Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm

QR Code

Hierarchical Bayesian estimation for stationary autoregressive models using reversible jump MCMC algorithm

The autoregressive model is a mathematical model that is often used to model data in different areas of life. If the autoregressive model is matched against the data then the order and coefficients of the autoregressive model are unknown. This paper aims to estimate the order and coefficients of an...

Full description

Bibliographic Details
Main Authors:	Suparman, S., Rusiman, Mohd Saifullah
Format:	Article
Published:	Science Publishing Corporation 2018
Subjects:	TA Engineering (General). Civil engineering (General) TA329-348 Engineering mathematics. Engineering analysis
Online Access:	http://eprints.uthm.edu.my/5110/

Similar Items

Bootstrap-based model selection in subset polynomial regression
by: Suparman, S., et al.
Published: (2018)

Computationally-efficient path planning algorithms in obstacle-rich environments based on visibility graph method
by: Abdul Latip, Nor Badariyah
Published: (2018)

A new hybrid of fuzzy c-means method and fuzzy linear regression model in predicting manufacturing income
by: Ramly, Nurfarawahida, et al.
Published: (2018)

An Experimental And Finite Element Analysis Of The Static Deformation Of Wood Sawdust-Polyporpylene Composite Pallet [ TA347.F5 K45 2006 f rb].
by: Khoo, Teng Sing
Published: (2006)

EUM 102(4) - MATEMATIK KEJURUTERAAN II. EUM 112(4) - KAEDAH BERANGKA & STATISTIK KEJURUTERAAN. FEB-MAC 03.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2003)

EUM 111- ENGINEERING MATHEMATICS OCT-NOV 07.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2007)

EUM 111- MATEMATIK KEJURUTERAAN OKT-NOV 06.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2006)

EUM 112 - KAEDAH BERANGKA & STATISTIK KEJURUTERAAN APR-MEI 06.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2006)

EUM 112 - KAEDAH BERANGKA & STATISTIK KEJURUTERAAN MEI 05.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2005)

EUM 222 - KEBARANGKALIAN DAN STATISTIK GUNAAN MEI 05.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2005)

EUM 222 - KEBARANGKALIAN DAN STATISTIK GUNAAN OKT 04.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2004)

EUM 222 - KEBARANGKALIAN DAN STATISTIK GUNAAN OKT-NOV 06.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2006)

EUM 222 - PROBABILITY AND APPLIED STATISTICS OCT-NOV 07.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2007)

EAA 211 ENGINEERING MATHEMATICS FOR CIVIL ENGINEERS (JAN 2016)
by: Pusat Pengajian Kejuruteraan Awam, PPKAW
Published: (2016)

EBB 300/2 ENGINEERING STATISTICS (JAN 2016)
by: PPKBSM, Pusat Pengajian Kejuruteraan Bahan dan Sumber Mineral
Published: (2016)

EBB 405E-3 FAILURE ANALYSIS AND NON-DESTRUCTIVE TESTING MEI 05.
by: PPKBSM, Pusat Pengajian Kejuruteraan Bahan dan Sumber Mineral
Published: (2005)

EEM 112 - KAEDAH BERANGKA & STATISTIK KEJURUTERAAN MAC 05.
by: PPKEE, Pusat Pengajian Kejuruteraan Elektrik & Elektronik
Published: (2005)

EUM 101 - MATEMATIK KEJURUTERAAN I APRIL 1997.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (1997)

EUM 102 - MATEMATIK KEJURUTERAAN II APRIL 1997.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (1997)

EUM 102 (SPU) - MATEMATIK KEJURUTERAAN II APRIL 1997.
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (1997)

Pembangunan sistem pangkalan data e-inventori makmal: makmal kejuruteraan awam dan makmal teknologi kejuruteraan pembinaan & alam sekitar
by: Ab Aziz, Haslinda
Published: (2003)

Nanoparticle shape and thermal radiation on Marangoni Water, Ethylene Glycol and Engine Oil Based Cu, Al2O3 and SWCNTs
by: Adnan, Nur Atikah, et al.
Published: (2017)

Thermo properties of quaternary molten salt heat transfer fluid for heat recovery system
by: Tukimon, Mohd Faizal
Published: (2020)

JUM 101 - Matematik Kejuruteraan - Mei - Jun 1995
by: PPPJJ, Pusat Pengajian Pendidikan Jarak Jauh
Published: (1995)

Computational fluid dynamic (CFD) simulation of synthetic jet cooling: a review
by: Ariffin, Ahmad Hamdan, et al.
Published: (2020)

Language of expert consensus: The indicator of student outcome according to Ibn Miskawayh’s theory using Fuzzy Delphi Technique application
by: Othman, Mohamad Khairi, et al.
Published: (2022)

Behavioural features for mushroom classification
by: Ismail, Shuhaida, et al.
Published: (2018)

Particle shapes on squeezing flow of carreau fluid over a sensor surface
by: Al Nasrawi, Jaafar Abdul Abbas Abbood, et al.
Published: (2018)

Influence of post-cyclic loading on hemic peat
by: Mohamad, Habib Musa
Published: (2018)

Finite element analysis of combined fracture and delamination on coated substrate under normal and tangential loading
by: Mohsin, Mohamad Lokman
Published: (2018)

A new direct viscous-inviscid interaction method for aerodynamics analysis
by: Che Mohd Husin, Mohd Faizal
Published: (2018)

Alternative method outlier treatments with Box-Jenkins and neural network via interpolation method
by: Wahir, Norsoraya Azurin, et al.
Published: (2018)

EMT 211 ENGINEERING PROBABILITY & STATISTICS (DEC 2015)
by: PPKM, Pusat Pengajian Kejuruteraan Mekanikal

Bayesian approach to classification of football match outcome
by: Abdul Rahman, Muhammad Haleq Azhar, et al.
Published: (2018)

Determining the order of a moving average model of time series using reversible jump MCMC: a comparison between laplacian and gaussian noises
by: Suparman, Suparman, et al.
Published: (2020)

UNIVERSITI SAINS MALAYSIA First Semester Examination Academic Session 2012/2013 January 2013 EBP 400/3 – Product Design & Failure Analysis [Rekabentuk Produk & Analisis Kegagalan] Duration : 3 hours [Masa : 3 jam]
by: Bahan & Sumber Mineral, Pusat Pengajian Kejuruteraan
Published: (2013)

Understanding of mass transfer resistance for the adsorption of solute onto porous material from the modiﬁed mass transfer factor models
by: Fulazzaky, Mohamad Ali, et al.

Application FCM in modelling DIR for Selangor using negative binomial GAM
by: Mohamad, Nazeera, et al.
Published: (2018)

EMT 211 ENGINEERING PROBABILITY & STATISTICS [KEBARANGKALIAN & STATISTIK KEJURUTERAAN] (DECEMBER 2016 / JANUARY 2017)
by: PPKM, Pusat Pengajian Kejuruteraan Mekanikal

EAA211 – ENGINEERING MATHEMATICS FOR CIVIL ENGINEERS [MATEMATIK KEJURUTERAAN UNTUK JURUTERA AWAM] (AUGUST 2017)
by: PPKAW, Pusat Pengajian Kejuruteraan Awam
Published: (2017)