Autoregressive moving-average model

NARMA Modelling. The NARMA (Non-Linear AutoRegressive Moving Average) model was introduced by Leontaritis and Billings [Leontaritis and Billings, 1985] and defined by ... 

First an ARMA (autoregressive moving average) model will be explained without taking into account trends and seasonal effects in order to get a better understanding of the method. 

AutoRegressive Moving Average model with eXogenous inputs (ARMAX). If the same denominator is used for G and H... 

Autoregressive, moving-average model, ARMA(p, q) S(z-i) A combination of the MA and AR graphs from which an estimate of the orders can be obtained. ... 

Kozin F (1988) Autoregressive moving average models of earthquake records. Probabilist Eng Mech 3(2) 58-63 Ljung L (1999) System identification themy for the user. 

Autoregressive Integrated Moving Average Model (ARIMA) ... 

A general approach was developed by G.E.P. Box and G.M. Jenkins (S) which combines these various methods into an analysis which permits choice of the most appropriate model, checks the forecast precision, and allows for interpretation. The Box-Jenkins analysis is an autoregressive integrated moving average model (ARIMA). This approach, as implemented in the MINITAB computer program is one used for the analyses reported here. 

A special model from this type (autoregression with an explanatory variable), an autoregression model combined with a moving average model was applied by VAN STRA-TEN and KOUWENHOVEN [1991] to the time dependence of dissolved oxygen in lakes. 

ARIMA connects both autoregressive and moving average models and includes integrating effects, e.g. trends or seasonal effects. 

The d3Tiamic response of e k) can be expressed as an autoregressive moving average (ARMA) model or a moving average (MA) time series model ... 

The autoregressive, moving-average process denoted as ARMA(p, q) is one of the most common times series models that can be used. It has the general form given as... 

In practice, this method is sufficient to obtain an accurate model of the system. 2. Autoregressive Moving Average Exogenous Model (ARMAX) In this model, the Z)(z ) and F(z ) polynomials are ignored, which gives... 

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