Interrelationships between Autoregressive and Moving Average Models--the ARMA Model:  General Considerations in M Dimensions.

Oprian, C.; Taneja, V.; Voss, D.; Aroian, L. A.

Interrelationships between Autoregressive and Moving Average Models--the ARMA Model: General Considerations in M Dimensions.

Active / Technical Report | Accession Number: ADA054587 |

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Abstract:

The paper describes a general linear stochastic model which supposes a time series to be generated by a linear aggregation of random shocks at various temporal and spatial locations. Author

Author(s):

Oprian, C. ; Taneja, V. ; Voss, D. ; Aroian, L. A.

Author Organization(s):

UNION COLL SCHENECTADY N Y INST OF ADMINISTRATION AND MANAGEMENT

Descriptive Note:

Technical rept.,

Pagination:

0028

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:

Approved For Public Release

RECORD

Collection: TR

Identifying Numbers

Report Number(s):

AES-7804

Contract/Grant Number(s):

N00014-77-C-0438

Subject Terms

Joint Capability Areas:

JCA_6.3.3_Spectrum Management; JCA_6.3_Net Management; JCA_6_Net Centric; JCA_1.2_Force Preparation; JCA_1_Force Support; JCA_1.2.3_Educating; JCA_5_Command and Control; JCA_5.3_Planning

Communities of Interest:

Materials and Manufacturing Processes

Descriptor(s):

*MATHEMATICAL MODELS, *TIME SERIES ANALYSIS, LINEAR SYSTEMS, SPATIAL DISTRIBUTION, STOCHASTIC PROCESSES, RANDOM VARIABLES, SHOCK(MECHANICS), AUTOCORRELATION, POWER SPECTRA, STATIONARY, INVERSION

Field(s)/Group(s):

Statistics and Probability

Report Date:

1978 Jan 15