Auto-Regressive

Auto-Regressive (AR) Process

A stationary stochastic process where the current value of the time series is related to the past p values, where p is any integer, is called an AR(p) process. When the current value is related to the previous two values, it is an AR(2) process. An AR(1) process has an infinite memory.
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Study used Auto-regressive Distributive Lag (ARDL) technique to estimate the equation (2).
We want to implement statistical methods and analysis UCL, Bloomsbury and East London DTP Co-funded and Collaborative Award Holder Form 2017 Page | 15 techniques capable of handling dense datasets such as linear or logistic regression, auto-regressive path analysis, cluster analysis and regression trees as well as visualization and optimization techniques.
An auto-regressive (AR) model based error concealment scheme is proposed for stereoscopic video coding in [5].
The conventional time series prediction models mainly include ARMA (AR, MA), ARIMA, improved time series model Threshold Auto-Regressive (TAR), Vector Auto-Regression (VAR), Auto-Regressive Conditional Heteroscedasticity (ARCH), and Generalized Auto-Regressive Conditional Heteroscedasticity (GARCH).
In [11] the use of Time-Frequency Distributions (TFD), Fast Fourier Transform (FFT), eigenvector methods (EM), Wavelet Transform (WT), and Auto-Regressive Method (ARM) is discussed, for EEG feature extraction in time and frequency domain.
(Journal of Institutional Economics, 2016) showing spatial dependence in incomes and institutional quality within the U.S., we also estimated our model using the spatial auto-regressive (SAR) model with allowance for spatial autocorrelation in the error term.
For that purpose growth model was developed and regressed by applying different analytical techniques that includes unit root test, Auto-Regressive Distributed Lag Model, ARDL bound testing, Wald test, ARDL co-integration and long form.
In a state-of-the-art Bayesian time-varying parameter vector auto-regressive framework, the authors demonstrate the strong role of the dollar in shaping the oil price dynamics, an effect that is not widely accepted among energy experts who often consider oil as a pure exogenous variable.
The equation (18)-(19) can be obtained by transforming difference equation into auto-regressive moving average (ARMA) form:
Using the corrected and selected vibration noise, the resonance frequency of the tire vibration system is identified by Maximum Entropy Spectral Estimation (MESE) based on Auto-regressive (AR) model.
In parametric models different linear (Montgomery et al., 2003), non-linear (Ratkowsky, 1990; Bard, 1974; Draper and Smith, 1998) and Auto-Regressive Integrated Moving Average (ARIMA) time-series models (Box et al., 1976) were employed.