1,721,024 research outputs found
An empirical study on the parsimony and descriptive power of TARMA models
No full textIn linear time series analysis, the incorporation of the moving-average term in autoregressive models yields parsimony while retaining flexibility; in particular, the first order autoregressive moving-average model, ARMA(1,1) is notable since it retains a good approximating capability with just two parameters. In the same spirit, we assess empirically whether a similar result holds for threshold processes. First, we show that the first order threshold autoregressive moving-average process, TARMA(1,1) exhibits complex, high-dimensional, behaviour with parsimony, by comparing it with threshold autoregressive processes, TAR(p), with possibly large autoregressive order p. Second, we study the descriptive power of the TARMA(1,1) model with respect to the class of autoregressive models, seen as universal approximators: in several situations, the TARMA(1,1) model outperforms AR(p) models even when p is large. Lastly, we analyze two real world data sets: the sunspot number and the male US unemployment rate time series. In both cases, we show that TARMA models provide a better fit with respect to the best TAR models proposed in literature
Revisiting the Canadian Lynx Time Series Analysis Through TARMA Models
No full textThe class of threshold autoregressive models has been proven to be a powerful and appropriate tool to describe many dynamical phenomena in different fields. In this work, we deploy the threshold autoregressive moving-average framework to revisit the analysis of the benchmark Canadian lynx time series. This data set has attracted great attention among non-linear time series analysts due to its asymmetric cycle that makes the investigation very challenging. We compare some of the best threshold autoregressive models (TAR) proposed in literature with a selection of thresholdautoregressive moving-average models (TARMA). The models are compared under different prospectives: (i) goodness-of-fit through information criteria, (ii) their ability to reproduce characteristic cycles, (iv) their capability to capture multimodality and (iii) forecasting performance. We found TARMAmodels that perform better than TAR models with respect to all these aspects
Activation of PAF-synthesising enzymes in rat brain stem slices after LTP induction in the medial vestibular nuclei.
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Thoracoscopic talc for the treatment of malignant pleural effusion. Perugia International Cancer Conference VI.Chemotherapy of NSCLC:10 years later.
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Bond strengths of porcelain material to different abutment substrates.
No full textThe study evaluated the bond strength values of a single-unit all-porcelain material luted with an adhesive-resin cement to different abutment substrates: amalgam, compomer, traditional glass ionomer cement, microhybrid resin composite, two resin composites for abutment buildup, gold, sandblasted gold, dentin and enamel. Syntac enamel-dentin bonding system, in combination with IPS-Empress porcelain material, was used. After thermal cycling, the samples were inserted into a Bencor jig device and sheared in a Controls testing machine. The statistical analysis of the differences between the bond strength values obtained was performed by ANOVA and the Student-Newman-Keuls multiple-comparison test. The type of failure at the interface was evaluated using scanning electron microscopy. The type of failure, such as adhesive, cohesive and adhesive-cohesive, was correlated with bond strength values. Enamel, dentin and the two resin composites for crown build-up showed the highest bond strength values, while amalgam and gold samples showed the lowest
Induction Chemotherapy for NSCLC; a single center experience.Perugia International Cancer Conference VI.Chemotherapy of NSCLC:10 years later.
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