Search Results - subject:"ARIMA-GARCH models"

Analysis of common-cause and special-cause variation in the deterioration of transportation infrastructure: A field application of statistical process control for structural health monitoring

Chen, Yikai; Corr, David J.; Durango-Cohen, Pablo L. - In: Transportation Research Part B: Methodological 59 (2014) C, pp. 96-116

We present a statistical process control framework to support structural health monitoring of transportation infrastructure. We contribute an integrated, generally-applicable (to various types of structural response data) statistical approach that links the literatures on statistical performance...

Persistent link: https://www.econbiz.de/10010738263

Prediction intervals in conditionally heteroscedastic time series with stochastic components

Pellegrini, Santiago; Ruiz, Esther; Espasa, Antoni - In: International Journal of Forecasting 27 (2011) 2, pp. 308-319

prediction horizon. We show that, in this case, the prediction intervals constructed from the ARIMA-GARCH models could be …

Persistent link: https://www.econbiz.de/10010573800