Keyword: autoregressive process

Found 6 papers in total
Efficient Multistep Forecast Procedures for Multivariate Time Series
2015,
Upon the evidence that infinite‐order vector autoregression setting is more...
On the Monitoring of Linear Profiles in Multistage Processes
2014,
In most modern manufacturing systems, products are often the output of several...
A modified range (R) chart to monitor process dispersion of autocorrelated data
2014,
The range (R) charts are widely used in industries to monitor the process...
A combined geometric INAR(p) model based on negative binomial thinning
2012,
In this paper, we introduce a new (combined) integer‐valued autoregressive...
Analytic approximations of queues with lightly‐ and heavily‐correlated autoregressive service times
2013,
We consider a single‐server queueing system. The arrival process is modelled as...
Bootstrap prediction bands for forecast paths from vector autoregressive models
2011,
The problem of forecasting from vector autoregressive models has attracted...
Papers per page: