auto-regressive

The NARMAX algorithm (nonlinear auto-regressive moving average exogenous) multiple input multiple output (MIMO) mentioned in Rossow/Aires paper is covered in detail in Ref #6.

Hansen's "Bias Method" « Climate Audit 2007

Two null-hypothesis have been used to calculate the probability that such series of warm record years may arise by chance in stationary, but serially correlated, series: an auto-regressive process of order 1 and long-memory process.

Unthreaded #17 « Climate Audit 2007

Two null-hypothesis have been used to calculate the probability that such series of warm record years may arise by chance in stationary, but serially correlated, series: an auto-regressive process of order 1 and long-memory process.

Unthreaded #17 « Climate Audit 2007

Two null-hypothesis have been used to calculate the probability that such series of warm record years may arise by chance in stationary, but serially correlated, series: an auto-regressive process of order 1 and long-memory process.

Unthreaded #17 « Climate Audit 2007

So what is suggested here is to run one model with sunspot time series data and see if the sunspots are significant when AR terms are used to measure the auto-regressive components and check for stationarity.

Satellite Measurements #2: Arima « Climate Audit 2005

In an article published in the American Economic Review in 1972, then-assistant professor Charles Nelson showed that with the use of Box-Jenkins time series analysis, a simple time-series model incorporating auto-regressive elements, of course performed better than the FMP model in predicting economic growth one quarter out.

Pelletier [2002] on Temperature Autocorrelation « Climate Audit 2005

So in addition to being non-linear in its response to temp, the ring growth depends on temp in the previous year, which means you need to model it as auto-regressive, otherwise the coefficients will be biased.

Upside-Down Quadratic Proxy Response « Climate Audit 2005

I also used an AR (1) covariance matrix (auto-regressive, first order).

Baseball Prospectus 2010

• Ability to model default using variables which change randomly in an auto-regressive moving average fashion

Bobsguide Financial Industry News 2009

• Ability to model default using variables which change randomly in an auto-regressive moving average fashion

Bobsguide Financial Industry News 2009