Convert Autoregressive Process from Direct to Continuous Time with Application
In this research, we discuss the converting problem of auto-regression models at discrete time into auto-regression models at continuous time, basing on the main idea of the scientist "Priestley" who discovered how to convert autoregression models from first and second order. He mentione...
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| Format: | Article |
| Language: | English |
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Mosul University
2010-06-01
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| Series: | Al-Rafidain Journal of Computer Sciences and Mathematics |
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| Online Access: | https://csmj.mosuljournals.com/article_163862_7c780bbebb3ab47b8ebd32aa9a45fbba.pdf |
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| _version_ | 1850196595972243456 |
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| author | Abdulghafoor Salim Nihal Hamid |
| author_facet | Abdulghafoor Salim Nihal Hamid |
| author_sort | Abdulghafoor Salim |
| collection | DOAJ |
| description | In this research, we discuss the converting problem of auto-regression models at discrete time into auto-regression models at continuous time, basing on the main idea of the scientist "Priestley" who discovered how to convert autoregression models from first and second order. He mentioned that there were difficulties in the process of conversion to reach the general formula (that is to convert regression model from order p).[8]
<strong> </strong>We then have got the conversion of the general formula AR(p) of converting it from discrete time to continuous time. Practically, we have built an autoregressive model of order one for the time-series of number of persons who were afflicted with Hepatitis -B- after we have taken the first difference to the series. |
| format | Article |
| id | doaj-art-5be0cdd2ee8d49908322a137dfe978e5 |
| institution | OA Journals |
| issn | 1815-4816 2311-7990 |
| language | English |
| publishDate | 2010-06-01 |
| publisher | Mosul University |
| record_format | Article |
| series | Al-Rafidain Journal of Computer Sciences and Mathematics |
| spelling | doaj-art-5be0cdd2ee8d49908322a137dfe978e52025-08-20T02:13:24ZengMosul UniversityAl-Rafidain Journal of Computer Sciences and Mathematics1815-48162311-79902010-06-0171294310.33899/csmj.2010.163862163862Convert Autoregressive Process from Direct to Continuous Time with ApplicationAbdulghafoor Salim0Nihal Hamid1College of Computer Sciences and Mathematics University of Mosul, Mosul, IraqGeneral Directorate of Education NinevehIn this research, we discuss the converting problem of auto-regression models at discrete time into auto-regression models at continuous time, basing on the main idea of the scientist "Priestley" who discovered how to convert autoregression models from first and second order. He mentioned that there were difficulties in the process of conversion to reach the general formula (that is to convert regression model from order p).[8] <strong> </strong>We then have got the conversion of the general formula AR(p) of converting it from discrete time to continuous time. Practically, we have built an autoregressive model of order one for the time-series of number of persons who were afflicted with Hepatitis -B- after we have taken the first difference to the series.https://csmj.mosuljournals.com/article_163862_7c780bbebb3ab47b8ebd32aa9a45fbba.pdfautoregressive process modelshepatitis virus |
| spellingShingle | Abdulghafoor Salim Nihal Hamid Convert Autoregressive Process from Direct to Continuous Time with Application Al-Rafidain Journal of Computer Sciences and Mathematics autoregressive process models hepatitis virus |
| title | Convert Autoregressive Process from Direct to Continuous Time with Application |
| title_full | Convert Autoregressive Process from Direct to Continuous Time with Application |
| title_fullStr | Convert Autoregressive Process from Direct to Continuous Time with Application |
| title_full_unstemmed | Convert Autoregressive Process from Direct to Continuous Time with Application |
| title_short | Convert Autoregressive Process from Direct to Continuous Time with Application |
| title_sort | convert autoregressive process from direct to continuous time with application |
| topic | autoregressive process models hepatitis virus |
| url | https://csmj.mosuljournals.com/article_163862_7c780bbebb3ab47b8ebd32aa9a45fbba.pdf |
| work_keys_str_mv | AT abdulghafoorsalim convertautoregressiveprocessfromdirecttocontinuoustimewithapplication AT nihalhamid convertautoregressiveprocessfromdirecttocontinuoustimewithapplication |