B-476 Lagrangian-Conic Relaxations, Part II: Applications to Polyno- mial Optimization Problems Naohiko Arima? , Sunyoung Kim† , Masakazu Kojima‡ , and Kim-Chuan Toh] January 2014 Abstract. We present the moment con

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TASK Run intervention analysis on the price of stock M: model a function of the price as ARIMA with outliers and interventions. SOLUTION The document below is an abridged version of the solution provided to the client. T

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Autokorrelation - ARIMA-Modellierung = lineare stochastische Zeitreihenmodelle! ! Prof. Dr. Wolfgang Tschacher! Universität Bern!

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A robust Lagrangian-DNN method for a class of quadratic optimization problems Naohiko Arima∗, Sunyoung Kim†,

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BoydstunMaking the News: Politics, the Media and Agenda Setting Table 6.2. Results from ARIMA models of number of New York Times Index abstracts on the death penalty A B

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BoydstunMaking the News: Politics, the Media and Agenda Setting Table 6.1. Results from ARIMA models of number of sampled New York Times front-page and Wall Street Journal stories on the war on terror A Events

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東大 EMP 講師プロフィール（第 15 期） 有馬 孝尚（ARIMA Taka-hisa） 東京大学大学院新領域創成科学研究科 教授 東京大学工学部物理工学科卒業、 同大学院工学系研究

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SSDBMEfficient In-Database Maintenance of ARIMA Models Technische Universität Dresden Database Technology Group

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• Statistics
• Estimation theory
• Statistical inference
• Time series models
• Signal processing
• Statistical theory
• Autoregressive integrated moving average
• Maximum likelihood estimation
• Estimator
• Autoregressive model

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