Showing papers by "William G. Hunter published in 1983"
TL;DR: In this paper, explicit expressions are derived that relate the parameters of a sampled process to those of the integrated moving average (0, 1, 1) process from which it was obtained.
Abstract: SYNOPTIC ABSTRACTExplicit expressions are derived that relate the parameters of a sampled process to those of the integrated moving average (0,1,1) process from which it is obtained. An industrial application illustrating the use of these expressions is provided.
1 citations
TL;DR: In this article, the authors show how the components of variance can be derived from measurement errors in Y t accounting for 8% of the total variability; the second part, variation in X t transferred to Y t, that is the contribution of the transfer function so the transfer functions is an important part of the model even though it explains less than half the total variation.
1 citations