5 resultados para ARMA parameter fitting
em Cochin University of Science
Resumo:
Polymer-solvent interaction parameters for the blends of natural rubber (NR) with styrene-butadiene rubber (SBR) and polybutadiene rubber ( BR) are calculated using the Flory-Rehner equation by equating the network density of the vulcanizates in two solvents.
Resumo:
In this article it is proved that the stationary Markov sequences generated by minification models are ergodic and uniformly mixing. These results are used to establish the optimal properties of estimators for the parameters in the model. The problem of estimating the parameters in the exponential minification model is discussed in detail.
Resumo:
We study the effect of parameter fluctuations and the resultant multiplicative noise on the synchronization of coupled chaotic systems. We introduce a new quantity, the fluctuation rate Ф as the number of perturbations occurring to the parameter in unit time. It is shown that ϕ is the most significant quantity that determines the quality of synchronization. It is found that parameter fluctuations with high fluctuation rates do not destroy synchronization, irrespective of the statistical features of the fluctuations. We also present a quasi-analytic explanation to the relation between ϕ and the error in synchrony.
Resumo:
This study is concerned with Autoregressive Moving Average (ARMA) models of time series. ARMA models form a subclass of the class of general linear models which represents stationary time series, a phenomenon encountered most often in practice by engineers, scientists and economists. It is always desirable to employ models which use parameters parsimoniously. Parsimony will be achieved by ARMA models because it has only finite number of parameters. Even though the discussion is primarily concerned with stationary time series, later we will take up the case of homogeneous non stationary time series which can be transformed to stationary time series. Time series models, obtained with the help of the present and past data is used for forecasting future values. Physical science as well as social science take benefits of forecasting models. The role of forecasting cuts across all fields of management-—finance, marketing, production, business economics, as also in signal process, communication engineering, chemical processes, electronics etc. This high applicability of time series is the motivation to this study.