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Cited by 1,183 publications
(1,782 citation statements)
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“…where φ 1 , …, φ p are coefficients of the AR, X t is a time-series data at time t, c is a constant value, and ε t is a white noise value at time t. To obtain the coefficients of AR, we need to transform the (1) to a set of linear equations called the Yule-Walker equations [10]. When …”
Section: A Predicting the Number Of New Flowsmentioning
confidence: 99%
“…where φ 1 , …, φ p are coefficients of the AR, X t is a time-series data at time t, c is a constant value, and ε t is a white noise value at time t. To obtain the coefficients of AR, we need to transform the (1) to a set of linear equations called the Yule-Walker equations [10]. When …”
Section: A Predicting the Number Of New Flowsmentioning
confidence: 99%
“…Since the physicsbased approach applies the physical constraints on the deformation of the heart surface motion in different directions, a physically correct and more accurate prediction is guaranteed, especially in a case of highly accurate physical model. In contrast to the physics-based model, the ARX model [30] of order 9 fits the noisy measurement data. Thereby, the predicted position of the heart surface deviates strongly from the true realization of the heart surface motion since the physical characteristics of the system are ignored.…”
Section: Simulationmentioning
confidence: 99%
“…The obtained random time series data followed a normal distribution (µ=0.151, σ=1.257), as indicated by the histogram in Figure 2b. The partial autocorrelation function (pACF [45]) con rmed that the generated data came from a rst order AR process (ARIMA(1,0,0); Figure 2d). By tting an ARIMA(1,0,0) model to the generated red noise time series the parameters of the simulated series were revealed: AR(1)=0.62; intercept=0.15; σ = 0.97; loglikelihood=-280.55; AIC=567.11 [46].…”
Section: Red Noisementioning
confidence: 99%
“…white noise (Figure 1a; for details see [45]) was generated by all three integers characterizing the ARIMA (p,d,q) model being set to zero: the number of autoregressive terms, the number of non-seasonal di erences needed for stationarity, and the number of lagged forecast errors in the prediction equation (MA), as well (ARIMA(0,0,0)). Technically, it is an AR(0) process.…”
Section: White Noisementioning
confidence: 99%