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Full-Text Articles in Physical Sciences and Mathematics
Generalized Moving Average Models And Applications In High Frequency Data, Shelton Peiris, David E. Allen, Aerambamoorthy Thavaneswaran
Generalized Moving Average Models And Applications In High Frequency Data, Shelton Peiris, David E. Allen, Aerambamoorthy Thavaneswaran
Research outputs pre 2011
This paper considers a new class of first order moving average type time series model with index δ (> 0) to describe some hidden features of a time series. It is shown that this class of models provides a valid, simple solution to a new direction of time series modelling. In particular, for suitably chosen parameters (coefficient β and index δ) this type of models could be used to describe data with low or high frequency components. Various new results associated with this class are given in a general form. A simulation study is carried out to justify the theory. …
Direct Sequential Simulation Algorithms In Geostatistics, Robyn Robertson
Direct Sequential Simulation Algorithms In Geostatistics, Robyn Robertson
Theses : Honours
Conditional sequential simulation algorithms have been used in geostatistics for many years but we currently find new developments are being made in this field. This thesis presents two new direct sequential simulation with histogram reproduction algorithms and compares them with the efficient and widely used sequential Gaussian simulation algorithm and the original direct sequential simulation algorithm. We explore the possibility of reproducing both the semivariogram and the histogram without the need for a transformation to normal space, through optimising an objective function and placing linear constraints on the local conditional distributions. Programs from the GSLIB Fortran library are expanded to …
Using Simulated Annealing In Geostatistics, Wesley Wells
Using Simulated Annealing In Geostatistics, Wesley Wells
Theses : Honours
Simulation methods are now used extensively for estimation and prediction in mining and petroleum industries and also in environmental management. In this thesis we describe the method of simulated annealing and examine in detail the GSLIB implementation algorithm SASJM. In the context of two case studies involving both sample and exhaustive data sets, we demonstrate this algorithm and then investigate the effect on the outcome of varying the different algorithm parameters. We also consider the effect of varying the weighting given in the simulated annealing objective function to the reproduction of each of the sample histogram and semivariogram. For the …