A ‘basic form’-focused modeling and a modified parameter estimation technique for grey prediction models
نویسندگان
چکیده
منابع مشابه
Parameter estimation in stochastic grey-box models
An e2cient and 3exible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Itô stochastic di6erential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended Kalman 9lter and features maximum likelihood as well as maximum a posteriori estimation on multiple indepen...
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ژورنال
عنوان ژورنال: Scientia Iranica
سال: 2017
ISSN: 2345-3605
DOI: 10.24200/sci.2017.4465