methods for predicting traffic properties and trend are essential for dynamic network resource management and… 
1998
1998
Bayesian analysis of autoregressive fractionally integrated moving‐average processes
For the autoregressive fractionally integrated moving‐average (ARFIMA) processes which characterize both long‐memory and short… 
1994
1994
Di erential Geometry of Autoregressive Fractionally Integrated Moving Average Models
The di erential geometry of autoregressive fractionally integrated moving average processes is developed. Properties of Toeplitz… 
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