Identification of Nonlinear Time lag System by Improved Genetic Algorithm.
نویسندگان
چکیده
منابع مشابه
Lag Identification for Vector Nonlinear Time Series
Exploratory methods for determining appropriate lagged variables in a vector nonlinear time series model are investigated. The rst is a multivariate extension of the R statistic considered by Granger and Lin (1994), which is based on an estimate of the mutual information criterion. The second method uses Kendall's and partial statistics for lag determination. Both methods provide nonlinear anal...
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ژورنال
عنوان ژورنال: TRANSACTIONS OF THE JAPAN SOCIETY OF MECHANICAL ENGINEERS Series C
سال: 1998
ISSN: 0387-5024,1884-8354
DOI: 10.1299/kikaic.64.2498