نتایج جستجو برای: box jenkins
تعداد نتایج: 88031 فیلتر نتایج به سال:
2002
Dominique M. Hanssens
This paper proposes a procedure for transfer function identification (specification) based on least-squares estimates of transfer function weights using the original or filtered series. The corner method is then used to identify a parsimonious rational form of the transfer function. The procedure is illustrated in a simulated example; it is shown how this straightforward approach outperforms ot...
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