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- Title
An irregularly spaced ARMA(1,1) model and an application to contamination data.
- Authors
Bahamonde, Natalia; Bardet, Jean-Marc; Bertin, Karine; Doukhan, Paul; Maddanu, Federico
- Abstract
Missing observations and unevenly spaced data are problems common to different disciplines in the context of time series analysis. This paper introduces a new approach to deal with both issues, by considering an irregularly spaced autoregressive moving average process of order (1,1) that is stationary (and therefore homoscedastic) and invertible allowing temporal variations in its coefficients. We test our model in the analysis of greenhouse time series by comparing it with a standard benchmark in the literature. As a result, our methodology leads to a huge advantage in the computational time with respect to the competitor.
- Subjects
BOX-Jenkins forecasting; TIME series analysis; GREENHOUSE gases; ORDER picking systems; DATA modeling
- Publication
Statistics, 2025, Vol 59, Issue 1, p113
- ISSN
0233-1888
- Publication type
Academic Journal
- DOI
10.1080/02331888.2024.2423001