Distance and prediction error variance constraints for ARMA model portfolios

Chenoweth, Timothy; Dowling, Karen; Hubata, Robert; Louis, Robert St.

doi:10.1016/s0169-2070(03)00006-2

Cited by 9 publications

(4 citation statements)

References 10 publications

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“…Therefore, to elaborate algorithms for the functioning of monitoring and diagnostics systems, it is advisable to use the processes of autoregression (AR process), which have become widely used during the implementation of mathematical models of various types information signals and allow to elaborate algorithms for diagnosing technical objects that have a low frequency of shaft revolutions [18,19]. A theory of the same processes has been considered in the papers [20][21][22][23][24][25][26][27][28].…”

Section: Physical and Mathematical Modelsmentioning

confidence: 99%

Some features of the systems for monitoring and diagnostic hydro units technical condition with considering smart grid technology

Zvaritch,

Zaitsev,

Myslovych

et al. 2023

IOP Conf. Ser.: Earth Environ. Sci.

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Recently, hydro units are used in maneuverable modes, which leads to an increase in the load on all elements of hydro units. It can lead to unpredictable failure of their components and even failures in the operation of the hydroelectric power plant. Therefore, the use of diagnostic systems is appropriate for solving such problems. The most promising non-destructive diagnostic systems are vibration diagnosis systems. However, the effectiveness of their use depends on the diagnosis algorithms, which depend on the features and functioning of the diagnosed unit of the power unit. In this work, some models of vibration signals of hydraulic units and features of the construction of vibration diagnostics systems of hydrogenerator units are considered

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Section: Physical and Mathematical Modelsmentioning

confidence: 99%

Some features of the systems for monitoring and diagnostic hydro units technical condition with considering smart grid technology

Zvaritch,

Zaitsev,

Myslovych

et al. 2023

IOP Conf. Ser.: Earth Environ. Sci.

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“…The results showed that an ANN, compared with other methods, has lower significant errors. Mohammadi et al [40] in another study estimated the parameters of an ARMA model for river flow forecasting using goal programming. Their results showed that the goal programming is a precise and effective method for estimating ARMA model parameters for forecasting inflow.…”

Section: Introductionmentioning

confidence: 99%

How Much Meteorological Information Is Necessary to Achieve Reliable Accuracy for Rainfall Estimations?

Valipour

2016

Agriculture

144

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This paper reports the study of the effect of the length of the recorded data used for monthly rainfall forecasting. Monthly rainfall data for three periods of 5, 10, and 49 years were collected from Kermanshah, Mashhad, Ahvaz, and Babolsar stations and used for calibration time series models. Then, the accuracy of the forecasting models was investigated by the following year's data. The following was concluded: In temperate and semi-arid climates, 60 observation data is sufficient for the following year's rainfall forecasting. The accuracy of the time series models increased with increasing amounts of observation data of arid and humid climates. Time series models are appropriate tools for forecasting monthly rainfall forecasting in semi-arid climates. Determining the most critical rainfall month in each climate condition for agriculture schedules is a recommended aim for future studies.

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“…Monteith model [8] has . Although, the Monteith (FPM) has been applied in various regions of the world [15-24], its To this end, experimental the potential evapotranspiration using limited data.…”

Section: Introduction ٢٧mentioning

confidence: 99%

Estiamtion of evapotranspiration and categorized maps of climate parameters applicable for civil and architectural designs

Valipour

2016

Proceedings of the 1st International Electronic Conference on Water Sciences

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This study aims to estimate the potential evapotranspiration as well as to extract ١٢ categorized maps of climate parameters that are applicable for civil and architectural design . The ١٣ results showed that the Albrecht model estimates the potential evapotranspiration better than ١٤ other models in the most provinces of Iran. The best values of R ١٥ Brockamp-Wenner and Albrecht models in Bushehr (BU) and TE provinces, respectively. Finally, a ١٦ list of the best performance of each model has been presented. The best weather conditions (not ١٧ only for Iran but also for all countries) ١٨ MJ/m 2 /day, 12-26 ℃, 18-30 ℃, 5-21 ١٩ minimum temperature, and wind speed, respectively. The results are also useful for selecting the ٢٠ best model when researchers must apply humidity ٢١ addition, the designed maps and categories are applicable for considering the role of climatic ٢٢ parameters in architectural evaluations over Iran.

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Distance and prediction error variance constraints for ARMA model portfolios

Cited by 9 publications

References 10 publications

Some features of the systems for monitoring and diagnostic hydro units technical condition with considering smart grid technology

Some features of the systems for monitoring and diagnostic hydro units technical condition with considering smart grid technology

How Much Meteorological Information Is Necessary to Achieve Reliable Accuracy for Rainfall Estimations?

Estiamtion of evapotranspiration and categorized maps of climate parameters applicable for civil and architectural designs

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