scholarly journals Observation of Time Series Model

2018 ◽  
Vol 33 (01) ◽  
Author(s):  
Achal Lama ◽  
K. N. Singh ◽  
Vishal Gurung ◽  
Ravindra Singh Sekhawat ◽  
H. S. Roy
Keyword(s):  
Time Series ◽  
Linear Model ◽  
Linear Time ◽  
Time Series Model ◽  
Time Series Models ◽  
Arima Models ◽  
Non Linear ◽  
Basic Concepts

In this paper an attempt has been made to highlight the basic concepts of time series models. The linear time series models such as AR, MA and ARIMA models are dealt in brief. Non-linear model such as GARCH have also been introduced along with its some unique properties. Finally, the paper is concluded with emphasis on the use of these models.

scholarly journals A new algorithm for latent state estimation in non-linear time series models

2008 ◽  
Vol 203 (1) ◽  
pp. 224-232 ◽  
Author(s):  
Paresh Date ◽  
Luka Jalen ◽  
Rogemar Mamon
Keyword(s):  
Time Series ◽  
State Estimation ◽  
Linear Time ◽  
Time Series Models ◽  
Non Linear

Local Gaussian modelling of stochastic dynamical systems in the analysis of non-linear random vibrations

1986 ◽  
Vol 23 (A) ◽  
pp. 241-255 ◽  
Author(s):  
Tohru Ozaki
Keyword(s):  
Time Series ◽  
Present Method ◽  
Linear Time ◽  
Time Series Models ◽  
Random Vibrations ◽  
Stochastic Dynamical Systems ◽  
Stochastic Dynamical System ◽  
Modelling Method ◽  
Non Linear ◽  
Dynamical System Models

Stochastic dynamical system models for non-linear random vibrations are considered and their discrete-time version, non-linear time series models are introduced using the local Gaussian modelling method. Some computational problems and implications of the present method in non-linear time series analysis are discussed.

Sign in / Sign up

Export Citation Format

Share Document