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Book ChapterDOI

Fitting autoregressive models for prediction

Hirotugu Akaike
- 01 Dec 1969 - 
- Vol. 21, Iss: 1, pp 243-247
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TLDR
This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models in a stationary time series.
Abstract
This is a preliminary report on a newly developed simple and practical procedure of statistical identification of predictors by using autoregressive models. The use of autoregressive representation of a stationary time series (or the innovations approach) in the analysis of time series has recently been attracting attentions of many research workers and it is expected that this time domain approach will give answers to many problems, such as the identification of noisy feedback systems, which could not be solved by the direct application of frequency domain approach [1], [2], [3], [9].

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Citations
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Spectral Analysis of Geomagnetic Reversal Time Scales

TL;DR: In this paper, the power spectra of binary telegraph waves corresponding to observed geomagnetic polarity histories are compared to the theoretical spectrum for a gamma renewal process, which is used to check an earlier interpretation that harmonic components are present in the data.
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Regional differences in vein wall dynamics under arterial hemodynamic conditions: comparison with arteries.

TL;DR: The differences among veins' viscosity, compliance, and energy dissipation, but not in the buffering capability, could be related to different performances of veins when used as arterial grafts.
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The causality between fertility and female labour force participation in Japan.

TL;DR: Findings indicate that employment does not prevent or reduce the probability of having more children and having young children at home does strongly discourage women from seeking employment outside the home.
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Applications of neural networks to dynamics simulation of Landau-Zener transitions

TL;DR: In this article, the authors simulate the dynamics of a qubit-oscillator system obeying the Landau-Zener (LZ) model, by employing the nonlinear autoregressive neural network and the long short-term memory neural network.

Financial deepening and economic growth: evidence from asian economies

John Thornton
TL;DR: This paper applied cointegration analysis and the Granger causality technique to data for selected Asian economies in an attempt to distinguish between competing hypotheses regarding the role of financial deepening in economic growth.