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searching for Autoregressive model 16 found (54 total)

SETAR (model) (914 words) [view diff] exact match in snippet view article

1980, p. 249), a Markov chain in the Markov-chain driven threshold autoregressive model (Tong and Lim, 1980, p. 285), which is now also known as the Markov

ADF-GLS test (545 words) [view diff] exact match in snippet view article find links to article

determines whether a time series variable is non-stationary using an autoregressive model. For series featuring deterministic components in the form of a constant

Flow-based generative model (3,917 words) [view diff] exact match in snippet view article find links to article

are fixed functions that define the autoregressive model. By the reparameterization trick, the autoregressive model is generalized to a normalizing flow:

Granger causality (3,365 words) [view diff] exact match in snippet view article find links to article

Granger causality analysis is usually performed by fitting a vector autoregressive model (VAR) to the time series. In particular, let X ( t ) ∈ R d × 1 {\displaystyle

Breusch–Godfrey test (1,164 words) [view diff] exact match in snippet view article find links to article

nonstochastic regressors and for testing the possibility of a first-order autoregressive model (e.g. AR(1)) for the regression errors.[citation needed] The BG test

Indicators of spatial association (580 words) [view diff] case mismatch in snippet view article find links to article

"Beyond Moran's I: Testing for Spatial Dependence Based on the Spatial Autoregressive Model". Geographical Analysis. 39 (4): 357–375. doi:10.1111/j.1538-4632

List of dynamical systems and differential equations topics (413 words) [view diff] exact match in snippet view article find links to article

Autoregressive–moving-average model Autoregressive integrated moving average Vector autoregressive model Stochastic differential equation Stochastic partial differential

Søren Johansen (382 words) [view diff] case mismatch in snippet view article find links to article

(1996). Likelihood Based Inference on Cointegration in the Vector Autoregressive Model (2nd ed.). Oxford University Press, Oxford. Hansen, P. R. & Johansen

Takeshi Amemiya (589 words) [view diff] case mismatch in snippet view article find links to article

Roland Y. (1972). "The Effect of Aggregation on Prediction in the Autoregressive Model". Journal of the American Statistical Association. 67 (339): 628–632

Moran's I (1,510 words) [view diff] case mismatch in snippet view article find links to article

"Beyond Moran's I: Testing for Spatial Dependence Based on the Spatial Autoregressive Model". Geographical Analysis. 39 (4): 357–375. doi:10.1111/j.1538-4632

Hirotugu Akaike (2,037 words) [view diff] exact match in snippet view article find links to article

H. (1979), "A Bayesian extension of the minimum AIC procedure of autoregressive model fitting", Biometrika, 66 (2): 237–242, doi:10.1093/biomet/66.2.237

Photoplethysmogram variability (596 words) [view diff] exact match in snippet view article find links to article

signal transformation methods, such as fast Fourier transform or autoregressive model. The spectrum can be divided into two main bands, that is, low frequency

EEG analysis (2,515 words) [view diff] case mismatch in snippet view article find links to article

Huang, Dan (April 2017). "Classification of EEG Signals Based on Autoregressive Model and Wavelet Packet Decomposition". Neural Processing Letters. 45

Price of oil (12,106 words) [view diff] exact match in snippet view article find links to article

consumption in relation to four types of oil shocks. The structural vector autoregressive model was proposed by the American econometrician and macroeconomist Christopher

Anil K. Bera (5,140 words) [view diff] case mismatch in snippet view article find links to article

"The Improbable Nature of Implied Correlation Matrix of Spatial Autoregressive Model". Regional Statistics, pp. 3–15. Bera, Anil K.; Galvo, A.; Wang,

Diffusion model (14,233 words) [view diff] exact match in snippet view article find links to article

decoder, and a "prior" model (which can be a diffusion model, or an autoregressive model). During training, the prior model is trained to convert CLIP image